ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
131-00 |
129-31 |
-1-01 |
-0.8% |
130-16 |
| High |
131-01 |
131-04 |
0-03 |
0.1% |
131-01 |
| Low |
129-30 |
129-31 |
0-01 |
0.0% |
129-09 |
| Close |
130-04 |
130-29 |
0-25 |
0.6% |
130-04 |
| Range |
1-03 |
1-05 |
0-02 |
5.7% |
1-24 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.7% |
0-00 |
| Volume |
67 |
26 |
-41 |
-61.2% |
516 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-04 |
133-22 |
131-17 |
|
| R3 |
132-31 |
132-17 |
131-07 |
|
| R2 |
131-26 |
131-26 |
131-04 |
|
| R1 |
131-12 |
131-12 |
131-00 |
131-19 |
| PP |
130-21 |
130-21 |
130-21 |
130-25 |
| S1 |
130-07 |
130-07 |
130-26 |
130-14 |
| S2 |
129-16 |
129-16 |
130-22 |
|
| S3 |
128-11 |
129-02 |
130-19 |
|
| S4 |
127-06 |
127-29 |
130-09 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-13 |
134-16 |
131-03 |
|
| R3 |
133-21 |
132-24 |
130-19 |
|
| R2 |
131-29 |
131-29 |
130-14 |
|
| R1 |
131-00 |
131-00 |
130-09 |
130-18 |
| PP |
130-05 |
130-05 |
130-05 |
129-30 |
| S1 |
129-08 |
129-08 |
129-31 |
128-26 |
| S2 |
128-13 |
128-13 |
129-26 |
|
| S3 |
126-21 |
127-16 |
129-21 |
|
| S4 |
124-29 |
125-24 |
129-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-04 |
129-09 |
1-27 |
1.4% |
0-30 |
0.7% |
88% |
True |
False |
105 |
| 10 |
133-16 |
129-09 |
4-07 |
3.2% |
1-03 |
0.8% |
39% |
False |
False |
66 |
| 20 |
134-15 |
129-09 |
5-06 |
4.0% |
1-02 |
0.8% |
31% |
False |
False |
38 |
| 40 |
134-15 |
123-04 |
11-11 |
8.7% |
1-12 |
1.1% |
69% |
False |
False |
23 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
1-00 |
0.8% |
69% |
False |
False |
15 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-24 |
0.6% |
69% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-01 |
|
2.618 |
134-05 |
|
1.618 |
133-00 |
|
1.000 |
132-09 |
|
0.618 |
131-27 |
|
HIGH |
131-04 |
|
0.618 |
130-22 |
|
0.500 |
130-18 |
|
0.382 |
130-13 |
|
LOW |
129-31 |
|
0.618 |
129-08 |
|
1.000 |
128-26 |
|
1.618 |
128-03 |
|
2.618 |
126-30 |
|
4.250 |
125-02 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-25 |
130-24 |
| PP |
130-21 |
130-20 |
| S1 |
130-18 |
130-15 |
|