ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
129-20 |
129-31 |
0-11 |
0.3% |
133-03 |
| High |
130-10 |
130-01 |
-0-09 |
-0.2% |
133-19 |
| Low |
129-15 |
129-04 |
-0-11 |
-0.3% |
130-18 |
| Close |
130-01 |
129-23 |
-0-10 |
-0.2% |
130-23 |
| Range |
0-27 |
0-29 |
0-02 |
7.4% |
3-01 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.3% |
0-00 |
| Volume |
209,766 |
280,984 |
71,218 |
34.0% |
1,149,211 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-11 |
131-30 |
130-07 |
|
| R3 |
131-14 |
131-01 |
129-31 |
|
| R2 |
130-17 |
130-17 |
129-28 |
|
| R1 |
130-04 |
130-04 |
129-26 |
129-28 |
| PP |
129-20 |
129-20 |
129-20 |
129-16 |
| S1 |
129-07 |
129-07 |
129-20 |
128-31 |
| S2 |
128-23 |
128-23 |
129-18 |
|
| S3 |
127-26 |
128-10 |
129-15 |
|
| S4 |
126-29 |
127-13 |
129-07 |
|
|
| 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 |
133-01 |
129-04 |
3-29 |
3.0% |
1-07 |
0.9% |
15% |
False |
True |
248,437 |
| 10 |
134-14 |
129-04 |
5-10 |
4.1% |
1-08 |
1.0% |
11% |
False |
True |
235,620 |
| 20 |
134-14 |
129-04 |
5-10 |
4.1% |
1-17 |
1.2% |
11% |
False |
True |
265,688 |
| 40 |
134-14 |
122-22 |
11-24 |
9.1% |
1-27 |
1.4% |
60% |
False |
False |
380,485 |
| 60 |
134-14 |
122-22 |
11-24 |
9.1% |
1-23 |
1.3% |
60% |
False |
False |
259,340 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-20 |
1.3% |
60% |
False |
False |
194,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-28 |
|
2.618 |
132-13 |
|
1.618 |
131-16 |
|
1.000 |
130-30 |
|
0.618 |
130-19 |
|
HIGH |
130-01 |
|
0.618 |
129-22 |
|
0.500 |
129-18 |
|
0.382 |
129-15 |
|
LOW |
129-04 |
|
0.618 |
128-18 |
|
1.000 |
128-07 |
|
1.618 |
127-21 |
|
2.618 |
126-24 |
|
4.250 |
125-09 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-22 |
130-02 |
| PP |
129-20 |
129-30 |
| S1 |
129-18 |
129-26 |
|