ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
121-14 |
120-08 |
-1-06 |
-1.0% |
120-03 |
| High |
121-29 |
120-08 |
-1-21 |
-1.4% |
121-31 |
| Low |
119-29 |
118-30 |
-0-31 |
-0.8% |
119-24 |
| Close |
120-11 |
119-03 |
-1-08 |
-1.0% |
120-11 |
| Range |
2-00 |
1-10 |
-0-22 |
-34.4% |
2-07 |
| ATR |
1-10 |
1-11 |
0-00 |
0.4% |
0-00 |
| Volume |
444,530 |
365,485 |
-79,045 |
-17.8% |
2,170,518 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-17 |
119-26 |
|
| R3 |
122-02 |
121-07 |
119-15 |
|
| R2 |
120-24 |
120-24 |
119-11 |
|
| R1 |
119-29 |
119-29 |
119-07 |
119-22 |
| PP |
119-14 |
119-14 |
119-14 |
119-10 |
| S1 |
118-19 |
118-19 |
118-31 |
118-12 |
| S2 |
118-04 |
118-04 |
118-27 |
|
| S3 |
116-26 |
117-09 |
118-23 |
|
| S4 |
115-16 |
115-31 |
118-12 |
|
|
| 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 |
118-30 |
3-01 |
2.5% |
1-12 |
1.2% |
5% |
False |
True |
407,782 |
| 10 |
121-31 |
117-24 |
4-07 |
3.5% |
1-09 |
1.1% |
32% |
False |
False |
371,823 |
| 20 |
123-23 |
117-24 |
5-31 |
5.0% |
1-10 |
1.1% |
23% |
False |
False |
198,496 |
| 40 |
128-00 |
117-24 |
10-08 |
8.6% |
1-09 |
1.1% |
13% |
False |
False |
99,843 |
| 60 |
128-27 |
117-24 |
11-03 |
9.3% |
1-05 |
1.0% |
12% |
False |
False |
66,567 |
| 80 |
132-08 |
117-24 |
14-16 |
12.2% |
0-30 |
0.8% |
9% |
False |
False |
49,925 |
| 100 |
132-28 |
117-24 |
15-04 |
12.7% |
0-24 |
0.6% |
9% |
False |
False |
39,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-26 |
|
2.618 |
123-22 |
|
1.618 |
122-12 |
|
1.000 |
121-18 |
|
0.618 |
121-02 |
|
HIGH |
120-08 |
|
0.618 |
119-24 |
|
0.500 |
119-19 |
|
0.382 |
119-14 |
|
LOW |
118-30 |
|
0.618 |
118-04 |
|
1.000 |
117-20 |
|
1.618 |
116-26 |
|
2.618 |
115-16 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-19 |
120-14 |
| PP |
119-14 |
120-00 |
| S1 |
119-08 |
119-18 |
|