ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-16 |
127-24 |
0-08 |
0.2% |
125-27 |
| High |
127-31 |
128-05 |
0-06 |
0.1% |
129-16 |
| Low |
126-18 |
127-04 |
0-18 |
0.4% |
125-13 |
| Close |
127-22 |
127-23 |
0-01 |
0.0% |
127-22 |
| Range |
1-13 |
1-01 |
-0-12 |
-26.7% |
4-03 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.0% |
0-00 |
| Volume |
1,835 |
1,294 |
-541 |
-29.5% |
271,462 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-24 |
130-09 |
128-09 |
|
| R3 |
129-23 |
129-08 |
128-00 |
|
| R2 |
128-22 |
128-22 |
127-29 |
|
| R1 |
128-07 |
128-07 |
127-26 |
127-30 |
| PP |
127-21 |
127-21 |
127-21 |
127-17 |
| S1 |
127-06 |
127-06 |
127-20 |
126-29 |
| S2 |
126-20 |
126-20 |
127-17 |
|
| S3 |
125-19 |
126-05 |
127-14 |
|
| S4 |
124-18 |
125-04 |
127-05 |
|
|
| 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 |
126-18 |
2-30 |
2.3% |
1-12 |
1.1% |
39% |
False |
False |
11,827 |
| 10 |
129-16 |
124-31 |
4-17 |
3.5% |
1-11 |
1.0% |
61% |
False |
False |
259,244 |
| 20 |
132-08 |
124-31 |
7-09 |
5.7% |
1-10 |
1.0% |
38% |
False |
False |
289,729 |
| 40 |
133-15 |
124-31 |
8-16 |
6.7% |
1-13 |
1.1% |
32% |
False |
False |
280,666 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-21 |
1.3% |
29% |
False |
False |
317,860 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
43% |
False |
False |
313,262 |
| 100 |
134-16 |
122-22 |
11-26 |
9.2% |
1-20 |
1.3% |
43% |
False |
False |
250,758 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-17 |
1.2% |
43% |
False |
False |
208,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-17 |
|
2.618 |
130-27 |
|
1.618 |
129-26 |
|
1.000 |
129-06 |
|
0.618 |
128-25 |
|
HIGH |
128-05 |
|
0.618 |
127-24 |
|
0.500 |
127-20 |
|
0.382 |
127-17 |
|
LOW |
127-04 |
|
0.618 |
126-16 |
|
1.000 |
126-03 |
|
1.618 |
125-15 |
|
2.618 |
124-14 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
127-23 |
| PP |
127-21 |
127-22 |
| S1 |
127-20 |
127-22 |
|