ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
124-20 |
124-24 |
0-04 |
0.1% |
126-19 |
| High |
125-02 |
124-27 |
-0-07 |
-0.2% |
127-08 |
| Low |
124-03 |
123-02 |
-1-01 |
-0.8% |
123-18 |
| Close |
124-22 |
123-07 |
-1-15 |
-1.2% |
124-16 |
| Range |
0-31 |
1-25 |
0-26 |
83.9% |
3-22 |
| ATR |
1-05 |
1-07 |
0-01 |
3.8% |
0-00 |
| Volume |
832 |
954 |
122 |
14.7% |
2,445 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
127-29 |
124-06 |
|
| R3 |
127-09 |
126-04 |
123-23 |
|
| R2 |
125-16 |
125-16 |
123-17 |
|
| R1 |
124-11 |
124-11 |
123-12 |
124-01 |
| PP |
123-23 |
123-23 |
123-23 |
123-18 |
| S1 |
122-18 |
122-18 |
123-02 |
122-08 |
| S2 |
121-30 |
121-30 |
122-29 |
|
| S3 |
120-05 |
120-25 |
122-23 |
|
| S4 |
118-12 |
119-00 |
122-08 |
|
|
| 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 |
123-02 |
3-14 |
2.8% |
1-14 |
1.2% |
5% |
False |
True |
661 |
| 10 |
128-00 |
123-02 |
4-30 |
4.0% |
1-07 |
1.0% |
3% |
False |
True |
433 |
| 20 |
128-00 |
123-02 |
4-30 |
4.0% |
1-07 |
1.0% |
3% |
False |
True |
240 |
| 40 |
128-27 |
123-02 |
5-25 |
4.7% |
0-30 |
0.8% |
3% |
False |
True |
122 |
| 60 |
132-08 |
123-02 |
9-06 |
7.5% |
0-23 |
0.6% |
2% |
False |
True |
82 |
| 80 |
132-31 |
123-02 |
9-29 |
8.0% |
0-17 |
0.4% |
2% |
False |
True |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-13 |
|
2.618 |
129-16 |
|
1.618 |
127-23 |
|
1.000 |
126-20 |
|
0.618 |
125-30 |
|
HIGH |
124-27 |
|
0.618 |
124-05 |
|
0.500 |
123-30 |
|
0.382 |
123-24 |
|
LOW |
123-02 |
|
0.618 |
121-31 |
|
1.000 |
121-09 |
|
1.618 |
120-06 |
|
2.618 |
118-13 |
|
4.250 |
115-16 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
124-02 |
| PP |
123-23 |
123-25 |
| S1 |
123-15 |
123-16 |
|