ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 10-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
133-23 |
133-03 |
-0-20 |
-0.5% |
131-05 |
| High |
134-14 |
133-19 |
-0-27 |
-0.6% |
134-14 |
| Low |
133-21 |
132-06 |
-1-15 |
-1.1% |
130-12 |
| Close |
134-03 |
132-18 |
-1-17 |
-1.1% |
134-03 |
| Range |
0-25 |
1-13 |
0-20 |
80.0% |
4-02 |
| ATR |
1-28 |
1-28 |
0-00 |
0.1% |
0-00 |
| Volume |
203,681 |
154,935 |
-48,746 |
-23.9% |
1,013,414 |
|
| Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-00 |
136-06 |
133-11 |
|
| R3 |
135-19 |
134-25 |
132-30 |
|
| R2 |
134-06 |
134-06 |
132-26 |
|
| R1 |
133-12 |
133-12 |
132-22 |
133-02 |
| PP |
132-25 |
132-25 |
132-25 |
132-20 |
| S1 |
131-31 |
131-31 |
132-14 |
131-22 |
| S2 |
131-12 |
131-12 |
132-10 |
|
| S3 |
129-31 |
130-18 |
132-06 |
|
| S4 |
128-18 |
129-05 |
131-25 |
|
|
| Weekly Pivots for week ending 07-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 |
130-12 |
4-02 |
3.1% |
1-18 |
1.2% |
54% |
False |
False |
233,669 |
| 10 |
134-14 |
129-06 |
5-08 |
4.0% |
1-16 |
1.1% |
64% |
False |
False |
245,265 |
| 20 |
134-14 |
128-07 |
6-07 |
4.7% |
2-06 |
1.7% |
70% |
False |
False |
392,248 |
| 40 |
134-14 |
122-22 |
11-24 |
8.9% |
1-29 |
1.4% |
84% |
False |
False |
345,859 |
| 60 |
134-16 |
122-22 |
11-26 |
8.9% |
1-25 |
1.3% |
84% |
False |
False |
230,819 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-19 |
1.2% |
84% |
False |
False |
173,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-18 |
|
2.618 |
137-09 |
|
1.618 |
135-28 |
|
1.000 |
135-00 |
|
0.618 |
134-15 |
|
HIGH |
133-19 |
|
0.618 |
133-02 |
|
0.500 |
132-28 |
|
0.382 |
132-23 |
|
LOW |
132-06 |
|
0.618 |
131-10 |
|
1.000 |
130-25 |
|
1.618 |
129-29 |
|
2.618 |
128-16 |
|
4.250 |
126-07 |
|
|
| Fisher Pivots for day following 10-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-28 |
133-10 |
| PP |
132-25 |
133-02 |
| S1 |
132-22 |
132-26 |
|