ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-11 |
126-24 |
0-13 |
0.3% |
127-30 |
| High |
127-07 |
127-24 |
0-17 |
0.4% |
128-26 |
| Low |
125-21 |
126-13 |
0-24 |
0.6% |
125-21 |
| Close |
126-29 |
126-20 |
-0-09 |
-0.2% |
126-29 |
| Range |
1-18 |
1-11 |
-0-07 |
-14.0% |
3-05 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.6% |
0-00 |
| Volume |
489,824 |
258,015 |
-231,809 |
-47.3% |
1,781,900 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-31 |
130-04 |
127-12 |
|
| R3 |
129-20 |
128-25 |
127-00 |
|
| R2 |
128-09 |
128-09 |
126-28 |
|
| R1 |
127-14 |
127-14 |
126-24 |
127-06 |
| PP |
126-30 |
126-30 |
126-30 |
126-26 |
| S1 |
126-03 |
126-03 |
126-16 |
125-27 |
| S2 |
125-19 |
125-19 |
126-12 |
|
| S3 |
124-08 |
124-24 |
126-08 |
|
| S4 |
122-29 |
123-13 |
125-28 |
|
|
| 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 |
128-18 |
125-21 |
2-29 |
2.3% |
1-16 |
1.2% |
33% |
False |
False |
355,608 |
| 10 |
128-26 |
125-21 |
3-05 |
2.5% |
1-15 |
1.2% |
31% |
False |
False |
332,063 |
| 20 |
128-26 |
125-21 |
3-05 |
2.5% |
1-16 |
1.2% |
31% |
False |
False |
315,970 |
| 40 |
132-13 |
125-09 |
7-04 |
5.6% |
1-13 |
1.1% |
19% |
False |
False |
240,945 |
| 60 |
133-16 |
125-09 |
8-07 |
6.5% |
1-11 |
1.1% |
16% |
False |
False |
160,753 |
| 80 |
134-15 |
125-09 |
9-06 |
7.3% |
1-15 |
1.2% |
15% |
False |
False |
120,567 |
| 100 |
134-15 |
123-04 |
11-11 |
9.0% |
1-09 |
1.0% |
31% |
False |
False |
96,455 |
| 120 |
134-15 |
123-04 |
11-11 |
9.0% |
1-02 |
0.8% |
31% |
False |
False |
80,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-15 |
|
2.618 |
131-09 |
|
1.618 |
129-30 |
|
1.000 |
129-03 |
|
0.618 |
128-19 |
|
HIGH |
127-24 |
|
0.618 |
127-08 |
|
0.500 |
127-02 |
|
0.382 |
126-29 |
|
LOW |
126-13 |
|
0.618 |
125-18 |
|
1.000 |
125-02 |
|
1.618 |
124-07 |
|
2.618 |
122-28 |
|
4.250 |
120-22 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-02 |
127-00 |
| PP |
126-30 |
126-28 |
| S1 |
126-25 |
126-24 |
|