ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-13 |
132-22 |
0-09 |
0.2% |
131-05 |
| High |
133-15 |
133-01 |
-0-14 |
-0.3% |
134-14 |
| Low |
131-15 |
131-22 |
0-07 |
0.2% |
130-12 |
| Close |
132-05 |
131-26 |
-0-11 |
-0.3% |
134-03 |
| Range |
2-00 |
1-11 |
-0-21 |
-32.8% |
4-02 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.9% |
0-00 |
| Volume |
282,974 |
261,161 |
-21,813 |
-7.7% |
1,013,414 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
135-11 |
132-18 |
|
| R3 |
134-28 |
134-00 |
132-06 |
|
| R2 |
133-17 |
133-17 |
132-02 |
|
| R1 |
132-21 |
132-21 |
131-30 |
132-14 |
| PP |
132-06 |
132-06 |
132-06 |
132-02 |
| S1 |
131-10 |
131-10 |
131-22 |
131-02 |
| S2 |
130-27 |
130-27 |
131-18 |
|
| S3 |
129-16 |
129-31 |
131-14 |
|
| S4 |
128-05 |
128-20 |
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 |
2.3% |
1-10 |
1.0% |
12% |
False |
False |
218,017 |
| 10 |
134-14 |
129-13 |
5-01 |
3.8% |
1-16 |
1.1% |
48% |
False |
False |
246,009 |
| 20 |
134-14 |
129-06 |
5-08 |
4.0% |
1-26 |
1.4% |
50% |
False |
False |
307,106 |
| 40 |
134-14 |
122-22 |
11-24 |
8.9% |
1-29 |
1.4% |
78% |
False |
False |
363,769 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-25 |
1.3% |
77% |
False |
False |
243,002 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-20 |
1.2% |
77% |
False |
False |
182,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-24 |
|
2.618 |
136-18 |
|
1.618 |
135-07 |
|
1.000 |
134-12 |
|
0.618 |
133-28 |
|
HIGH |
133-01 |
|
0.618 |
132-17 |
|
0.500 |
132-12 |
|
0.382 |
132-06 |
|
LOW |
131-22 |
|
0.618 |
130-27 |
|
1.000 |
130-11 |
|
1.618 |
129-16 |
|
2.618 |
128-05 |
|
4.250 |
125-31 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-12 |
132-15 |
| PP |
132-06 |
132-08 |
| S1 |
132-00 |
132-01 |
|