ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
128-02 |
128-24 |
0-22 |
0.5% |
125-27 |
| High |
129-16 |
128-26 |
-0-22 |
-0.5% |
129-16 |
| Low |
127-19 |
127-19 |
0-00 |
0.0% |
125-13 |
| Close |
128-19 |
127-22 |
-0-29 |
-0.7% |
127-22 |
| Range |
1-29 |
1-07 |
-0-22 |
-36.1% |
4-03 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.2% |
0-00 |
| Volume |
13,319 |
7,928 |
-5,391 |
-40.5% |
271,462 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-22 |
130-29 |
128-11 |
|
| R3 |
130-15 |
129-22 |
128-01 |
|
| R2 |
129-08 |
129-08 |
127-29 |
|
| R1 |
128-15 |
128-15 |
127-26 |
128-08 |
| PP |
128-01 |
128-01 |
128-01 |
127-30 |
| S1 |
127-08 |
127-08 |
127-18 |
127-01 |
| S2 |
126-26 |
126-26 |
127-15 |
|
| S3 |
125-19 |
126-01 |
127-11 |
|
| S4 |
124-12 |
124-26 |
127-01 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
137-27 |
129-30 |
|
| R3 |
135-23 |
133-24 |
128-26 |
|
| R2 |
131-20 |
131-20 |
128-14 |
|
| R1 |
129-21 |
129-21 |
128-02 |
130-20 |
| PP |
127-17 |
127-17 |
127-17 |
128-01 |
| S1 |
125-18 |
125-18 |
127-10 |
126-18 |
| S2 |
123-14 |
123-14 |
126-30 |
|
| S3 |
119-11 |
121-15 |
126-18 |
|
| S4 |
115-08 |
117-12 |
125-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-16 |
124-31 |
4-17 |
3.5% |
1-17 |
1.2% |
60% |
False |
False |
126,836 |
| 10 |
129-16 |
124-31 |
4-17 |
3.5% |
1-11 |
1.0% |
60% |
False |
False |
331,805 |
| 20 |
132-08 |
124-31 |
7-09 |
5.7% |
1-12 |
1.1% |
37% |
False |
False |
312,342 |
| 40 |
134-14 |
124-31 |
9-15 |
7.4% |
1-13 |
1.1% |
29% |
False |
False |
289,553 |
| 60 |
134-14 |
124-19 |
9-27 |
7.7% |
1-23 |
1.3% |
31% |
False |
False |
336,097 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
43% |
False |
False |
313,293 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
42% |
False |
False |
250,739 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-17 |
1.2% |
42% |
False |
False |
208,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-00 |
|
2.618 |
132-00 |
|
1.618 |
130-25 |
|
1.000 |
130-01 |
|
0.618 |
129-18 |
|
HIGH |
128-26 |
|
0.618 |
128-11 |
|
0.500 |
128-06 |
|
0.382 |
128-02 |
|
LOW |
127-19 |
|
0.618 |
126-27 |
|
1.000 |
126-12 |
|
1.618 |
125-20 |
|
2.618 |
124-13 |
|
4.250 |
122-13 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-06 |
128-10 |
| PP |
128-01 |
128-03 |
| S1 |
127-28 |
127-29 |
|