ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-09 |
127-03 |
0-26 |
0.6% |
127-16 |
| High |
127-16 |
127-16 |
0-00 |
0.0% |
128-08 |
| Low |
125-23 |
126-23 |
1-00 |
0.8% |
125-23 |
| Close |
127-15 |
127-11 |
-0-04 |
-0.1% |
127-11 |
| Range |
1-25 |
0-25 |
-1-00 |
-56.1% |
2-17 |
| ATR |
1-15 |
1-14 |
-0-02 |
-3.4% |
0-00 |
| Volume |
79 |
79 |
0 |
0.0% |
3,404 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-17 |
129-07 |
127-25 |
|
| R3 |
128-24 |
128-14 |
127-18 |
|
| R2 |
127-31 |
127-31 |
127-16 |
|
| R1 |
127-21 |
127-21 |
127-13 |
127-26 |
| PP |
127-06 |
127-06 |
127-06 |
127-08 |
| S1 |
126-28 |
126-28 |
127-09 |
127-01 |
| S2 |
126-13 |
126-13 |
127-06 |
|
| S3 |
125-20 |
126-03 |
127-04 |
|
| S4 |
124-27 |
125-10 |
126-29 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-22 |
133-18 |
128-24 |
|
| R3 |
132-05 |
131-01 |
128-01 |
|
| R2 |
129-20 |
129-20 |
127-26 |
|
| R1 |
128-16 |
128-16 |
127-18 |
127-26 |
| PP |
127-03 |
127-03 |
127-03 |
126-24 |
| S1 |
125-31 |
125-31 |
127-04 |
125-08 |
| S2 |
124-18 |
124-18 |
126-28 |
|
| S3 |
122-01 |
123-14 |
126-21 |
|
| S4 |
119-16 |
120-29 |
125-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-08 |
125-23 |
2-17 |
2.0% |
1-13 |
1.1% |
64% |
False |
False |
680 |
| 10 |
129-16 |
124-31 |
4-17 |
3.6% |
1-15 |
1.2% |
52% |
False |
False |
63,758 |
| 20 |
131-30 |
124-31 |
6-31 |
5.5% |
1-11 |
1.1% |
34% |
False |
False |
246,836 |
| 40 |
133-00 |
124-31 |
8-01 |
6.3% |
1-13 |
1.1% |
30% |
False |
False |
262,386 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-18 |
1.2% |
25% |
False |
False |
277,293 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
40% |
False |
False |
313,077 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
39% |
False |
False |
250,755 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-18 |
1.2% |
39% |
False |
False |
208,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
129-17 |
|
1.618 |
128-24 |
|
1.000 |
128-09 |
|
0.618 |
127-31 |
|
HIGH |
127-16 |
|
0.618 |
127-06 |
|
0.500 |
127-04 |
|
0.382 |
127-01 |
|
LOW |
126-23 |
|
0.618 |
126-08 |
|
1.000 |
125-30 |
|
1.618 |
125-15 |
|
2.618 |
124-22 |
|
4.250 |
123-13 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-08 |
127-07 |
| PP |
127-06 |
127-03 |
| S1 |
127-04 |
127-00 |
|