ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-15 |
120-01 |
-0-14 |
-0.4% |
119-12 |
| High |
120-27 |
120-15 |
-0-12 |
-0.3% |
120-27 |
| Low |
119-28 |
119-12 |
-0-16 |
-0.4% |
117-24 |
| Close |
120-01 |
119-31 |
-0-02 |
-0.1% |
119-31 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
3-03 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.4% |
0-00 |
| Volume |
514,147 |
425,892 |
-88,255 |
-17.2% |
1,273,314 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-22 |
120-18 |
|
| R3 |
122-04 |
121-19 |
120-09 |
|
| R2 |
121-01 |
121-01 |
120-05 |
|
| R1 |
120-16 |
120-16 |
120-02 |
120-07 |
| PP |
119-30 |
119-30 |
119-30 |
119-26 |
| S1 |
119-13 |
119-13 |
119-28 |
119-04 |
| S2 |
118-27 |
118-27 |
119-25 |
|
| S3 |
117-24 |
118-10 |
119-21 |
|
| S4 |
116-21 |
117-07 |
119-12 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-15 |
121-21 |
|
| R3 |
125-23 |
124-12 |
120-26 |
|
| R2 |
122-20 |
122-20 |
120-17 |
|
| R1 |
121-09 |
121-09 |
120-08 |
121-30 |
| PP |
119-17 |
119-17 |
119-17 |
119-27 |
| S1 |
118-06 |
118-06 |
119-22 |
118-28 |
| S2 |
116-14 |
116-14 |
119-13 |
|
| S3 |
113-11 |
115-03 |
119-04 |
|
| S4 |
110-08 |
112-00 |
118-09 |
|
|
| 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% |
1-11 |
1.1% |
72% |
False |
False |
254,662 |
| 10 |
121-15 |
117-24 |
3-23 |
3.1% |
1-08 |
1.1% |
60% |
False |
False |
141,141 |
| 20 |
125-02 |
117-24 |
7-10 |
6.1% |
1-13 |
1.2% |
30% |
False |
False |
72,744 |
| 40 |
128-00 |
117-24 |
10-08 |
8.5% |
1-10 |
1.1% |
22% |
False |
False |
36,448 |
| 60 |
129-09 |
117-24 |
11-17 |
9.6% |
1-02 |
0.9% |
19% |
False |
False |
24,300 |
| 80 |
132-20 |
117-24 |
14-28 |
12.4% |
0-27 |
0.7% |
15% |
False |
False |
18,225 |
| 100 |
133-31 |
117-24 |
16-07 |
13.5% |
0-22 |
0.6% |
14% |
False |
False |
14,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-04 |
|
2.618 |
123-11 |
|
1.618 |
122-08 |
|
1.000 |
121-18 |
|
0.618 |
121-05 |
|
HIGH |
120-15 |
|
0.618 |
120-02 |
|
0.500 |
119-30 |
|
0.382 |
119-25 |
|
LOW |
119-12 |
|
0.618 |
118-22 |
|
1.000 |
118-09 |
|
1.618 |
117-19 |
|
2.618 |
116-16 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
119-28 |
| PP |
119-30 |
119-25 |
| S1 |
119-30 |
119-22 |
|