ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-26 |
127-30 |
0-04 |
0.1% |
126-05 |
| High |
128-08 |
128-11 |
0-03 |
0.1% |
129-16 |
| Low |
126-25 |
127-09 |
0-16 |
0.4% |
125-22 |
| Close |
127-29 |
127-29 |
0-00 |
0.0% |
127-30 |
| Range |
1-15 |
1-02 |
-0-13 |
-27.7% |
3-26 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.6% |
0-00 |
| Volume |
287,419 |
218,884 |
-68,535 |
-23.8% |
1,559,805 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-01 |
130-17 |
128-16 |
|
| R3 |
129-31 |
129-15 |
128-06 |
|
| R2 |
128-29 |
128-29 |
128-03 |
|
| R1 |
128-13 |
128-13 |
128-00 |
128-04 |
| PP |
127-27 |
127-27 |
127-27 |
127-22 |
| S1 |
127-11 |
127-11 |
127-26 |
127-02 |
| S2 |
126-25 |
126-25 |
127-23 |
|
| S3 |
125-23 |
126-09 |
127-20 |
|
| S4 |
124-21 |
125-07 |
127-10 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-05 |
137-11 |
130-01 |
|
| R3 |
135-11 |
133-17 |
129-00 |
|
| R2 |
131-17 |
131-17 |
128-20 |
|
| R1 |
129-23 |
129-23 |
128-09 |
130-20 |
| PP |
127-23 |
127-23 |
127-23 |
128-05 |
| S1 |
125-29 |
125-29 |
127-19 |
126-26 |
| S2 |
123-29 |
123-29 |
127-08 |
|
| S3 |
120-03 |
122-03 |
126-28 |
|
| S4 |
116-09 |
118-09 |
125-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-16 |
126-25 |
2-23 |
2.1% |
1-11 |
1.1% |
41% |
False |
False |
332,382 |
| 10 |
129-16 |
125-09 |
4-07 |
3.3% |
1-10 |
1.0% |
62% |
False |
False |
353,376 |
| 20 |
132-13 |
125-09 |
7-04 |
5.6% |
1-09 |
1.0% |
37% |
False |
False |
191,109 |
| 40 |
133-16 |
125-09 |
8-07 |
6.4% |
1-09 |
1.0% |
32% |
False |
False |
95,802 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-12 |
1.1% |
29% |
False |
False |
63,871 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-07 |
1.0% |
42% |
False |
False |
47,905 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-00 |
0.8% |
42% |
False |
False |
38,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-28 |
|
2.618 |
131-04 |
|
1.618 |
130-02 |
|
1.000 |
129-13 |
|
0.618 |
129-00 |
|
HIGH |
128-11 |
|
0.618 |
127-30 |
|
0.500 |
127-26 |
|
0.382 |
127-22 |
|
LOW |
127-09 |
|
0.618 |
126-20 |
|
1.000 |
126-07 |
|
1.618 |
125-18 |
|
2.618 |
124-16 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-28 |
127-30 |
| PP |
127-27 |
127-30 |
| S1 |
127-26 |
127-29 |
|