ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
129-26 |
130-31 |
1-05 |
0.9% |
130-26 |
| High |
131-01 |
132-20 |
1-19 |
1.2% |
130-31 |
| Low |
129-26 |
130-30 |
1-04 |
0.9% |
129-04 |
| Close |
130-24 |
132-12 |
1-20 |
1.2% |
129-29 |
| Range |
1-07 |
1-22 |
0-15 |
38.5% |
1-27 |
| ATR |
1-17 |
1-18 |
0-01 |
1.6% |
0-00 |
| Volume |
167,697 |
312,908 |
145,211 |
86.6% |
1,164,534 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-01 |
136-13 |
133-10 |
|
| R3 |
135-11 |
134-23 |
132-27 |
|
| R2 |
133-21 |
133-21 |
132-22 |
|
| R1 |
133-01 |
133-01 |
132-17 |
133-11 |
| PP |
131-31 |
131-31 |
131-31 |
132-04 |
| S1 |
131-11 |
131-11 |
132-07 |
131-21 |
| S2 |
130-09 |
130-09 |
132-02 |
|
| S3 |
128-19 |
129-21 |
131-29 |
|
| S4 |
126-29 |
127-31 |
131-14 |
|
|
| 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 |
132-20 |
129-04 |
3-16 |
2.6% |
1-07 |
0.9% |
93% |
True |
False |
241,580 |
| 10 |
133-15 |
129-04 |
4-11 |
3.3% |
1-10 |
1.0% |
75% |
False |
False |
245,207 |
| 20 |
134-14 |
129-04 |
5-10 |
4.0% |
1-11 |
1.0% |
61% |
False |
False |
242,049 |
| 40 |
134-14 |
122-22 |
11-24 |
8.9% |
1-27 |
1.4% |
82% |
False |
False |
355,213 |
| 60 |
134-14 |
122-22 |
11-24 |
8.9% |
1-23 |
1.3% |
82% |
False |
False |
274,780 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-21 |
1.2% |
82% |
False |
False |
206,124 |
| 100 |
134-16 |
122-22 |
11-26 |
8.9% |
1-16 |
1.1% |
82% |
False |
False |
164,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-26 |
|
2.618 |
137-01 |
|
1.618 |
135-11 |
|
1.000 |
134-10 |
|
0.618 |
133-21 |
|
HIGH |
132-20 |
|
0.618 |
131-31 |
|
0.500 |
131-25 |
|
0.382 |
131-19 |
|
LOW |
130-30 |
|
0.618 |
129-29 |
|
1.000 |
129-08 |
|
1.618 |
128-07 |
|
2.618 |
126-17 |
|
4.250 |
123-24 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-06 |
131-31 |
| PP |
131-31 |
131-19 |
| S1 |
131-25 |
131-06 |
|