ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
128-02 |
128-04 |
0-02 |
0.0% |
127-10 |
| High |
128-09 |
128-10 |
0-01 |
0.0% |
128-13 |
| Low |
127-01 |
126-27 |
-0-06 |
-0.1% |
126-04 |
| Close |
128-05 |
127-00 |
-1-05 |
-0.9% |
127-11 |
| Range |
1-08 |
1-15 |
0-07 |
17.5% |
2-09 |
| ATR |
1-15 |
1-15 |
0-00 |
0.0% |
0-00 |
| Volume |
308,858 |
286,811 |
-22,047 |
-7.1% |
1,647,086 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-25 |
130-28 |
127-26 |
|
| R3 |
130-10 |
129-13 |
127-13 |
|
| R2 |
128-27 |
128-27 |
127-09 |
|
| R1 |
127-30 |
127-30 |
127-04 |
127-21 |
| PP |
127-12 |
127-12 |
127-12 |
127-08 |
| S1 |
126-15 |
126-15 |
126-28 |
126-06 |
| S2 |
125-29 |
125-29 |
126-23 |
|
| S3 |
124-14 |
125-00 |
126-19 |
|
| S4 |
122-31 |
123-17 |
126-06 |
|
|
| 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 |
128-11 |
126-08 |
2-03 |
1.6% |
1-19 |
1.3% |
36% |
False |
False |
316,183 |
| 10 |
128-13 |
125-27 |
2-18 |
2.0% |
1-17 |
1.2% |
45% |
False |
False |
314,059 |
| 20 |
129-16 |
125-09 |
4-07 |
3.3% |
1-16 |
1.2% |
41% |
False |
False |
330,281 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-14 |
1.1% |
22% |
False |
False |
181,691 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
19% |
False |
False |
121,146 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-13 |
1.1% |
34% |
False |
False |
90,861 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-06 |
0.9% |
34% |
False |
False |
72,689 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
1-00 |
0.8% |
34% |
False |
False |
60,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-18 |
|
2.618 |
132-05 |
|
1.618 |
130-22 |
|
1.000 |
129-25 |
|
0.618 |
129-07 |
|
HIGH |
128-10 |
|
0.618 |
127-24 |
|
0.500 |
127-18 |
|
0.382 |
127-13 |
|
LOW |
126-27 |
|
0.618 |
125-30 |
|
1.000 |
125-12 |
|
1.618 |
124-15 |
|
2.618 |
123-00 |
|
4.250 |
120-19 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-18 |
127-12 |
| PP |
127-12 |
127-08 |
| S1 |
127-06 |
127-04 |
|