ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
128-08 |
126-11 |
-1-29 |
-1.5% |
127-30 |
| High |
128-10 |
127-07 |
-1-03 |
-0.9% |
128-26 |
| Low |
125-30 |
125-21 |
-0-09 |
-0.2% |
125-21 |
| Close |
126-05 |
126-29 |
0-24 |
0.6% |
126-29 |
| Range |
2-12 |
1-18 |
-0-26 |
-34.2% |
3-05 |
| ATR |
1-15 |
1-15 |
0-00 |
0.5% |
0-00 |
| Volume |
436,760 |
489,824 |
53,064 |
12.1% |
1,781,900 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-09 |
130-21 |
127-24 |
|
| R3 |
129-23 |
129-03 |
127-11 |
|
| R2 |
128-05 |
128-05 |
127-06 |
|
| R1 |
127-17 |
127-17 |
127-02 |
127-27 |
| PP |
126-19 |
126-19 |
126-19 |
126-24 |
| S1 |
125-31 |
125-31 |
126-24 |
126-09 |
| S2 |
125-01 |
125-01 |
126-20 |
|
| S3 |
123-15 |
124-13 |
126-15 |
|
| S4 |
121-29 |
122-27 |
126-02 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
134-29 |
128-21 |
|
| R3 |
133-14 |
131-24 |
127-25 |
|
| R2 |
130-09 |
130-09 |
127-16 |
|
| R1 |
128-19 |
128-19 |
127-06 |
127-28 |
| PP |
127-04 |
127-04 |
127-04 |
126-24 |
| S1 |
125-14 |
125-14 |
126-20 |
124-22 |
| S2 |
123-31 |
123-31 |
126-10 |
|
| S3 |
120-26 |
122-09 |
126-01 |
|
| S4 |
117-21 |
119-04 |
125-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-26 |
125-21 |
3-05 |
2.5% |
1-13 |
1.1% |
40% |
False |
True |
356,380 |
| 10 |
128-26 |
125-21 |
3-05 |
2.5% |
1-15 |
1.1% |
40% |
False |
True |
334,658 |
| 20 |
129-03 |
125-21 |
3-14 |
2.7% |
1-16 |
1.2% |
36% |
False |
True |
318,041 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-13 |
1.1% |
20% |
False |
False |
234,522 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
18% |
False |
False |
156,453 |
| 80 |
134-15 |
125-09 |
9-06 |
7.2% |
1-15 |
1.1% |
18% |
False |
False |
117,342 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-08 |
1.0% |
33% |
False |
False |
93,874 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
1-02 |
0.8% |
33% |
False |
False |
78,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-28 |
|
2.618 |
131-10 |
|
1.618 |
129-24 |
|
1.000 |
128-25 |
|
0.618 |
128-06 |
|
HIGH |
127-07 |
|
0.618 |
126-20 |
|
0.500 |
126-14 |
|
0.382 |
126-08 |
|
LOW |
125-21 |
|
0.618 |
124-22 |
|
1.000 |
124-03 |
|
1.618 |
123-04 |
|
2.618 |
121-18 |
|
4.250 |
119-00 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
127-01 |
| PP |
126-19 |
127-00 |
| S1 |
126-14 |
126-30 |
|