ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-31 |
127-27 |
0-28 |
0.7% |
127-10 |
| High |
128-10 |
128-01 |
-0-09 |
-0.2% |
128-13 |
| Low |
126-08 |
126-26 |
0-18 |
0.4% |
126-04 |
| Close |
127-25 |
127-11 |
-0-14 |
-0.3% |
127-11 |
| Range |
2-02 |
1-07 |
-0-27 |
-40.9% |
2-09 |
| ATR |
1-15 |
1-15 |
-0-01 |
-1.3% |
0-00 |
| Volume |
352,852 |
283,969 |
-68,883 |
-19.5% |
1,647,086 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-02 |
130-13 |
128-00 |
|
| R3 |
129-27 |
129-06 |
127-22 |
|
| R2 |
128-20 |
128-20 |
127-18 |
|
| R1 |
127-31 |
127-31 |
127-15 |
127-22 |
| PP |
127-13 |
127-13 |
127-13 |
127-08 |
| S1 |
126-24 |
126-24 |
127-07 |
126-15 |
| S2 |
126-06 |
126-06 |
127-04 |
|
| S3 |
124-31 |
125-17 |
127-00 |
|
| S4 |
123-24 |
124-10 |
126-22 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-04 |
133-01 |
128-19 |
|
| R3 |
131-27 |
130-24 |
127-31 |
|
| R2 |
129-18 |
129-18 |
127-24 |
|
| R1 |
128-15 |
128-15 |
127-18 |
129-00 |
| PP |
127-09 |
127-09 |
127-09 |
127-18 |
| S1 |
126-06 |
126-06 |
127-04 |
126-24 |
| S2 |
125-00 |
125-00 |
126-30 |
|
| S3 |
122-23 |
123-29 |
126-23 |
|
| S4 |
120-14 |
121-20 |
126-03 |
|
|
| 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% |
1-19 |
1.3% |
53% |
False |
False |
329,417 |
| 10 |
128-16 |
125-27 |
2-21 |
2.1% |
1-17 |
1.2% |
56% |
False |
False |
299,877 |
| 20 |
129-16 |
125-09 |
4-07 |
3.3% |
1-14 |
1.1% |
49% |
False |
False |
309,634 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-13 |
1.1% |
26% |
False |
False |
158,100 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
22% |
False |
False |
105,411 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-12 |
1.1% |
37% |
False |
False |
79,060 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-04 |
0.9% |
37% |
False |
False |
63,248 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
0-30 |
0.7% |
37% |
False |
False |
52,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-07 |
|
2.618 |
131-07 |
|
1.618 |
130-00 |
|
1.000 |
129-08 |
|
0.618 |
128-25 |
|
HIGH |
128-01 |
|
0.618 |
127-18 |
|
0.500 |
127-14 |
|
0.382 |
127-09 |
|
LOW |
126-26 |
|
0.618 |
126-02 |
|
1.000 |
125-19 |
|
1.618 |
124-27 |
|
2.618 |
123-20 |
|
4.250 |
121-20 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-14 |
127-10 |
| PP |
127-13 |
127-09 |
| S1 |
127-12 |
127-08 |
|