ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-17 |
128-10 |
0-25 |
0.6% |
127-17 |
| High |
128-22 |
129-16 |
0-26 |
0.6% |
127-30 |
| Low |
127-14 |
127-26 |
0-12 |
0.3% |
125-09 |
| Close |
128-11 |
128-27 |
0-16 |
0.4% |
125-29 |
| Range |
1-08 |
1-22 |
0-14 |
35.0% |
2-21 |
| ATR |
1-11 |
1-12 |
0-01 |
1.7% |
0-00 |
| Volume |
515,552 |
340,614 |
-174,938 |
-33.9% |
1,574,854 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-25 |
133-00 |
129-25 |
|
| R3 |
132-03 |
131-10 |
129-10 |
|
| R2 |
130-13 |
130-13 |
129-05 |
|
| R1 |
129-20 |
129-20 |
129-00 |
130-00 |
| PP |
128-23 |
128-23 |
128-23 |
128-29 |
| S1 |
127-30 |
127-30 |
128-22 |
128-10 |
| S2 |
127-01 |
127-01 |
128-17 |
|
| S3 |
125-11 |
126-08 |
128-12 |
|
| S4 |
123-21 |
124-18 |
127-29 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
132-25 |
127-12 |
|
| R3 |
131-22 |
130-04 |
126-20 |
|
| R2 |
129-01 |
129-01 |
126-13 |
|
| R1 |
127-15 |
127-15 |
126-05 |
126-30 |
| PP |
126-12 |
126-12 |
126-12 |
126-03 |
| S1 |
124-26 |
124-26 |
125-21 |
124-08 |
| S2 |
123-23 |
123-23 |
125-13 |
|
| S3 |
121-02 |
122-05 |
125-06 |
|
| S4 |
118-13 |
119-16 |
124-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-16 |
125-09 |
4-07 |
3.3% |
1-15 |
1.1% |
84% |
True |
False |
377,968 |
| 10 |
129-16 |
125-09 |
4-07 |
3.3% |
1-11 |
1.0% |
84% |
True |
False |
295,184 |
| 20 |
133-08 |
125-09 |
7-31 |
6.2% |
1-10 |
1.0% |
45% |
False |
False |
151,002 |
| 40 |
134-15 |
125-09 |
9-06 |
7.1% |
1-08 |
1.0% |
39% |
False |
False |
75,659 |
| 60 |
134-15 |
125-09 |
9-06 |
7.1% |
1-14 |
1.1% |
39% |
False |
False |
50,443 |
| 80 |
134-15 |
123-04 |
11-11 |
8.8% |
1-06 |
0.9% |
50% |
False |
False |
37,833 |
| 100 |
134-15 |
123-04 |
11-11 |
8.8% |
0-31 |
0.8% |
50% |
False |
False |
30,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-22 |
|
2.618 |
133-29 |
|
1.618 |
132-07 |
|
1.000 |
131-06 |
|
0.618 |
130-17 |
|
HIGH |
129-16 |
|
0.618 |
128-27 |
|
0.500 |
128-21 |
|
0.382 |
128-15 |
|
LOW |
127-26 |
|
0.618 |
126-25 |
|
1.000 |
126-04 |
|
1.618 |
125-03 |
|
2.618 |
123-13 |
|
4.250 |
120-20 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-25 |
128-14 |
| PP |
128-23 |
128-00 |
| S1 |
128-21 |
127-19 |
|