ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
121-21 |
120-25 |
-0-28 |
-0.7% |
122-06 |
| High |
121-26 |
121-15 |
-0-11 |
-0.3% |
123-23 |
| Low |
120-28 |
120-14 |
-0-14 |
-0.4% |
120-28 |
| Close |
120-31 |
120-29 |
-0-02 |
-0.1% |
120-31 |
| Range |
0-30 |
1-01 |
0-03 |
10.0% |
2-27 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.8% |
0-00 |
| Volume |
3,516 |
7,369 |
3,853 |
109.6% |
25,086 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-16 |
121-15 |
|
| R3 |
123-00 |
122-15 |
121-06 |
|
| R2 |
121-31 |
121-31 |
121-03 |
|
| R1 |
121-14 |
121-14 |
121-00 |
121-22 |
| PP |
120-30 |
120-30 |
120-30 |
121-02 |
| S1 |
120-13 |
120-13 |
120-26 |
120-22 |
| S2 |
119-29 |
119-29 |
120-23 |
|
| S3 |
118-28 |
119-12 |
120-20 |
|
| S4 |
117-27 |
118-11 |
120-11 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
128-17 |
122-17 |
|
| R3 |
127-17 |
125-22 |
121-24 |
|
| R2 |
124-22 |
124-22 |
121-16 |
|
| R1 |
122-27 |
122-27 |
121-07 |
122-11 |
| PP |
121-27 |
121-27 |
121-27 |
121-20 |
| S1 |
120-00 |
120-00 |
120-23 |
119-16 |
| S2 |
119-00 |
119-00 |
120-14 |
|
| S3 |
116-05 |
117-05 |
120-06 |
|
| S4 |
113-10 |
114-10 |
119-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-23 |
120-14 |
3-09 |
2.7% |
1-11 |
1.1% |
14% |
False |
True |
5,975 |
| 10 |
124-27 |
120-05 |
4-22 |
3.9% |
1-18 |
1.3% |
16% |
False |
False |
5,001 |
| 20 |
128-00 |
120-05 |
7-27 |
6.5% |
1-11 |
1.1% |
10% |
False |
False |
2,670 |
| 40 |
128-27 |
120-05 |
8-22 |
7.2% |
1-06 |
1.0% |
9% |
False |
False |
1,349 |
| 60 |
129-12 |
120-05 |
9-07 |
7.6% |
0-29 |
0.7% |
8% |
False |
False |
899 |
| 80 |
132-28 |
120-05 |
12-23 |
10.5% |
0-23 |
0.6% |
6% |
False |
False |
674 |
| 100 |
133-31 |
120-05 |
13-26 |
11.4% |
0-18 |
0.5% |
5% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
124-05 |
|
1.618 |
123-04 |
|
1.000 |
122-16 |
|
0.618 |
122-03 |
|
HIGH |
121-15 |
|
0.618 |
121-02 |
|
0.500 |
120-30 |
|
0.382 |
120-27 |
|
LOW |
120-14 |
|
0.618 |
119-26 |
|
1.000 |
119-13 |
|
1.618 |
118-25 |
|
2.618 |
117-24 |
|
4.250 |
116-02 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-30 |
122-02 |
| PP |
120-30 |
121-22 |
| S1 |
120-30 |
121-10 |
|