ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
123-15 |
-1-09 |
-1.0% |
126-19 |
| High |
124-27 |
123-19 |
-1-08 |
-1.0% |
127-08 |
| Low |
123-02 |
121-28 |
-1-06 |
-1.0% |
123-18 |
| Close |
123-07 |
122-17 |
-0-22 |
-0.6% |
124-16 |
| Range |
1-25 |
1-23 |
-0-02 |
-3.5% |
3-22 |
| ATR |
1-07 |
1-08 |
0-01 |
3.0% |
0-00 |
| Volume |
954 |
6,965 |
6,011 |
630.1% |
2,445 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
126-29 |
123-15 |
|
| R3 |
126-03 |
125-06 |
123-00 |
|
| R2 |
124-12 |
124-12 |
122-27 |
|
| R1 |
123-15 |
123-15 |
122-22 |
123-02 |
| PP |
122-21 |
122-21 |
122-21 |
122-15 |
| S1 |
121-24 |
121-24 |
122-12 |
121-11 |
| S2 |
120-30 |
120-30 |
122-07 |
|
| S3 |
119-07 |
120-01 |
122-02 |
|
| S4 |
117-16 |
118-10 |
121-19 |
|
|
| 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 |
121-28 |
4-20 |
3.8% |
1-21 |
1.4% |
14% |
False |
True |
2,051 |
| 10 |
127-23 |
121-28 |
5-27 |
4.8% |
1-09 |
1.0% |
11% |
False |
True |
1,124 |
| 20 |
128-00 |
121-28 |
6-04 |
5.0% |
1-07 |
1.0% |
11% |
False |
True |
588 |
| 40 |
128-27 |
121-28 |
6-31 |
5.7% |
0-31 |
0.8% |
9% |
False |
True |
297 |
| 60 |
132-08 |
121-28 |
10-12 |
8.5% |
0-24 |
0.6% |
6% |
False |
True |
198 |
| 80 |
132-28 |
121-28 |
11-00 |
9.0% |
0-18 |
0.5% |
6% |
False |
True |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-29 |
|
2.618 |
128-03 |
|
1.618 |
126-12 |
|
1.000 |
125-10 |
|
0.618 |
124-21 |
|
HIGH |
123-19 |
|
0.618 |
122-30 |
|
0.500 |
122-24 |
|
0.382 |
122-17 |
|
LOW |
121-28 |
|
0.618 |
120-26 |
|
1.000 |
120-05 |
|
1.618 |
119-03 |
|
2.618 |
117-12 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-24 |
123-15 |
| PP |
122-21 |
123-05 |
| S1 |
122-19 |
122-27 |
|