ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
118-17 |
0-15 |
0.4% |
120-25 |
| High |
118-21 |
120-20 |
1-31 |
1.7% |
121-15 |
| Low |
117-24 |
118-17 |
0-25 |
0.7% |
118-20 |
| Close |
118-16 |
120-12 |
1-28 |
1.6% |
119-13 |
| Range |
0-29 |
2-03 |
1-06 |
131.0% |
2-27 |
| ATR |
1-10 |
1-12 |
0-02 |
4.3% |
0-00 |
| Volume |
82,989 |
159,206 |
76,217 |
91.8% |
138,100 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-04 |
125-11 |
121-17 |
|
| R3 |
124-01 |
123-08 |
120-30 |
|
| R2 |
121-30 |
121-30 |
120-24 |
|
| R1 |
121-05 |
121-05 |
120-18 |
121-18 |
| PP |
119-27 |
119-27 |
119-27 |
120-01 |
| S1 |
119-02 |
119-02 |
120-06 |
119-14 |
| S2 |
117-24 |
117-24 |
120-00 |
|
| S3 |
115-21 |
116-31 |
119-26 |
|
| S4 |
113-18 |
114-28 |
119-07 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-12 |
126-23 |
120-31 |
|
| R3 |
125-17 |
123-28 |
120-06 |
|
| R2 |
122-22 |
122-22 |
119-30 |
|
| R1 |
121-01 |
121-01 |
119-21 |
120-14 |
| PP |
119-27 |
119-27 |
119-27 |
119-17 |
| S1 |
118-06 |
118-06 |
119-05 |
117-19 |
| S2 |
117-00 |
117-00 |
118-28 |
|
| S3 |
114-05 |
115-11 |
118-20 |
|
| S4 |
111-10 |
112-16 |
117-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
117-24 |
2-28 |
2.4% |
1-12 |
1.1% |
91% |
True |
False |
84,938 |
| 10 |
123-23 |
117-24 |
5-31 |
5.0% |
1-12 |
1.1% |
44% |
False |
False |
47,907 |
| 20 |
126-16 |
117-24 |
8-24 |
7.3% |
1-16 |
1.2% |
30% |
False |
False |
25,818 |
| 40 |
128-17 |
117-24 |
10-25 |
9.0% |
1-10 |
1.1% |
24% |
False |
False |
12,948 |
| 60 |
129-09 |
117-24 |
11-17 |
9.6% |
1-01 |
0.9% |
23% |
False |
False |
8,633 |
| 80 |
132-20 |
117-24 |
14-28 |
12.4% |
0-26 |
0.7% |
18% |
False |
False |
6,474 |
| 100 |
133-31 |
117-24 |
16-07 |
13.5% |
0-21 |
0.5% |
16% |
False |
False |
5,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-17 |
|
2.618 |
126-03 |
|
1.618 |
124-00 |
|
1.000 |
122-23 |
|
0.618 |
121-29 |
|
HIGH |
120-20 |
|
0.618 |
119-26 |
|
0.500 |
119-18 |
|
0.382 |
119-11 |
|
LOW |
118-17 |
|
0.618 |
117-08 |
|
1.000 |
116-14 |
|
1.618 |
115-05 |
|
2.618 |
113-02 |
|
4.250 |
109-20 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-04 |
119-31 |
| PP |
119-27 |
119-19 |
| S1 |
119-18 |
119-06 |
|