ECBOT 30 Year Treasury Bond Future June 2023
Trading Metrics calculated at close of trading on 03-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
130-09 |
131-05 |
0-28 |
0.7% |
132-18 |
High |
131-17 |
132-14 |
0-29 |
0.7% |
132-19 |
Low |
129-22 |
130-12 |
0-22 |
0.5% |
129-06 |
Close |
131-05 |
131-30 |
0-25 |
0.6% |
131-05 |
Range |
1-27 |
2-02 |
0-07 |
11.9% |
3-13 |
ATR |
1-31 |
2-00 |
0-00 |
0.3% |
0-00 |
Volume |
327,380 |
267,301 |
-60,079 |
-18.4% |
1,284,306 |
|
Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-25 |
136-29 |
133-02 |
|
R3 |
135-23 |
134-27 |
132-16 |
|
R2 |
133-21 |
133-21 |
132-10 |
|
R1 |
132-25 |
132-25 |
132-04 |
133-07 |
PP |
131-19 |
131-19 |
131-19 |
131-26 |
S1 |
130-23 |
130-23 |
131-24 |
131-05 |
S2 |
129-17 |
129-17 |
131-18 |
|
S3 |
127-15 |
128-21 |
131-12 |
|
S4 |
125-13 |
126-19 |
130-26 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-06 |
139-19 |
133-01 |
|
R3 |
137-25 |
136-06 |
132-03 |
|
R2 |
134-12 |
134-12 |
131-25 |
|
R1 |
132-25 |
132-25 |
131-15 |
131-28 |
PP |
130-31 |
130-31 |
130-31 |
130-17 |
S1 |
129-12 |
129-12 |
130-27 |
128-15 |
S2 |
127-18 |
127-18 |
130-17 |
|
S3 |
124-05 |
125-31 |
130-07 |
|
S4 |
120-24 |
122-18 |
129-09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-14 |
129-06 |
3-08 |
2.5% |
1-12 |
1.0% |
85% |
True |
False |
260,104 |
10 |
133-09 |
129-06 |
4-03 |
3.1% |
1-25 |
1.4% |
67% |
False |
False |
303,153 |
20 |
133-29 |
124-16 |
9-13 |
7.1% |
2-10 |
1.7% |
79% |
False |
False |
440,231 |
40 |
133-29 |
122-22 |
11-07 |
8.5% |
1-29 |
1.4% |
82% |
False |
False |
323,564 |
60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-25 |
1.4% |
78% |
False |
False |
215,823 |
80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-19 |
1.2% |
78% |
False |
False |
161,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-06 |
2.618 |
137-27 |
1.618 |
135-25 |
1.000 |
134-16 |
0.618 |
133-23 |
HIGH |
132-14 |
0.618 |
131-21 |
0.500 |
131-13 |
0.382 |
131-05 |
LOW |
130-12 |
0.618 |
129-03 |
1.000 |
128-10 |
1.618 |
127-01 |
2.618 |
124-31 |
4.250 |
121-20 |
|
|
Fisher Pivots for day following 03-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
131-24 |
131-19 |
PP |
131-19 |
131-08 |
S1 |
131-13 |
130-30 |
|