ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
131-27 |
130-26 |
-1-01 |
-0.8% |
133-03 |
| High |
132-02 |
130-31 |
-1-03 |
-0.8% |
133-19 |
| Low |
130-18 |
129-17 |
-1-01 |
-0.8% |
130-18 |
| Close |
130-23 |
129-24 |
-0-31 |
-0.7% |
130-23 |
| Range |
1-16 |
1-14 |
-0-02 |
-4.2% |
3-01 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.3% |
0-00 |
| Volume |
262,804 |
227,473 |
-35,331 |
-13.4% |
1,149,211 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-13 |
133-16 |
130-17 |
|
| R3 |
132-31 |
132-02 |
130-05 |
|
| R2 |
131-17 |
131-17 |
130-00 |
|
| R1 |
130-20 |
130-20 |
129-28 |
130-12 |
| PP |
130-03 |
130-03 |
130-03 |
129-30 |
| S1 |
129-06 |
129-06 |
129-20 |
128-30 |
| S2 |
128-21 |
128-21 |
129-16 |
|
| S3 |
127-07 |
127-24 |
129-11 |
|
| S4 |
125-25 |
126-10 |
128-31 |
|
|
| 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 |
133-15 |
129-17 |
3-30 |
3.0% |
1-14 |
1.1% |
6% |
False |
True |
244,349 |
| 10 |
134-14 |
129-17 |
4-29 |
3.8% |
1-16 |
1.2% |
4% |
False |
True |
239,009 |
| 20 |
134-14 |
129-06 |
5-08 |
4.0% |
1-22 |
1.3% |
11% |
False |
False |
277,823 |
| 40 |
134-14 |
122-22 |
11-24 |
9.1% |
1-29 |
1.5% |
60% |
False |
False |
374,903 |
| 60 |
134-14 |
122-22 |
11-24 |
9.1% |
1-24 |
1.3% |
60% |
False |
False |
251,167 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-20 |
1.3% |
60% |
False |
False |
188,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-02 |
|
2.618 |
134-23 |
|
1.618 |
133-09 |
|
1.000 |
132-13 |
|
0.618 |
131-27 |
|
HIGH |
130-31 |
|
0.618 |
130-13 |
|
0.500 |
130-08 |
|
0.382 |
130-03 |
|
LOW |
129-17 |
|
0.618 |
128-21 |
|
1.000 |
128-03 |
|
1.618 |
127-07 |
|
2.618 |
125-25 |
|
4.250 |
123-14 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-08 |
131-09 |
| PP |
130-03 |
130-25 |
| S1 |
129-29 |
130-08 |
|