ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
130-26 |
129-20 |
-1-06 |
-0.9% |
133-03 |
| High |
130-31 |
130-10 |
-0-21 |
-0.5% |
133-19 |
| Low |
129-17 |
129-15 |
-0-02 |
0.0% |
130-18 |
| Close |
129-24 |
130-01 |
0-09 |
0.2% |
130-23 |
| Range |
1-14 |
0-27 |
-0-19 |
-41.3% |
3-01 |
| ATR |
1-24 |
1-22 |
-0-02 |
-3.7% |
0-00 |
| Volume |
227,473 |
209,766 |
-17,707 |
-7.8% |
1,149,211 |
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-15 |
132-03 |
130-16 |
|
| R3 |
131-20 |
131-08 |
130-08 |
|
| R2 |
130-25 |
130-25 |
130-06 |
|
| R1 |
130-13 |
130-13 |
130-03 |
130-19 |
| PP |
129-30 |
129-30 |
129-30 |
130-01 |
| S1 |
129-18 |
129-18 |
129-31 |
129-24 |
| S2 |
129-03 |
129-03 |
129-28 |
|
| S3 |
128-08 |
128-23 |
129-26 |
|
| S4 |
127-13 |
127-28 |
129-18 |
|
|
| 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 |
129-15 |
4-00 |
3.1% |
1-14 |
1.1% |
14% |
False |
True |
248,835 |
| 10 |
134-14 |
129-15 |
4-31 |
3.8% |
1-12 |
1.1% |
11% |
False |
True |
233,256 |
| 20 |
134-14 |
129-06 |
5-08 |
4.0% |
1-19 |
1.2% |
16% |
False |
False |
268,205 |
| 40 |
134-14 |
122-22 |
11-24 |
9.0% |
1-28 |
1.4% |
63% |
False |
False |
379,323 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-23 |
1.3% |
63% |
False |
False |
254,661 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-21 |
1.3% |
62% |
False |
False |
191,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-29 |
|
2.618 |
132-17 |
|
1.618 |
131-22 |
|
1.000 |
131-05 |
|
0.618 |
130-27 |
|
HIGH |
130-10 |
|
0.618 |
130-00 |
|
0.500 |
129-28 |
|
0.382 |
129-25 |
|
LOW |
129-15 |
|
0.618 |
128-30 |
|
1.000 |
128-20 |
|
1.618 |
128-03 |
|
2.618 |
127-08 |
|
4.250 |
125-28 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-00 |
130-24 |
| PP |
129-30 |
130-17 |
| S1 |
129-28 |
130-09 |
|