ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-10 |
127-09 |
-0-01 |
0.0% |
127-26 |
| High |
128-03 |
128-13 |
0-10 |
0.2% |
128-16 |
| Low |
126-21 |
126-04 |
-0-17 |
-0.4% |
125-27 |
| Close |
127-04 |
126-08 |
-0-28 |
-0.7% |
127-16 |
| Range |
1-14 |
2-09 |
0-27 |
58.7% |
2-21 |
| ATR |
1-13 |
1-15 |
0-02 |
4.4% |
0-00 |
| Volume |
311,500 |
368,824 |
57,324 |
18.4% |
1,351,685 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-25 |
132-09 |
127-16 |
|
| R3 |
131-16 |
130-00 |
126-28 |
|
| R2 |
129-07 |
129-07 |
126-21 |
|
| R1 |
127-23 |
127-23 |
126-15 |
127-10 |
| PP |
126-30 |
126-30 |
126-30 |
126-23 |
| S1 |
125-14 |
125-14 |
126-01 |
125-02 |
| S2 |
124-21 |
124-21 |
125-27 |
|
| S3 |
122-12 |
123-05 |
125-20 |
|
| S4 |
120-03 |
120-28 |
125-00 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-08 |
134-01 |
128-31 |
|
| R3 |
132-19 |
131-12 |
128-07 |
|
| R2 |
129-30 |
129-30 |
128-00 |
|
| R1 |
128-23 |
128-23 |
127-24 |
128-00 |
| PP |
127-09 |
127-09 |
127-09 |
126-30 |
| S1 |
126-02 |
126-02 |
127-08 |
125-11 |
| S2 |
124-20 |
124-20 |
127-00 |
|
| S3 |
121-31 |
123-13 |
126-25 |
|
| S4 |
119-10 |
120-24 |
126-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-16 |
125-27 |
2-21 |
2.1% |
1-23 |
1.4% |
15% |
False |
False |
305,141 |
| 10 |
129-16 |
125-27 |
3-21 |
2.9% |
1-17 |
1.2% |
11% |
False |
False |
318,761 |
| 20 |
130-18 |
125-09 |
5-09 |
4.2% |
1-13 |
1.1% |
18% |
False |
False |
266,162 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-11 |
1.1% |
12% |
False |
False |
133,942 |
| 60 |
134-15 |
125-09 |
9-06 |
7.3% |
1-10 |
1.0% |
11% |
False |
False |
89,298 |
| 80 |
134-15 |
123-04 |
11-11 |
9.0% |
1-10 |
1.0% |
28% |
False |
False |
66,976 |
| 100 |
134-15 |
123-04 |
11-11 |
9.0% |
1-03 |
0.9% |
28% |
False |
False |
53,581 |
| 120 |
134-15 |
123-04 |
11-11 |
9.0% |
0-29 |
0.7% |
28% |
False |
False |
44,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-03 |
|
2.618 |
134-12 |
|
1.618 |
132-03 |
|
1.000 |
130-22 |
|
0.618 |
129-26 |
|
HIGH |
128-13 |
|
0.618 |
127-17 |
|
0.500 |
127-08 |
|
0.382 |
127-00 |
|
LOW |
126-04 |
|
0.618 |
124-23 |
|
1.000 |
123-27 |
|
1.618 |
122-14 |
|
2.618 |
120-05 |
|
4.250 |
116-14 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-08 |
127-08 |
| PP |
126-30 |
126-30 |
| S1 |
126-19 |
126-19 |
|