ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-25 |
120-25 |
0-00 |
0.0% |
122-06 |
| High |
121-15 |
120-29 |
-0-18 |
-0.5% |
123-23 |
| Low |
120-14 |
119-21 |
-0-25 |
-0.6% |
120-28 |
| Close |
120-29 |
120-10 |
-0-19 |
-0.5% |
120-31 |
| Range |
1-01 |
1-08 |
0-07 |
21.2% |
2-27 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.6% |
0-00 |
| Volume |
7,369 |
8,711 |
1,342 |
18.2% |
25,086 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-14 |
121-00 |
|
| R3 |
122-25 |
122-06 |
120-21 |
|
| R2 |
121-17 |
121-17 |
120-17 |
|
| R1 |
120-30 |
120-30 |
120-14 |
120-20 |
| PP |
120-09 |
120-09 |
120-09 |
120-04 |
| S1 |
119-22 |
119-22 |
120-06 |
119-12 |
| S2 |
119-01 |
119-01 |
120-03 |
|
| S3 |
117-25 |
118-14 |
119-31 |
|
| S4 |
116-17 |
117-06 |
119-20 |
|
|
| 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 |
119-21 |
4-02 |
3.4% |
1-08 |
1.0% |
16% |
False |
True |
5,603 |
| 10 |
123-23 |
119-21 |
4-02 |
3.4% |
1-16 |
1.2% |
16% |
False |
True |
5,777 |
| 20 |
128-00 |
119-21 |
8-11 |
6.9% |
1-11 |
1.1% |
8% |
False |
True |
3,105 |
| 40 |
128-27 |
119-21 |
9-06 |
7.6% |
1-07 |
1.0% |
7% |
False |
True |
1,567 |
| 60 |
129-09 |
119-21 |
9-20 |
8.0% |
0-29 |
0.8% |
7% |
False |
True |
1,044 |
| 80 |
132-28 |
119-21 |
13-07 |
11.0% |
0-23 |
0.6% |
5% |
False |
True |
783 |
| 100 |
133-31 |
119-21 |
14-10 |
11.9% |
0-18 |
0.5% |
5% |
False |
True |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-07 |
|
2.618 |
124-06 |
|
1.618 |
122-30 |
|
1.000 |
122-05 |
|
0.618 |
121-22 |
|
HIGH |
120-29 |
|
0.618 |
120-14 |
|
0.500 |
120-09 |
|
0.382 |
120-04 |
|
LOW |
119-21 |
|
0.618 |
118-28 |
|
1.000 |
118-13 |
|
1.618 |
117-20 |
|
2.618 |
116-12 |
|
4.250 |
114-11 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-10 |
120-24 |
| PP |
120-09 |
120-19 |
| S1 |
120-09 |
120-14 |
|