ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-24 |
127-18 |
-0-06 |
-0.1% |
125-27 |
| High |
128-05 |
128-08 |
0-03 |
0.1% |
129-16 |
| Low |
127-04 |
126-06 |
-0-30 |
-0.7% |
125-13 |
| Close |
127-23 |
126-10 |
-1-13 |
-1.1% |
127-22 |
| Range |
1-01 |
2-02 |
1-01 |
100.0% |
4-03 |
| ATR |
1-13 |
1-15 |
0-01 |
3.3% |
0-00 |
| Volume |
1,294 |
117 |
-1,177 |
-91.0% |
271,462 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-03 |
131-25 |
127-14 |
|
| R3 |
131-01 |
129-23 |
126-28 |
|
| R2 |
128-31 |
128-31 |
126-22 |
|
| R1 |
127-21 |
127-21 |
126-16 |
127-09 |
| PP |
126-29 |
126-29 |
126-29 |
126-24 |
| S1 |
125-19 |
125-19 |
126-04 |
125-07 |
| S2 |
124-27 |
124-27 |
125-30 |
|
| S3 |
122-25 |
123-17 |
125-24 |
|
| S4 |
120-23 |
121-15 |
125-06 |
|
|
| 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 |
126-06 |
3-10 |
2.6% |
1-17 |
1.2% |
4% |
False |
True |
4,898 |
| 10 |
129-16 |
124-31 |
4-17 |
3.6% |
1-14 |
1.1% |
30% |
False |
False |
196,056 |
| 20 |
132-08 |
124-31 |
7-09 |
5.8% |
1-12 |
1.1% |
18% |
False |
False |
277,988 |
| 40 |
133-15 |
124-31 |
8-16 |
6.7% |
1-14 |
1.1% |
16% |
False |
False |
275,986 |
| 60 |
134-14 |
124-31 |
9-15 |
7.5% |
1-20 |
1.3% |
14% |
False |
False |
301,731 |
| 80 |
134-14 |
122-22 |
11-24 |
9.3% |
1-22 |
1.3% |
31% |
False |
False |
313,232 |
| 100 |
134-16 |
122-22 |
11-26 |
9.4% |
1-20 |
1.3% |
31% |
False |
False |
250,759 |
| 120 |
134-16 |
122-22 |
11-26 |
9.4% |
1-18 |
1.2% |
31% |
False |
False |
208,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-00 |
|
2.618 |
133-21 |
|
1.618 |
131-19 |
|
1.000 |
130-10 |
|
0.618 |
129-17 |
|
HIGH |
128-08 |
|
0.618 |
127-15 |
|
0.500 |
127-07 |
|
0.382 |
126-31 |
|
LOW |
126-06 |
|
0.618 |
124-29 |
|
1.000 |
124-04 |
|
1.618 |
122-27 |
|
2.618 |
120-25 |
|
4.250 |
117-14 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-07 |
127-07 |
| PP |
126-29 |
126-29 |
| S1 |
126-20 |
126-20 |
|