ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-05 |
132-30 |
0-25 |
0.6% |
132-18 |
| High |
133-07 |
134-07 |
1-00 |
0.8% |
132-19 |
| Low |
131-05 |
132-24 |
1-19 |
1.2% |
129-06 |
| Close |
133-04 |
134-02 |
0-30 |
0.7% |
131-05 |
| Range |
2-02 |
1-15 |
-0-19 |
-28.8% |
3-13 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.9% |
0-00 |
| Volume |
257,343 |
285,089 |
27,746 |
10.8% |
1,284,306 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-03 |
137-17 |
134-28 |
|
| R3 |
136-20 |
136-02 |
134-15 |
|
| R2 |
135-05 |
135-05 |
134-11 |
|
| R1 |
134-19 |
134-19 |
134-06 |
134-28 |
| PP |
133-22 |
133-22 |
133-22 |
133-26 |
| S1 |
133-04 |
133-04 |
133-30 |
133-13 |
| S2 |
132-07 |
132-07 |
133-25 |
|
| S3 |
130-24 |
131-21 |
133-21 |
|
| S4 |
129-09 |
130-06 |
133-08 |
|
|
| 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 |
134-07 |
129-13 |
4-26 |
3.6% |
1-22 |
1.2% |
97% |
True |
False |
274,001 |
| 10 |
134-07 |
129-06 |
5-01 |
3.8% |
1-22 |
1.2% |
97% |
True |
False |
286,660 |
| 20 |
134-07 |
124-19 |
9-20 |
7.2% |
2-11 |
1.7% |
98% |
True |
False |
429,185 |
| 40 |
134-07 |
122-22 |
11-17 |
8.6% |
1-30 |
1.4% |
99% |
True |
False |
337,033 |
| 60 |
134-16 |
122-22 |
11-26 |
8.8% |
1-25 |
1.3% |
96% |
False |
False |
224,863 |
| 80 |
134-16 |
122-22 |
11-26 |
8.8% |
1-20 |
1.2% |
96% |
False |
False |
168,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-15 |
|
2.618 |
138-02 |
|
1.618 |
136-19 |
|
1.000 |
135-22 |
|
0.618 |
135-04 |
|
HIGH |
134-07 |
|
0.618 |
133-21 |
|
0.500 |
133-16 |
|
0.382 |
133-10 |
|
LOW |
132-24 |
|
0.618 |
131-27 |
|
1.000 |
131-09 |
|
1.618 |
130-12 |
|
2.618 |
128-29 |
|
4.250 |
126-16 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
133-28 |
133-15 |
| PP |
133-22 |
132-28 |
| S1 |
133-16 |
132-10 |
|