ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-10 |
131-10 |
-1-00 |
-0.8% |
130-16 |
| High |
132-27 |
131-10 |
-1-17 |
-1.2% |
131-01 |
| Low |
131-22 |
130-15 |
-1-07 |
-0.9% |
129-09 |
| Close |
131-30 |
130-19 |
-1-11 |
-1.0% |
130-04 |
| Range |
1-05 |
0-27 |
-0-10 |
-27.0% |
1-24 |
| ATR |
1-09 |
1-10 |
0-00 |
0.9% |
0-00 |
| Volume |
186 |
81 |
-105 |
-56.5% |
516 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-10 |
132-26 |
131-02 |
|
| R3 |
132-15 |
131-31 |
130-26 |
|
| R2 |
131-20 |
131-20 |
130-24 |
|
| R1 |
131-04 |
131-04 |
130-21 |
130-30 |
| PP |
130-25 |
130-25 |
130-25 |
130-23 |
| S1 |
130-09 |
130-09 |
130-17 |
130-04 |
| S2 |
129-30 |
129-30 |
130-14 |
|
| S3 |
129-03 |
129-14 |
130-12 |
|
| S4 |
128-08 |
128-19 |
130-04 |
|
|
| 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 |
132-27 |
129-30 |
2-29 |
2.2% |
0-30 |
0.7% |
23% |
False |
False |
144 |
| 10 |
132-27 |
129-09 |
3-18 |
2.7% |
1-00 |
0.8% |
37% |
False |
False |
120 |
| 20 |
134-15 |
129-09 |
5-06 |
4.0% |
1-03 |
0.8% |
25% |
False |
False |
68 |
| 40 |
134-15 |
123-29 |
10-18 |
8.1% |
1-13 |
1.1% |
63% |
False |
False |
38 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
1-01 |
0.8% |
66% |
False |
False |
26 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-25 |
0.6% |
66% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-29 |
|
2.618 |
133-17 |
|
1.618 |
132-22 |
|
1.000 |
132-05 |
|
0.618 |
131-27 |
|
HIGH |
131-10 |
|
0.618 |
131-00 |
|
0.500 |
130-28 |
|
0.382 |
130-25 |
|
LOW |
130-15 |
|
0.618 |
129-30 |
|
1.000 |
129-20 |
|
1.618 |
129-03 |
|
2.618 |
128-08 |
|
4.250 |
126-28 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-28 |
131-21 |
| PP |
130-25 |
131-10 |
| S1 |
130-22 |
130-30 |
|