ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-22 |
131-27 |
-0-27 |
-0.6% |
133-03 |
| High |
133-01 |
132-02 |
-0-31 |
-0.7% |
133-19 |
| Low |
131-22 |
130-18 |
-1-04 |
-0.9% |
130-18 |
| Close |
131-26 |
130-23 |
-1-03 |
-0.8% |
130-23 |
| Range |
1-11 |
1-16 |
0-05 |
11.6% |
3-01 |
| ATR |
1-25 |
1-25 |
-0-01 |
-1.2% |
0-00 |
| Volume |
261,161 |
262,804 |
1,643 |
0.6% |
1,149,211 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
134-21 |
131-17 |
|
| R3 |
134-04 |
133-05 |
131-04 |
|
| R2 |
132-20 |
132-20 |
131-00 |
|
| R1 |
131-21 |
131-21 |
130-27 |
131-12 |
| PP |
131-04 |
131-04 |
131-04 |
130-31 |
| S1 |
130-05 |
130-05 |
130-19 |
129-28 |
| S2 |
129-20 |
129-20 |
130-14 |
|
| S3 |
128-04 |
128-21 |
130-10 |
|
| S4 |
126-20 |
127-05 |
129-29 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-24 |
132-12 |
|
| R3 |
137-22 |
135-23 |
131-18 |
|
| R2 |
134-21 |
134-21 |
131-09 |
|
| R1 |
132-22 |
132-22 |
131-00 |
132-05 |
| PP |
131-20 |
131-20 |
131-20 |
131-12 |
| S1 |
129-21 |
129-21 |
130-14 |
129-04 |
| S2 |
128-19 |
128-19 |
130-05 |
|
| S3 |
125-18 |
126-20 |
129-28 |
|
| S4 |
122-17 |
123-19 |
129-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-19 |
130-18 |
3-01 |
2.3% |
1-14 |
1.1% |
5% |
False |
True |
229,842 |
| 10 |
134-14 |
129-22 |
4-24 |
3.6% |
1-17 |
1.2% |
22% |
False |
False |
249,000 |
| 20 |
134-14 |
129-06 |
5-08 |
4.0% |
1-24 |
1.3% |
29% |
False |
False |
289,991 |
| 40 |
134-14 |
122-22 |
11-24 |
9.0% |
1-29 |
1.5% |
68% |
False |
False |
369,838 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-24 |
1.3% |
68% |
False |
False |
247,377 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-20 |
1.3% |
68% |
False |
False |
185,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
136-00 |
|
1.618 |
134-16 |
|
1.000 |
133-18 |
|
0.618 |
133-00 |
|
HIGH |
132-02 |
|
0.618 |
131-16 |
|
0.500 |
131-10 |
|
0.382 |
131-04 |
|
LOW |
130-18 |
|
0.618 |
129-20 |
|
1.000 |
129-02 |
|
1.618 |
128-04 |
|
2.618 |
126-20 |
|
4.250 |
124-06 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-10 |
132-00 |
| PP |
131-04 |
131-19 |
| S1 |
130-29 |
131-05 |
|