ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
131-05 |
132-05 |
1-00 |
0.8% |
132-18 |
| High |
132-14 |
133-07 |
0-25 |
0.6% |
132-19 |
| Low |
130-12 |
131-05 |
0-25 |
0.6% |
129-06 |
| Close |
131-30 |
133-04 |
1-06 |
0.9% |
131-05 |
| Range |
2-02 |
2-02 |
0-00 |
0.0% |
3-13 |
| ATR |
2-00 |
2-00 |
0-00 |
0.3% |
0-00 |
| Volume |
267,301 |
257,343 |
-9,958 |
-3.7% |
1,284,306 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-31 |
134-08 |
|
| R3 |
136-20 |
135-29 |
133-22 |
|
| R2 |
134-18 |
134-18 |
133-16 |
|
| R1 |
133-27 |
133-27 |
133-10 |
134-06 |
| PP |
132-16 |
132-16 |
132-16 |
132-22 |
| S1 |
131-25 |
131-25 |
132-30 |
132-04 |
| S2 |
130-14 |
130-14 |
132-24 |
|
| S3 |
128-12 |
129-23 |
132-18 |
|
| S4 |
126-10 |
127-21 |
132-00 |
|
|
| 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 |
133-07 |
129-06 |
4-01 |
3.0% |
1-19 |
1.2% |
98% |
True |
False |
265,026 |
| 10 |
133-09 |
129-06 |
4-03 |
3.1% |
1-25 |
1.3% |
96% |
False |
False |
295,757 |
| 20 |
133-29 |
124-19 |
9-10 |
7.0% |
2-11 |
1.8% |
92% |
False |
False |
435,399 |
| 40 |
133-29 |
122-22 |
11-07 |
8.4% |
1-29 |
1.4% |
93% |
False |
False |
329,982 |
| 60 |
134-16 |
122-22 |
11-26 |
8.9% |
1-25 |
1.3% |
88% |
False |
False |
220,112 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-19 |
1.2% |
88% |
False |
False |
165,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-00 |
|
2.618 |
138-20 |
|
1.618 |
136-18 |
|
1.000 |
135-09 |
|
0.618 |
134-16 |
|
HIGH |
133-07 |
|
0.618 |
132-14 |
|
0.500 |
132-06 |
|
0.382 |
131-30 |
|
LOW |
131-05 |
|
0.618 |
129-28 |
|
1.000 |
129-03 |
|
1.618 |
127-26 |
|
2.618 |
125-24 |
|
4.250 |
122-12 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-26 |
132-18 |
| PP |
132-16 |
132-00 |
| S1 |
132-06 |
131-14 |
|