ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-09 |
0-06 |
0.2% |
119-12 |
| High |
120-21 |
121-17 |
0-28 |
0.7% |
120-27 |
| Low |
119-26 |
119-24 |
-0-02 |
-0.1% |
117-24 |
| Close |
120-04 |
121-07 |
1-03 |
0.9% |
119-31 |
| Range |
0-27 |
1-25 |
0-30 |
111.1% |
3-03 |
| ATR |
1-10 |
1-11 |
0-01 |
2.7% |
0-00 |
| Volume |
497,092 |
450,550 |
-46,542 |
-9.4% |
1,273,314 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-06 |
125-15 |
122-06 |
|
| R3 |
124-13 |
123-22 |
121-23 |
|
| R2 |
122-20 |
122-20 |
121-17 |
|
| R1 |
121-29 |
121-29 |
121-12 |
122-08 |
| PP |
120-27 |
120-27 |
120-27 |
121-00 |
| S1 |
120-04 |
120-04 |
121-02 |
120-16 |
| S2 |
119-02 |
119-02 |
120-29 |
|
| S3 |
117-09 |
118-11 |
120-23 |
|
| S4 |
115-16 |
116-18 |
120-08 |
|
|
| 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 |
121-17 |
118-17 |
3-00 |
2.5% |
1-11 |
1.1% |
90% |
True |
False |
409,377 |
| 10 |
121-17 |
117-24 |
3-25 |
3.1% |
1-10 |
1.1% |
92% |
True |
False |
234,297 |
| 20 |
123-23 |
117-24 |
5-31 |
4.9% |
1-13 |
1.2% |
58% |
False |
False |
120,037 |
| 40 |
128-00 |
117-24 |
10-08 |
8.5% |
1-10 |
1.1% |
34% |
False |
False |
60,139 |
| 60 |
128-27 |
117-24 |
11-03 |
9.2% |
1-03 |
0.9% |
31% |
False |
False |
40,094 |
| 80 |
132-08 |
117-24 |
14-16 |
12.0% |
0-28 |
0.7% |
24% |
False |
False |
30,070 |
| 100 |
132-31 |
117-24 |
15-07 |
12.6% |
0-23 |
0.6% |
23% |
False |
False |
24,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-03 |
|
2.618 |
126-06 |
|
1.618 |
124-13 |
|
1.000 |
123-10 |
|
0.618 |
122-20 |
|
HIGH |
121-17 |
|
0.618 |
120-27 |
|
0.500 |
120-20 |
|
0.382 |
120-14 |
|
LOW |
119-24 |
|
0.618 |
118-21 |
|
1.000 |
117-31 |
|
1.618 |
116-28 |
|
2.618 |
115-03 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-01 |
120-31 |
| PP |
120-27 |
120-23 |
| S1 |
120-20 |
120-14 |
|