ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-00 |
126-10 |
0-10 |
0.2% |
126-21 |
| High |
126-16 |
126-16 |
0-00 |
0.0% |
128-00 |
| Low |
125-27 |
123-31 |
-1-28 |
-1.5% |
126-07 |
| Close |
126-14 |
124-04 |
-2-10 |
-1.8% |
126-21 |
| Range |
0-21 |
2-17 |
1-28 |
285.7% |
1-25 |
| ATR |
1-02 |
1-05 |
0-03 |
9.9% |
0-00 |
| Volume |
13 |
566 |
553 |
4,253.8% |
133 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-15 |
130-26 |
125-17 |
|
| R3 |
129-30 |
128-09 |
124-26 |
|
| R2 |
127-13 |
127-13 |
124-19 |
|
| R1 |
125-24 |
125-24 |
124-11 |
125-10 |
| PP |
124-28 |
124-28 |
124-28 |
124-20 |
| S1 |
123-07 |
123-07 |
123-29 |
122-25 |
| S2 |
122-11 |
122-11 |
123-21 |
|
| S3 |
119-26 |
120-22 |
123-14 |
|
| S4 |
117-09 |
118-05 |
122-23 |
|
|
| 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 |
127-08 |
123-31 |
3-09 |
2.6% |
1-04 |
0.9% |
5% |
False |
True |
305 |
| 10 |
128-00 |
123-31 |
4-01 |
3.2% |
1-02 |
0.9% |
4% |
False |
True |
178 |
| 20 |
128-08 |
123-07 |
5-01 |
4.1% |
1-08 |
1.0% |
18% |
False |
False |
107 |
| 40 |
129-09 |
123-07 |
6-02 |
4.9% |
0-27 |
0.7% |
15% |
False |
False |
54 |
| 60 |
132-20 |
123-07 |
9-13 |
7.6% |
0-21 |
0.5% |
10% |
False |
False |
36 |
| 80 |
133-31 |
123-07 |
10-24 |
8.7% |
0-15 |
0.4% |
8% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-08 |
|
2.618 |
133-04 |
|
1.618 |
130-19 |
|
1.000 |
129-01 |
|
0.618 |
128-02 |
|
HIGH |
126-16 |
|
0.618 |
125-17 |
|
0.500 |
125-08 |
|
0.382 |
124-30 |
|
LOW |
123-31 |
|
0.618 |
122-13 |
|
1.000 |
121-14 |
|
1.618 |
119-28 |
|
2.618 |
117-11 |
|
4.250 |
113-07 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
125-08 |
| PP |
124-28 |
124-28 |
| S1 |
124-16 |
124-16 |
|