ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
131-30 |
130-16 |
-1-14 |
-1.1% |
133-02 |
| High |
132-04 |
131-01 |
-1-03 |
-0.8% |
133-16 |
| Low |
130-23 |
129-22 |
-1-01 |
-0.8% |
130-23 |
| Close |
130-27 |
129-28 |
-0-31 |
-0.7% |
130-27 |
| Range |
1-13 |
1-11 |
-0-02 |
-4.4% |
2-25 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.2% |
0-00 |
| Volume |
36 |
14 |
-22 |
-61.1% |
126 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-07 |
133-13 |
130-20 |
|
| R3 |
132-28 |
132-02 |
130-08 |
|
| R2 |
131-17 |
131-17 |
130-04 |
|
| R1 |
130-23 |
130-23 |
130-00 |
130-14 |
| PP |
130-06 |
130-06 |
130-06 |
130-02 |
| S1 |
129-12 |
129-12 |
129-24 |
129-04 |
| S2 |
128-27 |
128-27 |
129-20 |
|
| S3 |
127-16 |
128-01 |
129-16 |
|
| S4 |
126-05 |
126-22 |
129-04 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-01 |
138-07 |
132-12 |
|
| R3 |
137-08 |
135-14 |
131-19 |
|
| R2 |
134-15 |
134-15 |
131-11 |
|
| R1 |
132-21 |
132-21 |
131-03 |
132-06 |
| PP |
131-22 |
131-22 |
131-22 |
131-14 |
| S1 |
129-28 |
129-28 |
130-19 |
129-12 |
| S2 |
128-29 |
128-29 |
130-11 |
|
| S3 |
126-04 |
127-03 |
130-03 |
|
| S4 |
123-11 |
124-10 |
129-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-16 |
129-22 |
3-26 |
2.9% |
1-09 |
1.0% |
5% |
False |
True |
27 |
| 10 |
134-15 |
129-22 |
4-25 |
3.7% |
1-05 |
0.9% |
4% |
False |
True |
19 |
| 20 |
134-15 |
129-10 |
5-05 |
4.0% |
1-07 |
0.9% |
11% |
False |
False |
12 |
| 40 |
134-15 |
123-04 |
11-11 |
8.7% |
1-09 |
1.0% |
60% |
False |
False |
9 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
0-29 |
0.7% |
60% |
False |
False |
7 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-22 |
0.5% |
60% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-24 |
|
2.618 |
134-18 |
|
1.618 |
133-07 |
|
1.000 |
132-12 |
|
0.618 |
131-28 |
|
HIGH |
131-01 |
|
0.618 |
130-17 |
|
0.500 |
130-12 |
|
0.382 |
130-06 |
|
LOW |
129-22 |
|
0.618 |
128-27 |
|
1.000 |
128-11 |
|
1.618 |
127-16 |
|
2.618 |
126-05 |
|
4.250 |
123-31 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-12 |
131-12 |
| PP |
130-06 |
130-28 |
| S1 |
130-01 |
130-12 |
|