ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
127-23 |
126-17 |
-1-06 |
-0.9% |
126-21 |
| High |
127-23 |
127-06 |
-0-17 |
-0.4% |
128-00 |
| Low |
126-07 |
126-14 |
0-07 |
0.2% |
126-07 |
| Close |
126-15 |
126-21 |
0-06 |
0.1% |
126-21 |
| Range |
1-16 |
0-24 |
-0-24 |
-50.0% |
1-25 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.5% |
0-00 |
| Volume |
27 |
21 |
-6 |
-22.2% |
133 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-00 |
128-19 |
127-02 |
|
| R3 |
128-08 |
127-27 |
126-28 |
|
| R2 |
127-16 |
127-16 |
126-25 |
|
| R1 |
127-03 |
127-03 |
126-23 |
127-10 |
| PP |
126-24 |
126-24 |
126-24 |
126-28 |
| S1 |
126-11 |
126-11 |
126-19 |
126-18 |
| S2 |
126-00 |
126-00 |
126-17 |
|
| S3 |
125-08 |
125-19 |
126-14 |
|
| S4 |
124-16 |
124-27 |
126-08 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-10 |
131-08 |
127-20 |
|
| R3 |
130-17 |
129-15 |
127-05 |
|
| R2 |
128-24 |
128-24 |
126-31 |
|
| R1 |
127-22 |
127-22 |
126-26 |
127-18 |
| PP |
126-31 |
126-31 |
126-31 |
126-28 |
| S1 |
125-29 |
125-29 |
126-16 |
125-24 |
| S2 |
125-06 |
125-06 |
126-11 |
|
| S3 |
123-13 |
124-04 |
126-05 |
|
| S4 |
121-20 |
122-11 |
125-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-00 |
126-07 |
1-25 |
1.4% |
1-00 |
0.8% |
25% |
False |
False |
26 |
| 10 |
128-00 |
123-07 |
4-25 |
3.8% |
1-02 |
0.8% |
72% |
False |
False |
43 |
| 20 |
128-27 |
123-07 |
5-20 |
4.4% |
1-05 |
0.9% |
61% |
False |
False |
33 |
| 40 |
129-09 |
123-07 |
6-02 |
4.8% |
0-24 |
0.6% |
57% |
False |
False |
17 |
| 60 |
132-20 |
123-07 |
9-13 |
7.4% |
0-18 |
0.4% |
37% |
False |
False |
11 |
| 80 |
133-31 |
123-07 |
10-24 |
8.5% |
0-14 |
0.3% |
32% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-12 |
|
2.618 |
129-05 |
|
1.618 |
128-13 |
|
1.000 |
127-30 |
|
0.618 |
127-21 |
|
HIGH |
127-06 |
|
0.618 |
126-29 |
|
0.500 |
126-26 |
|
0.382 |
126-23 |
|
LOW |
126-14 |
|
0.618 |
125-31 |
|
1.000 |
125-22 |
|
1.618 |
125-07 |
|
2.618 |
124-15 |
|
4.250 |
123-08 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-26 |
127-04 |
| PP |
126-24 |
126-31 |
| S1 |
126-23 |
126-26 |
|