ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-19 |
126-03 |
-0-16 |
-0.4% |
126-21 |
| High |
127-08 |
126-06 |
-1-02 |
-0.8% |
128-00 |
| Low |
126-06 |
125-19 |
-0-19 |
-0.5% |
126-07 |
| Close |
126-13 |
125-25 |
-0-20 |
-0.5% |
126-21 |
| Range |
1-02 |
0-19 |
-0-15 |
-44.1% |
1-25 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.9% |
0-00 |
| Volume |
156 |
770 |
614 |
393.6% |
133 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-20 |
127-10 |
126-03 |
|
| R3 |
127-01 |
126-23 |
125-30 |
|
| R2 |
126-14 |
126-14 |
125-28 |
|
| R1 |
126-04 |
126-04 |
125-27 |
126-00 |
| PP |
125-27 |
125-27 |
125-27 |
125-25 |
| S1 |
125-17 |
125-17 |
125-23 |
125-12 |
| S2 |
125-08 |
125-08 |
125-22 |
|
| S3 |
124-21 |
124-30 |
125-20 |
|
| S4 |
124-02 |
124-11 |
125-15 |
|
|
| 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 |
125-19 |
2-13 |
1.9% |
0-31 |
0.8% |
8% |
False |
True |
206 |
| 10 |
128-00 |
124-24 |
3-08 |
2.6% |
1-01 |
0.8% |
32% |
False |
False |
132 |
| 20 |
128-20 |
123-07 |
5-13 |
4.3% |
1-05 |
0.9% |
47% |
False |
False |
79 |
| 40 |
129-09 |
123-07 |
6-02 |
4.8% |
0-25 |
0.6% |
42% |
False |
False |
40 |
| 60 |
132-20 |
123-07 |
9-13 |
7.5% |
0-19 |
0.5% |
27% |
False |
False |
26 |
| 80 |
133-31 |
123-07 |
10-24 |
8.5% |
0-14 |
0.4% |
24% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-23 |
|
2.618 |
127-24 |
|
1.618 |
127-05 |
|
1.000 |
126-25 |
|
0.618 |
126-18 |
|
HIGH |
126-06 |
|
0.618 |
125-31 |
|
0.500 |
125-28 |
|
0.382 |
125-26 |
|
LOW |
125-19 |
|
0.618 |
125-07 |
|
1.000 |
125-00 |
|
1.618 |
124-20 |
|
2.618 |
124-01 |
|
4.250 |
123-02 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
126-14 |
| PP |
125-27 |
126-07 |
| S1 |
125-26 |
126-00 |
|