ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
122-20 |
123-03 |
0-15 |
0.4% |
124-20 |
| High |
123-08 |
123-23 |
0-15 |
0.4% |
125-02 |
| Low |
122-13 |
121-16 |
-0-29 |
-0.7% |
120-05 |
| Close |
122-31 |
121-29 |
-1-02 |
-0.9% |
122-07 |
| Range |
0-27 |
2-07 |
1-12 |
163.0% |
4-29 |
| ATR |
1-11 |
1-13 |
0-02 |
4.6% |
0-00 |
| Volume |
4,235 |
4,184 |
-51 |
-1.2% |
18,393 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
127-22 |
123-04 |
|
| R3 |
126-26 |
125-15 |
122-17 |
|
| R2 |
124-19 |
124-19 |
122-10 |
|
| R1 |
123-08 |
123-08 |
122-04 |
122-26 |
| PP |
122-12 |
122-12 |
122-12 |
122-05 |
| S1 |
121-01 |
121-01 |
121-22 |
120-19 |
| S2 |
120-05 |
120-05 |
121-16 |
|
| S3 |
117-30 |
118-26 |
121-09 |
|
| S4 |
115-23 |
116-19 |
120-22 |
|
|
| 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 |
123-23 |
120-05 |
3-18 |
2.9% |
1-20 |
1.3% |
49% |
True |
False |
5,645 |
| 10 |
125-02 |
120-05 |
4-29 |
4.0% |
1-19 |
1.3% |
36% |
False |
False |
4,090 |
| 20 |
128-00 |
120-05 |
7-27 |
6.4% |
1-11 |
1.1% |
22% |
False |
False |
2,134 |
| 40 |
128-27 |
120-05 |
8-22 |
7.1% |
1-05 |
0.9% |
20% |
False |
False |
1,077 |
| 60 |
129-23 |
120-05 |
9-18 |
7.8% |
0-28 |
0.7% |
18% |
False |
False |
718 |
| 80 |
132-28 |
120-05 |
12-23 |
10.4% |
0-22 |
0.6% |
14% |
False |
False |
538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-05 |
|
2.618 |
129-17 |
|
1.618 |
127-10 |
|
1.000 |
125-30 |
|
0.618 |
125-03 |
|
HIGH |
123-23 |
|
0.618 |
122-28 |
|
0.500 |
122-20 |
|
0.382 |
122-11 |
|
LOW |
121-16 |
|
0.618 |
120-04 |
|
1.000 |
119-09 |
|
1.618 |
117-29 |
|
2.618 |
115-22 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
122-20 |
| PP |
122-12 |
122-12 |
| S1 |
122-04 |
122-04 |
|