ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-25 |
120-10 |
-0-15 |
-0.4% |
122-06 |
| High |
120-29 |
120-25 |
-0-04 |
-0.1% |
123-23 |
| Low |
119-21 |
119-09 |
-0-12 |
-0.3% |
120-28 |
| Close |
120-10 |
119-18 |
-0-24 |
-0.6% |
120-31 |
| Range |
1-08 |
1-16 |
0-08 |
20.0% |
2-27 |
| ATR |
1-11 |
1-12 |
0-00 |
0.8% |
0-00 |
| Volume |
8,711 |
30,601 |
21,890 |
251.3% |
25,086 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-15 |
120-12 |
|
| R3 |
122-28 |
121-31 |
119-31 |
|
| R2 |
121-12 |
121-12 |
119-27 |
|
| R1 |
120-15 |
120-15 |
119-22 |
120-06 |
| PP |
119-28 |
119-28 |
119-28 |
119-23 |
| S1 |
118-31 |
118-31 |
119-14 |
118-22 |
| S2 |
118-12 |
118-12 |
119-09 |
|
| S3 |
116-28 |
117-15 |
119-05 |
|
| S4 |
115-12 |
115-31 |
118-24 |
|
|
| 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 |
119-09 |
4-14 |
3.7% |
1-12 |
1.2% |
6% |
False |
True |
10,876 |
| 10 |
123-23 |
119-09 |
4-14 |
3.7% |
1-15 |
1.2% |
6% |
False |
True |
8,140 |
| 20 |
127-23 |
119-09 |
8-14 |
7.1% |
1-12 |
1.2% |
3% |
False |
True |
4,632 |
| 40 |
128-27 |
119-09 |
9-18 |
8.0% |
1-08 |
1.0% |
3% |
False |
True |
2,331 |
| 60 |
129-09 |
119-09 |
10-00 |
8.4% |
0-30 |
0.8% |
3% |
False |
True |
1,554 |
| 80 |
132-28 |
119-09 |
13-19 |
11.4% |
0-24 |
0.6% |
2% |
False |
True |
1,166 |
| 100 |
133-31 |
119-09 |
14-22 |
12.3% |
0-19 |
0.5% |
2% |
False |
True |
932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-05 |
|
2.618 |
124-23 |
|
1.618 |
123-07 |
|
1.000 |
122-09 |
|
0.618 |
121-23 |
|
HIGH |
120-25 |
|
0.618 |
120-07 |
|
0.500 |
120-01 |
|
0.382 |
119-27 |
|
LOW |
119-09 |
|
0.618 |
118-11 |
|
1.000 |
117-25 |
|
1.618 |
116-27 |
|
2.618 |
115-11 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-01 |
120-12 |
| PP |
119-28 |
120-03 |
| S1 |
119-23 |
119-27 |
|