ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
124-12 |
124-20 |
0-08 |
0.2% |
126-19 |
| High |
124-27 |
125-02 |
0-07 |
0.2% |
127-08 |
| Low |
123-18 |
124-03 |
0-17 |
0.4% |
123-18 |
| Close |
124-16 |
124-22 |
0-06 |
0.2% |
124-16 |
| Range |
1-09 |
0-31 |
-0-10 |
-24.4% |
3-22 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.3% |
0-00 |
| Volume |
940 |
832 |
-108 |
-11.5% |
2,445 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-17 |
127-02 |
125-07 |
|
| R3 |
126-18 |
126-03 |
124-31 |
|
| R2 |
125-19 |
125-19 |
124-28 |
|
| R1 |
125-04 |
125-04 |
124-25 |
125-12 |
| PP |
124-20 |
124-20 |
124-20 |
124-23 |
| S1 |
124-05 |
124-05 |
124-19 |
124-12 |
| S2 |
123-21 |
123-21 |
124-16 |
|
| S3 |
122-22 |
123-06 |
124-13 |
|
| S4 |
121-23 |
122-07 |
124-05 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-05 |
134-01 |
126-17 |
|
| R3 |
132-15 |
130-11 |
125-16 |
|
| R2 |
128-25 |
128-25 |
125-06 |
|
| R1 |
126-21 |
126-21 |
124-27 |
125-28 |
| PP |
125-03 |
125-03 |
125-03 |
124-23 |
| S1 |
122-31 |
122-31 |
124-05 |
122-06 |
| S2 |
121-13 |
121-13 |
123-26 |
|
| S3 |
117-23 |
119-09 |
123-16 |
|
| S4 |
114-01 |
115-19 |
122-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-16 |
123-18 |
2-30 |
2.4% |
1-07 |
1.0% |
38% |
False |
False |
624 |
| 10 |
128-00 |
123-18 |
4-14 |
3.6% |
1-04 |
0.9% |
25% |
False |
False |
340 |
| 20 |
128-00 |
123-07 |
4-25 |
3.8% |
1-06 |
0.9% |
31% |
False |
False |
193 |
| 40 |
128-27 |
123-07 |
5-20 |
4.5% |
0-29 |
0.7% |
26% |
False |
False |
99 |
| 60 |
132-20 |
123-07 |
9-13 |
7.5% |
0-22 |
0.5% |
16% |
False |
False |
66 |
| 80 |
133-31 |
123-07 |
10-24 |
8.6% |
0-16 |
0.4% |
14% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-06 |
|
2.618 |
127-19 |
|
1.618 |
126-20 |
|
1.000 |
126-01 |
|
0.618 |
125-21 |
|
HIGH |
125-02 |
|
0.618 |
124-22 |
|
0.500 |
124-18 |
|
0.382 |
124-15 |
|
LOW |
124-03 |
|
0.618 |
123-16 |
|
1.000 |
123-04 |
|
1.618 |
122-17 |
|
2.618 |
121-18 |
|
4.250 |
119-31 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-21 |
125-01 |
| PP |
124-20 |
124-29 |
| S1 |
124-18 |
124-26 |
|