ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
122-09 |
120-19 |
-1-22 |
-1.4% |
124-20 |
| High |
122-09 |
122-15 |
0-06 |
0.2% |
125-02 |
| Low |
120-11 |
120-05 |
-0-06 |
-0.2% |
120-05 |
| Close |
120-18 |
122-07 |
1-21 |
1.4% |
122-07 |
| Range |
1-30 |
2-10 |
0-12 |
19.4% |
4-29 |
| ATR |
1-10 |
1-12 |
0-02 |
5.5% |
0-00 |
| Volume |
2,984 |
6,658 |
3,674 |
123.1% |
18,393 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-18 |
127-22 |
123-16 |
|
| R3 |
126-08 |
125-12 |
122-27 |
|
| R2 |
123-30 |
123-30 |
122-21 |
|
| R1 |
123-02 |
123-02 |
122-14 |
123-16 |
| PP |
121-20 |
121-20 |
121-20 |
121-26 |
| S1 |
120-24 |
120-24 |
122-00 |
121-06 |
| S2 |
119-10 |
119-10 |
121-25 |
|
| S3 |
117-00 |
118-14 |
121-19 |
|
| S4 |
114-22 |
116-04 |
120-30 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-06 |
134-20 |
124-29 |
|
| R3 |
132-09 |
129-23 |
123-18 |
|
| R2 |
127-12 |
127-12 |
123-04 |
|
| R1 |
124-26 |
124-26 |
122-21 |
123-20 |
| PP |
122-15 |
122-15 |
122-15 |
121-29 |
| S1 |
119-29 |
119-29 |
121-25 |
118-24 |
| S2 |
117-18 |
117-18 |
121-10 |
|
| S3 |
112-21 |
115-00 |
120-28 |
|
| S4 |
107-24 |
110-03 |
119-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-02 |
120-05 |
4-29 |
4.0% |
1-24 |
1.4% |
42% |
False |
True |
3,678 |
| 10 |
127-08 |
120-05 |
7-03 |
5.8% |
1-16 |
1.2% |
29% |
False |
True |
2,083 |
| 20 |
128-00 |
120-05 |
7-27 |
6.4% |
1-09 |
1.0% |
26% |
False |
True |
1,063 |
| 40 |
128-27 |
120-05 |
8-22 |
7.1% |
1-02 |
0.9% |
24% |
False |
True |
538 |
| 60 |
132-08 |
120-05 |
12-03 |
9.9% |
0-25 |
0.6% |
17% |
False |
True |
358 |
| 80 |
132-28 |
120-05 |
12-23 |
10.4% |
0-19 |
0.5% |
16% |
False |
True |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-10 |
|
2.618 |
128-17 |
|
1.618 |
126-07 |
|
1.000 |
124-25 |
|
0.618 |
123-29 |
|
HIGH |
122-15 |
|
0.618 |
121-19 |
|
0.500 |
121-10 |
|
0.382 |
121-01 |
|
LOW |
120-05 |
|
0.618 |
118-23 |
|
1.000 |
117-27 |
|
1.618 |
116-13 |
|
2.618 |
114-03 |
|
4.250 |
110-10 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-29 |
122-03 |
| PP |
121-20 |
122-00 |
| S1 |
121-10 |
121-28 |
|