ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
121-27 |
122-20 |
0-25 |
0.6% |
124-20 |
| High |
123-12 |
123-08 |
-0-04 |
-0.1% |
125-02 |
| Low |
121-20 |
122-13 |
0-25 |
0.6% |
120-05 |
| Close |
122-21 |
122-31 |
0-10 |
0.3% |
122-07 |
| Range |
1-24 |
0-27 |
-0-29 |
-51.8% |
4-29 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.8% |
0-00 |
| Volume |
10,574 |
4,235 |
-6,339 |
-59.9% |
18,393 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-13 |
125-01 |
123-14 |
|
| R3 |
124-18 |
124-06 |
123-06 |
|
| R2 |
123-23 |
123-23 |
123-04 |
|
| R1 |
123-11 |
123-11 |
123-01 |
123-17 |
| PP |
122-28 |
122-28 |
122-28 |
122-31 |
| S1 |
122-16 |
122-16 |
122-29 |
122-22 |
| S2 |
122-01 |
122-01 |
122-26 |
|
| S3 |
121-06 |
121-21 |
122-24 |
|
| S4 |
120-11 |
120-26 |
122-16 |
|
|
| 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 |
123-12 |
120-05 |
3-07 |
2.6% |
1-18 |
1.3% |
87% |
False |
False |
5,405 |
| 10 |
126-16 |
120-05 |
6-11 |
5.2% |
1-20 |
1.3% |
44% |
False |
False |
3,728 |
| 20 |
128-00 |
120-05 |
7-27 |
6.4% |
1-09 |
1.0% |
36% |
False |
False |
1,930 |
| 40 |
128-27 |
120-05 |
8-22 |
7.1% |
1-04 |
0.9% |
32% |
False |
False |
972 |
| 60 |
130-05 |
120-05 |
10-00 |
8.1% |
0-27 |
0.7% |
28% |
False |
False |
648 |
| 80 |
132-28 |
120-05 |
12-23 |
10.3% |
0-21 |
0.5% |
22% |
False |
False |
486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-27 |
|
2.618 |
125-15 |
|
1.618 |
124-20 |
|
1.000 |
124-03 |
|
0.618 |
123-25 |
|
HIGH |
123-08 |
|
0.618 |
122-30 |
|
0.500 |
122-26 |
|
0.382 |
122-23 |
|
LOW |
122-13 |
|
0.618 |
121-28 |
|
1.000 |
121-18 |
|
1.618 |
121-01 |
|
2.618 |
120-06 |
|
4.250 |
118-26 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
122-24 |
| PP |
122-28 |
122-18 |
| S1 |
122-26 |
122-11 |
|