ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
128-24 |
127-16 |
-1-08 |
-1.0% |
125-27 |
| High |
128-26 |
127-31 |
-0-27 |
-0.7% |
129-16 |
| Low |
127-19 |
126-18 |
-1-01 |
-0.8% |
125-13 |
| Close |
127-22 |
127-22 |
0-00 |
0.0% |
127-22 |
| Range |
1-07 |
1-13 |
0-06 |
15.4% |
4-03 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.2% |
0-00 |
| Volume |
7,928 |
1,835 |
-6,093 |
-76.9% |
271,462 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-20 |
131-02 |
128-15 |
|
| R3 |
130-07 |
129-21 |
128-02 |
|
| R2 |
128-26 |
128-26 |
127-30 |
|
| R1 |
128-08 |
128-08 |
127-26 |
128-17 |
| PP |
127-13 |
127-13 |
127-13 |
127-18 |
| S1 |
126-27 |
126-27 |
127-18 |
127-04 |
| S2 |
126-00 |
126-00 |
127-14 |
|
| S3 |
124-19 |
125-14 |
127-10 |
|
| S4 |
123-06 |
124-01 |
126-29 |
|
|
| 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 |
125-13 |
4-03 |
3.2% |
1-18 |
1.2% |
56% |
False |
False |
54,659 |
| 10 |
129-16 |
124-31 |
4-17 |
3.5% |
1-11 |
1.1% |
60% |
False |
False |
293,842 |
| 20 |
132-08 |
124-31 |
7-09 |
5.7% |
1-11 |
1.1% |
37% |
False |
False |
300,552 |
| 40 |
133-19 |
124-31 |
8-20 |
6.8% |
1-13 |
1.1% |
32% |
False |
False |
284,507 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-23 |
1.3% |
29% |
False |
False |
329,781 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
43% |
False |
False |
313,287 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
42% |
False |
False |
250,753 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-17 |
1.2% |
42% |
False |
False |
208,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-30 |
|
2.618 |
131-21 |
|
1.618 |
130-08 |
|
1.000 |
129-12 |
|
0.618 |
128-27 |
|
HIGH |
127-31 |
|
0.618 |
127-14 |
|
0.500 |
127-08 |
|
0.382 |
127-03 |
|
LOW |
126-18 |
|
0.618 |
125-22 |
|
1.000 |
125-05 |
|
1.618 |
124-09 |
|
2.618 |
122-28 |
|
4.250 |
120-19 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-18 |
128-01 |
| PP |
127-13 |
127-29 |
| S1 |
127-08 |
127-26 |
|