ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
132-13 |
-0-05 |
-0.1% |
131-05 |
| High |
133-00 |
133-15 |
0-15 |
0.4% |
134-14 |
| Low |
132-01 |
131-15 |
-0-18 |
-0.4% |
130-12 |
| Close |
132-12 |
132-05 |
-0-07 |
-0.2% |
134-03 |
| Range |
0-31 |
2-00 |
1-01 |
106.5% |
4-02 |
| ATR |
1-26 |
1-26 |
0-00 |
0.7% |
0-00 |
| Volume |
187,337 |
282,974 |
95,637 |
51.1% |
1,013,414 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-12 |
137-08 |
133-08 |
|
| R3 |
136-12 |
135-08 |
132-23 |
|
| R2 |
134-12 |
134-12 |
132-17 |
|
| R1 |
133-08 |
133-08 |
132-11 |
132-26 |
| PP |
132-12 |
132-12 |
132-12 |
132-04 |
| S1 |
131-08 |
131-08 |
131-31 |
130-26 |
| S2 |
130-12 |
130-12 |
131-25 |
|
| S3 |
128-12 |
129-08 |
131-19 |
|
| S4 |
126-12 |
127-08 |
131-02 |
|
|
| 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 |
131-15 |
2-31 |
2.2% |
1-10 |
1.0% |
23% |
False |
True |
222,803 |
| 10 |
134-14 |
129-06 |
5-08 |
4.0% |
1-15 |
1.1% |
57% |
False |
False |
243,915 |
| 20 |
134-14 |
129-01 |
5-13 |
4.1% |
1-31 |
1.5% |
58% |
False |
False |
333,411 |
| 40 |
134-14 |
122-22 |
11-24 |
8.9% |
1-30 |
1.5% |
81% |
False |
False |
357,408 |
| 60 |
134-16 |
122-22 |
11-26 |
8.9% |
1-25 |
1.3% |
80% |
False |
False |
238,650 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-20 |
1.2% |
80% |
False |
False |
179,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-31 |
|
2.618 |
138-23 |
|
1.618 |
136-23 |
|
1.000 |
135-15 |
|
0.618 |
134-23 |
|
HIGH |
133-15 |
|
0.618 |
132-23 |
|
0.500 |
132-15 |
|
0.382 |
132-07 |
|
LOW |
131-15 |
|
0.618 |
130-07 |
|
1.000 |
129-15 |
|
1.618 |
128-07 |
|
2.618 |
126-07 |
|
4.250 |
122-31 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-15 |
132-17 |
| PP |
132-12 |
132-13 |
| S1 |
132-08 |
132-09 |
|