ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
118-17 |
120-15 |
1-30 |
1.6% |
120-25 |
| High |
120-20 |
120-27 |
0-07 |
0.2% |
121-15 |
| Low |
118-17 |
119-28 |
1-11 |
1.1% |
118-20 |
| Close |
120-12 |
120-01 |
-0-11 |
-0.3% |
119-13 |
| Range |
2-03 |
0-31 |
-1-04 |
-53.7% |
2-27 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.1% |
0-00 |
| Volume |
159,206 |
514,147 |
354,941 |
222.9% |
138,100 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-05 |
122-18 |
120-18 |
|
| R3 |
122-06 |
121-19 |
120-10 |
|
| R2 |
121-07 |
121-07 |
120-07 |
|
| R1 |
120-20 |
120-20 |
120-04 |
120-14 |
| PP |
120-08 |
120-08 |
120-08 |
120-05 |
| S1 |
119-21 |
119-21 |
119-30 |
119-15 |
| S2 |
119-09 |
119-09 |
119-27 |
|
| S3 |
118-10 |
118-22 |
119-24 |
|
| S4 |
117-11 |
117-23 |
119-16 |
|
|
| 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 |
120-27 |
117-24 |
3-03 |
2.6% |
1-10 |
1.1% |
74% |
True |
False |
178,385 |
| 10 |
121-26 |
117-24 |
4-02 |
3.4% |
1-08 |
1.0% |
56% |
False |
False |
98,903 |
| 20 |
125-02 |
117-24 |
7-10 |
6.1% |
1-13 |
1.2% |
31% |
False |
False |
51,497 |
| 40 |
128-08 |
117-24 |
10-16 |
8.7% |
1-10 |
1.1% |
22% |
False |
False |
25,802 |
| 60 |
129-09 |
117-24 |
11-17 |
9.6% |
1-01 |
0.9% |
20% |
False |
False |
17,202 |
| 80 |
132-20 |
117-24 |
14-28 |
12.4% |
0-27 |
0.7% |
15% |
False |
False |
12,901 |
| 100 |
133-31 |
117-24 |
16-07 |
13.5% |
0-21 |
0.6% |
14% |
False |
False |
10,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-31 |
|
2.618 |
123-12 |
|
1.618 |
122-13 |
|
1.000 |
121-26 |
|
0.618 |
121-14 |
|
HIGH |
120-27 |
|
0.618 |
120-15 |
|
0.500 |
120-12 |
|
0.382 |
120-08 |
|
LOW |
119-28 |
|
0.618 |
119-09 |
|
1.000 |
118-29 |
|
1.618 |
118-10 |
|
2.618 |
117-11 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-12 |
119-25 |
| PP |
120-08 |
119-17 |
| S1 |
120-04 |
119-10 |
|