ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
128-00 |
127-18 |
-0-14 |
-0.3% |
127-12 |
| High |
128-18 |
128-13 |
-0-05 |
-0.1% |
128-20 |
| Low |
127-12 |
127-14 |
0-02 |
0.0% |
126-12 |
| Close |
127-18 |
128-08 |
0-22 |
0.5% |
127-29 |
| Range |
1-06 |
0-31 |
-0-07 |
-18.4% |
2-08 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.3% |
0-00 |
| Volume |
303,061 |
290,382 |
-12,679 |
-4.2% |
1,280,719 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-30 |
130-18 |
128-25 |
|
| R3 |
129-31 |
129-19 |
128-17 |
|
| R2 |
129-00 |
129-00 |
128-14 |
|
| R1 |
128-20 |
128-20 |
128-11 |
128-26 |
| PP |
128-01 |
128-01 |
128-01 |
128-04 |
| S1 |
127-21 |
127-21 |
128-05 |
127-27 |
| S2 |
127-02 |
127-02 |
128-02 |
|
| S3 |
126-03 |
126-22 |
127-31 |
|
| S4 |
125-04 |
125-23 |
127-23 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
133-13 |
129-05 |
|
| R3 |
132-04 |
131-05 |
128-17 |
|
| R2 |
129-28 |
129-28 |
128-10 |
|
| R1 |
128-29 |
128-29 |
128-04 |
129-12 |
| PP |
127-20 |
127-20 |
127-20 |
127-28 |
| S1 |
126-21 |
126-21 |
127-22 |
127-04 |
| S2 |
125-12 |
125-12 |
127-16 |
|
| S3 |
123-04 |
124-13 |
127-09 |
|
| S4 |
120-28 |
122-05 |
126-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-26 |
126-27 |
1-31 |
1.5% |
1-08 |
1.0% |
71% |
False |
False |
295,750 |
| 10 |
128-26 |
126-07 |
2-19 |
2.0% |
1-12 |
1.1% |
78% |
False |
False |
310,279 |
| 20 |
129-16 |
125-27 |
3-21 |
2.9% |
1-14 |
1.1% |
66% |
False |
False |
314,520 |
| 40 |
133-08 |
125-09 |
7-31 |
6.2% |
1-13 |
1.1% |
37% |
False |
False |
211,441 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
32% |
False |
False |
141,011 |
| 80 |
134-15 |
125-07 |
9-08 |
7.2% |
1-14 |
1.1% |
33% |
False |
False |
105,760 |
| 100 |
134-15 |
123-04 |
11-11 |
8.8% |
1-07 |
0.9% |
45% |
False |
False |
84,609 |
| 120 |
134-15 |
123-04 |
11-11 |
8.8% |
1-01 |
0.8% |
45% |
False |
False |
70,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-17 |
|
2.618 |
130-30 |
|
1.618 |
129-31 |
|
1.000 |
129-12 |
|
0.618 |
129-00 |
|
HIGH |
128-13 |
|
0.618 |
128-01 |
|
0.500 |
127-30 |
|
0.382 |
127-26 |
|
LOW |
127-14 |
|
0.618 |
126-27 |
|
1.000 |
126-15 |
|
1.618 |
125-28 |
|
2.618 |
124-29 |
|
4.250 |
123-10 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-04 |
128-06 |
| PP |
128-01 |
128-05 |
| S1 |
127-30 |
128-03 |
|