ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
131-15 |
130-14 |
-1-01 |
-0.8% |
129-26 |
| High |
131-20 |
132-04 |
0-16 |
0.4% |
132-21 |
| Low |
130-07 |
130-02 |
-0-05 |
-0.1% |
129-26 |
| Close |
130-13 |
131-21 |
1-08 |
1.0% |
131-21 |
| Range |
1-13 |
2-02 |
0-21 |
46.7% |
2-27 |
| ATR |
1-17 |
1-18 |
0-01 |
2.5% |
0-00 |
| Volume |
277,422 |
386,405 |
108,983 |
39.3% |
1,427,209 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-15 |
136-20 |
132-25 |
|
| R3 |
135-13 |
134-18 |
132-07 |
|
| R2 |
133-11 |
133-11 |
132-01 |
|
| R1 |
132-16 |
132-16 |
131-27 |
132-30 |
| PP |
131-09 |
131-09 |
131-09 |
131-16 |
| S1 |
130-14 |
130-14 |
131-15 |
130-28 |
| S2 |
129-07 |
129-07 |
131-09 |
|
| S3 |
127-05 |
128-12 |
131-03 |
|
| S4 |
125-03 |
126-10 |
130-17 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-29 |
138-20 |
133-07 |
|
| R3 |
137-02 |
135-25 |
132-14 |
|
| R2 |
134-07 |
134-07 |
132-06 |
|
| R1 |
132-30 |
132-30 |
131-29 |
133-18 |
| PP |
131-12 |
131-12 |
131-12 |
131-22 |
| S1 |
130-03 |
130-03 |
131-13 |
130-24 |
| S2 |
128-17 |
128-17 |
131-04 |
|
| S3 |
125-22 |
127-08 |
130-28 |
|
| S4 |
122-27 |
124-13 |
130-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-21 |
129-26 |
2-27 |
2.2% |
1-17 |
1.2% |
65% |
False |
False |
285,441 |
| 10 |
132-21 |
129-04 |
3-17 |
2.7% |
1-10 |
1.0% |
72% |
False |
False |
259,174 |
| 20 |
134-14 |
129-04 |
5-10 |
4.0% |
1-14 |
1.1% |
48% |
False |
False |
254,087 |
| 40 |
134-14 |
122-30 |
11-16 |
8.7% |
1-27 |
1.4% |
76% |
False |
False |
348,523 |
| 60 |
134-14 |
122-22 |
11-24 |
8.9% |
1-24 |
1.3% |
76% |
False |
False |
290,512 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-21 |
1.3% |
76% |
False |
False |
217,956 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-17 |
1.2% |
76% |
False |
False |
174,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-28 |
|
2.618 |
137-17 |
|
1.618 |
135-15 |
|
1.000 |
134-06 |
|
0.618 |
133-13 |
|
HIGH |
132-04 |
|
0.618 |
131-11 |
|
0.500 |
131-03 |
|
0.382 |
130-27 |
|
LOW |
130-02 |
|
0.618 |
128-25 |
|
1.000 |
128-00 |
|
1.618 |
126-23 |
|
2.618 |
124-21 |
|
4.250 |
121-10 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-15 |
131-18 |
| PP |
131-09 |
131-15 |
| S1 |
131-03 |
131-12 |
|