ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-16 |
126-31 |
0-15 |
0.4% |
127-26 |
| High |
127-06 |
128-10 |
1-04 |
0.9% |
128-16 |
| Low |
126-07 |
126-08 |
0-01 |
0.0% |
125-27 |
| Close |
127-00 |
127-25 |
0-25 |
0.6% |
127-16 |
| Range |
0-31 |
2-02 |
1-03 |
112.9% |
2-21 |
| ATR |
1-14 |
1-15 |
0-01 |
3.1% |
0-00 |
| Volume |
329,941 |
352,852 |
22,911 |
6.9% |
1,351,685 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-20 |
132-25 |
128-29 |
|
| R3 |
131-18 |
130-23 |
128-11 |
|
| R2 |
129-16 |
129-16 |
128-05 |
|
| R1 |
128-21 |
128-21 |
127-31 |
129-02 |
| PP |
127-14 |
127-14 |
127-14 |
127-21 |
| S1 |
126-19 |
126-19 |
127-19 |
127-00 |
| S2 |
125-12 |
125-12 |
127-13 |
|
| S3 |
123-10 |
124-17 |
127-07 |
|
| S4 |
121-08 |
122-15 |
126-21 |
|
|
| 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 |
128-13 |
126-04 |
2-09 |
1.8% |
1-17 |
1.2% |
73% |
False |
False |
321,890 |
| 10 |
129-03 |
125-27 |
3-08 |
2.5% |
1-17 |
1.2% |
60% |
False |
False |
301,424 |
| 20 |
129-16 |
125-09 |
4-07 |
3.3% |
1-14 |
1.1% |
59% |
False |
False |
298,304 |
| 40 |
133-08 |
125-09 |
7-31 |
6.2% |
1-12 |
1.1% |
31% |
False |
False |
151,009 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
27% |
False |
False |
100,678 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-11 |
1.1% |
41% |
False |
False |
75,510 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-04 |
0.9% |
41% |
False |
False |
60,409 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
0-30 |
0.7% |
41% |
False |
False |
50,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-02 |
|
2.618 |
133-23 |
|
1.618 |
131-21 |
|
1.000 |
130-12 |
|
0.618 |
129-19 |
|
HIGH |
128-10 |
|
0.618 |
127-17 |
|
0.500 |
127-09 |
|
0.382 |
127-01 |
|
LOW |
126-08 |
|
0.618 |
124-31 |
|
1.000 |
124-06 |
|
1.618 |
122-29 |
|
2.618 |
120-27 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-20 |
127-20 |
| PP |
127-14 |
127-14 |
| S1 |
127-09 |
127-08 |
|