ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
130-14 |
129-26 |
-0-20 |
-0.5% |
130-26 |
| High |
130-30 |
131-01 |
0-03 |
0.1% |
130-31 |
| Low |
129-24 |
129-26 |
0-02 |
0.0% |
129-04 |
| Close |
129-29 |
130-24 |
0-27 |
0.6% |
129-29 |
| Range |
1-06 |
1-07 |
0-01 |
2.6% |
1-27 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.6% |
0-00 |
| Volume |
209,712 |
167,697 |
-42,015 |
-20.0% |
1,164,534 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
133-22 |
131-13 |
|
| R3 |
132-31 |
132-15 |
131-03 |
|
| R2 |
131-24 |
131-24 |
130-31 |
|
| R1 |
131-08 |
131-08 |
130-28 |
131-16 |
| PP |
130-17 |
130-17 |
130-17 |
130-21 |
| S1 |
130-01 |
130-01 |
130-20 |
130-09 |
| S2 |
129-10 |
129-10 |
130-17 |
|
| S3 |
128-03 |
128-26 |
130-13 |
|
| S4 |
126-28 |
127-19 |
130-03 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
134-18 |
130-29 |
|
| R3 |
133-22 |
132-23 |
130-13 |
|
| R2 |
131-27 |
131-27 |
130-08 |
|
| R1 |
130-28 |
130-28 |
130-02 |
130-14 |
| PP |
130-00 |
130-00 |
130-00 |
129-25 |
| S1 |
129-01 |
129-01 |
129-24 |
128-19 |
| S2 |
128-05 |
128-05 |
129-18 |
|
| S3 |
126-10 |
127-06 |
129-13 |
|
| S4 |
124-15 |
125-11 |
128-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-01 |
129-04 |
1-29 |
1.5% |
1-02 |
0.8% |
85% |
True |
False |
220,951 |
| 10 |
133-15 |
129-04 |
4-11 |
3.3% |
1-08 |
1.0% |
37% |
False |
False |
232,650 |
| 20 |
134-14 |
129-04 |
5-10 |
4.1% |
1-12 |
1.1% |
31% |
False |
False |
238,958 |
| 40 |
134-14 |
122-22 |
11-24 |
9.0% |
1-27 |
1.4% |
69% |
False |
False |
355,542 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-23 |
1.3% |
69% |
False |
False |
269,566 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-21 |
1.3% |
68% |
False |
False |
202,213 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-16 |
1.1% |
68% |
False |
False |
161,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-07 |
|
2.618 |
134-07 |
|
1.618 |
133-00 |
|
1.000 |
132-08 |
|
0.618 |
131-25 |
|
HIGH |
131-01 |
|
0.618 |
130-18 |
|
0.500 |
130-14 |
|
0.382 |
130-09 |
|
LOW |
129-26 |
|
0.618 |
129-02 |
|
1.000 |
128-19 |
|
1.618 |
127-27 |
|
2.618 |
126-20 |
|
4.250 |
124-20 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-20 |
130-20 |
| PP |
130-17 |
130-15 |
| S1 |
130-14 |
130-10 |
|