ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-30 |
128-09 |
0-11 |
0.3% |
126-05 |
| High |
128-11 |
128-16 |
0-05 |
0.1% |
129-16 |
| Low |
127-09 |
126-11 |
-0-30 |
-0.7% |
125-22 |
| Close |
127-29 |
126-16 |
-1-13 |
-1.1% |
127-30 |
| Range |
1-02 |
2-05 |
1-03 |
102.9% |
3-26 |
| ATR |
1-11 |
1-13 |
0-02 |
4.2% |
0-00 |
| Volume |
218,884 |
295,971 |
77,087 |
35.2% |
1,559,805 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-19 |
132-06 |
127-22 |
|
| R3 |
131-14 |
130-01 |
127-03 |
|
| R2 |
129-09 |
129-09 |
126-29 |
|
| R1 |
127-28 |
127-28 |
126-22 |
127-16 |
| PP |
127-04 |
127-04 |
127-04 |
126-30 |
| S1 |
125-23 |
125-23 |
126-10 |
125-11 |
| S2 |
124-31 |
124-31 |
126-03 |
|
| S3 |
122-26 |
123-18 |
125-29 |
|
| S4 |
120-21 |
121-13 |
125-10 |
|
|
| 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 |
126-11 |
3-05 |
2.5% |
1-17 |
1.2% |
5% |
False |
True |
288,465 |
| 10 |
129-16 |
125-09 |
4-07 |
3.3% |
1-14 |
1.1% |
29% |
False |
False |
346,504 |
| 20 |
132-13 |
125-09 |
7-04 |
5.6% |
1-11 |
1.1% |
17% |
False |
False |
205,421 |
| 40 |
133-16 |
125-09 |
8-07 |
6.5% |
1-10 |
1.0% |
15% |
False |
False |
103,201 |
| 60 |
134-15 |
125-09 |
9-06 |
7.3% |
1-12 |
1.1% |
13% |
False |
False |
68,803 |
| 80 |
134-15 |
123-04 |
11-11 |
9.0% |
1-08 |
1.0% |
30% |
False |
False |
51,604 |
| 100 |
134-15 |
123-04 |
11-11 |
9.0% |
1-01 |
0.8% |
30% |
False |
False |
41,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-21 |
|
2.618 |
134-05 |
|
1.618 |
132-00 |
|
1.000 |
130-21 |
|
0.618 |
129-27 |
|
HIGH |
128-16 |
|
0.618 |
127-22 |
|
0.500 |
127-14 |
|
0.382 |
127-05 |
|
LOW |
126-11 |
|
0.618 |
125-00 |
|
1.000 |
124-06 |
|
1.618 |
122-27 |
|
2.618 |
120-22 |
|
4.250 |
117-06 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-14 |
127-14 |
| PP |
127-04 |
127-04 |
| S1 |
126-26 |
126-26 |
|