ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
122-06 |
121-27 |
-0-11 |
-0.3% |
124-20 |
| High |
122-11 |
123-12 |
1-01 |
0.8% |
125-02 |
| Low |
121-10 |
121-20 |
0-10 |
0.3% |
120-05 |
| Close |
121-25 |
122-21 |
0-28 |
0.7% |
122-07 |
| Range |
1-01 |
1-24 |
0-23 |
69.7% |
4-29 |
| ATR |
1-11 |
1-12 |
0-01 |
2.1% |
0-00 |
| Volume |
2,577 |
10,574 |
7,997 |
310.3% |
18,393 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
126-31 |
123-20 |
|
| R3 |
126-02 |
125-07 |
123-04 |
|
| R2 |
124-10 |
124-10 |
122-31 |
|
| R1 |
123-15 |
123-15 |
122-26 |
123-28 |
| PP |
122-18 |
122-18 |
122-18 |
122-24 |
| S1 |
121-23 |
121-23 |
122-16 |
122-04 |
| S2 |
120-26 |
120-26 |
122-11 |
|
| S3 |
119-02 |
119-31 |
122-06 |
|
| S4 |
117-10 |
118-07 |
121-22 |
|
|
| 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 |
123-19 |
120-05 |
3-14 |
2.8% |
1-24 |
1.4% |
73% |
False |
False |
5,951 |
| 10 |
126-16 |
120-05 |
6-11 |
5.2% |
1-19 |
1.3% |
39% |
False |
False |
3,306 |
| 20 |
128-00 |
120-05 |
7-27 |
6.4% |
1-10 |
1.1% |
32% |
False |
False |
1,719 |
| 40 |
128-27 |
120-05 |
8-22 |
7.1% |
1-05 |
0.9% |
29% |
False |
False |
866 |
| 60 |
131-03 |
120-05 |
10-30 |
8.9% |
0-27 |
0.7% |
23% |
False |
False |
578 |
| 80 |
132-28 |
120-05 |
12-23 |
10.4% |
0-21 |
0.5% |
20% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
127-31 |
|
1.618 |
126-07 |
|
1.000 |
125-04 |
|
0.618 |
124-15 |
|
HIGH |
123-12 |
|
0.618 |
122-23 |
|
0.500 |
122-16 |
|
0.382 |
122-09 |
|
LOW |
121-20 |
|
0.618 |
120-17 |
|
1.000 |
119-28 |
|
1.618 |
118-25 |
|
2.618 |
117-01 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-19 |
122-12 |
| PP |
122-18 |
122-02 |
| S1 |
122-16 |
121-24 |
|