ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
133-03 |
132-18 |
-0-17 |
-0.4% |
131-05 |
| High |
133-19 |
133-00 |
-0-19 |
-0.4% |
134-14 |
| Low |
132-06 |
132-01 |
-0-05 |
-0.1% |
130-12 |
| Close |
132-18 |
132-12 |
-0-06 |
-0.1% |
134-03 |
| Range |
1-13 |
0-31 |
-0-14 |
-31.1% |
4-02 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.5% |
0-00 |
| Volume |
154,935 |
187,337 |
32,402 |
20.9% |
1,013,414 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-12 |
134-27 |
132-29 |
|
| R3 |
134-13 |
133-28 |
132-21 |
|
| R2 |
133-14 |
133-14 |
132-18 |
|
| R1 |
132-29 |
132-29 |
132-15 |
132-22 |
| PP |
132-15 |
132-15 |
132-15 |
132-12 |
| S1 |
131-30 |
131-30 |
132-09 |
131-23 |
| S2 |
131-16 |
131-16 |
132-06 |
|
| S3 |
130-17 |
130-31 |
132-03 |
|
| S4 |
129-18 |
130-00 |
131-27 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
143-22 |
136-10 |
|
| R3 |
141-03 |
139-20 |
135-07 |
|
| R2 |
137-01 |
137-01 |
134-27 |
|
| R1 |
135-18 |
135-18 |
134-15 |
136-10 |
| PP |
132-31 |
132-31 |
132-31 |
133-11 |
| S1 |
131-16 |
131-16 |
133-23 |
132-08 |
| S2 |
128-29 |
128-29 |
133-11 |
|
| S3 |
124-27 |
127-14 |
132-31 |
|
| S4 |
120-25 |
123-12 |
131-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-14 |
131-05 |
3-09 |
2.5% |
1-11 |
1.0% |
37% |
False |
False |
217,677 |
| 10 |
134-14 |
129-06 |
5-08 |
4.0% |
1-11 |
1.0% |
61% |
False |
False |
238,890 |
| 20 |
134-14 |
129-01 |
5-13 |
4.1% |
2-00 |
1.5% |
62% |
False |
False |
353,221 |
| 40 |
134-14 |
122-22 |
11-24 |
8.9% |
1-29 |
1.4% |
82% |
False |
False |
350,478 |
| 60 |
134-16 |
122-22 |
11-26 |
8.9% |
1-24 |
1.3% |
82% |
False |
False |
233,941 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-20 |
1.2% |
82% |
False |
False |
175,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-04 |
|
2.618 |
135-17 |
|
1.618 |
134-18 |
|
1.000 |
133-31 |
|
0.618 |
133-19 |
|
HIGH |
133-00 |
|
0.618 |
132-20 |
|
0.500 |
132-16 |
|
0.382 |
132-13 |
|
LOW |
132-01 |
|
0.618 |
131-14 |
|
1.000 |
131-02 |
|
1.618 |
130-15 |
|
2.618 |
129-16 |
|
4.250 |
127-29 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-16 |
133-08 |
| PP |
132-15 |
132-30 |
| S1 |
132-14 |
132-21 |
|