ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-30 |
133-23 |
0-25 |
0.6% |
131-05 |
| High |
134-07 |
134-14 |
0-07 |
0.2% |
134-14 |
| Low |
132-24 |
133-21 |
0-29 |
0.7% |
130-12 |
| Close |
134-02 |
134-03 |
0-01 |
0.0% |
134-03 |
| Range |
1-15 |
0-25 |
-0-22 |
-46.8% |
4-02 |
| ATR |
1-31 |
1-28 |
-0-03 |
-4.3% |
0-00 |
| Volume |
285,089 |
203,681 |
-81,408 |
-28.6% |
1,013,414 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-13 |
136-01 |
134-17 |
|
| R3 |
135-20 |
135-08 |
134-10 |
|
| R2 |
134-27 |
134-27 |
134-08 |
|
| R1 |
134-15 |
134-15 |
134-05 |
134-21 |
| PP |
134-02 |
134-02 |
134-02 |
134-05 |
| S1 |
133-22 |
133-22 |
134-01 |
133-28 |
| S2 |
133-09 |
133-09 |
133-30 |
|
| S3 |
132-16 |
132-29 |
133-28 |
|
| S4 |
131-23 |
132-04 |
133-21 |
|
|
| Weekly Pivots for week ending 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
143-22 |
136-10 |
|
| R3 |
141-03 |
139-20 |
135-07 |
|
| R2 |
137-01 |
137-01 |
134-27 |
|
| R1 |
135-18 |
135-18 |
134-15 |
136-10 |
| PP |
132-31 |
132-31 |
132-31 |
133-11 |
| S1 |
131-16 |
131-16 |
133-23 |
132-08 |
| S2 |
128-29 |
128-29 |
133-11 |
|
| S3 |
124-27 |
127-14 |
132-31 |
|
| S4 |
120-25 |
123-12 |
131-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-14 |
129-22 |
4-24 |
3.5% |
1-21 |
1.2% |
93% |
True |
False |
268,158 |
| 10 |
134-14 |
129-06 |
5-08 |
3.9% |
1-18 |
1.2% |
93% |
True |
False |
269,904 |
| 20 |
134-14 |
126-03 |
8-11 |
6.2% |
2-09 |
1.7% |
96% |
True |
False |
420,328 |
| 40 |
134-14 |
122-22 |
11-24 |
8.8% |
1-29 |
1.4% |
97% |
True |
False |
342,067 |
| 60 |
134-16 |
122-22 |
11-26 |
8.8% |
1-25 |
1.3% |
97% |
False |
False |
228,250 |
| 80 |
134-16 |
122-22 |
11-26 |
8.8% |
1-19 |
1.2% |
97% |
False |
False |
171,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-24 |
|
2.618 |
136-15 |
|
1.618 |
135-22 |
|
1.000 |
135-07 |
|
0.618 |
134-29 |
|
HIGH |
134-14 |
|
0.618 |
134-04 |
|
0.500 |
134-02 |
|
0.382 |
133-31 |
|
LOW |
133-21 |
|
0.618 |
133-06 |
|
1.000 |
132-28 |
|
1.618 |
132-13 |
|
2.618 |
131-20 |
|
4.250 |
130-11 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
134-02 |
133-21 |
| PP |
134-02 |
133-07 |
| S1 |
134-02 |
132-26 |
|