ECBOT 30 Year Treasury Bond Future December 2023
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
121-11 |
121-14 |
0-03 |
0.1% |
120-03 |
High |
121-31 |
121-29 |
-0-02 |
-0.1% |
121-31 |
Low |
121-06 |
119-29 |
-1-09 |
-1.1% |
119-24 |
Close |
121-22 |
120-11 |
-1-11 |
-1.1% |
120-11 |
Range |
0-25 |
2-00 |
1-07 |
156.0% |
2-07 |
ATR |
1-09 |
1-10 |
0-02 |
4.1% |
0-00 |
Volume |
443,231 |
444,530 |
1,299 |
0.3% |
2,170,518 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-23 |
125-17 |
121-14 |
|
R3 |
124-23 |
123-17 |
120-29 |
|
R2 |
122-23 |
122-23 |
120-23 |
|
R1 |
121-17 |
121-17 |
120-17 |
121-04 |
PP |
120-23 |
120-23 |
120-23 |
120-16 |
S1 |
119-17 |
119-17 |
120-05 |
119-04 |
S2 |
118-23 |
118-23 |
119-31 |
|
S3 |
116-23 |
117-17 |
119-25 |
|
S4 |
114-23 |
115-17 |
119-08 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-11 |
126-02 |
121-18 |
|
R3 |
125-04 |
123-27 |
120-31 |
|
R2 |
122-29 |
122-29 |
120-24 |
|
R1 |
121-20 |
121-20 |
120-18 |
122-08 |
PP |
120-22 |
120-22 |
120-22 |
121-00 |
S1 |
119-13 |
119-13 |
120-04 |
120-02 |
S2 |
118-15 |
118-15 |
119-30 |
|
S3 |
116-08 |
117-06 |
119-23 |
|
S4 |
114-01 |
114-31 |
119-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-31 |
119-24 |
2-07 |
1.8% |
1-09 |
1.1% |
27% |
False |
False |
434,103 |
10 |
121-31 |
117-24 |
4-07 |
3.5% |
1-10 |
1.1% |
61% |
False |
False |
344,383 |
20 |
123-23 |
117-24 |
5-31 |
5.0% |
1-09 |
1.1% |
43% |
False |
False |
180,350 |
40 |
128-00 |
117-24 |
10-08 |
8.5% |
1-09 |
1.1% |
25% |
False |
False |
90,707 |
60 |
128-27 |
117-24 |
11-03 |
9.2% |
1-05 |
1.0% |
23% |
False |
False |
60,475 |
80 |
132-08 |
117-24 |
14-16 |
12.0% |
0-29 |
0.8% |
18% |
False |
False |
45,356 |
100 |
132-28 |
117-24 |
15-04 |
12.6% |
0-24 |
0.6% |
17% |
False |
False |
36,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-13 |
2.618 |
127-05 |
1.618 |
125-05 |
1.000 |
123-29 |
0.618 |
123-05 |
HIGH |
121-29 |
0.618 |
121-05 |
0.500 |
120-29 |
0.382 |
120-21 |
LOW |
119-29 |
0.618 |
118-21 |
1.000 |
117-29 |
1.618 |
116-21 |
2.618 |
114-21 |
4.250 |
111-13 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
120-29 |
120-30 |
PP |
120-23 |
120-24 |
S1 |
120-17 |
120-17 |
|