ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
129-31 |
129-21 |
-0-10 |
-0.2% |
133-03 |
| High |
130-01 |
130-23 |
0-22 |
0.5% |
133-19 |
| Low |
129-04 |
129-20 |
0-16 |
0.4% |
130-18 |
| Close |
129-23 |
130-10 |
0-19 |
0.5% |
130-23 |
| Range |
0-29 |
1-03 |
0-06 |
20.7% |
3-01 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.3% |
0-00 |
| Volume |
280,984 |
236,599 |
-44,385 |
-15.8% |
1,149,211 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-16 |
133-00 |
130-29 |
|
| R3 |
132-13 |
131-29 |
130-20 |
|
| R2 |
131-10 |
131-10 |
130-16 |
|
| R1 |
130-26 |
130-26 |
130-13 |
131-02 |
| PP |
130-07 |
130-07 |
130-07 |
130-11 |
| S1 |
129-23 |
129-23 |
130-07 |
129-31 |
| S2 |
129-04 |
129-04 |
130-04 |
|
| S3 |
128-01 |
128-20 |
130-00 |
|
| S4 |
126-30 |
127-17 |
129-23 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-24 |
132-12 |
|
| R3 |
137-22 |
135-23 |
131-18 |
|
| R2 |
134-21 |
134-21 |
131-09 |
|
| R1 |
132-22 |
132-22 |
131-00 |
132-05 |
| PP |
131-20 |
131-20 |
131-20 |
131-12 |
| S1 |
129-21 |
129-21 |
130-14 |
129-04 |
| S2 |
128-19 |
128-19 |
130-05 |
|
| S3 |
125-18 |
126-20 |
129-28 |
|
| S4 |
122-17 |
123-19 |
129-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-02 |
129-04 |
2-30 |
2.3% |
1-05 |
0.9% |
40% |
False |
False |
243,525 |
| 10 |
134-14 |
129-04 |
5-10 |
4.1% |
1-07 |
0.9% |
22% |
False |
False |
230,771 |
| 20 |
134-14 |
129-04 |
5-10 |
4.1% |
1-14 |
1.1% |
22% |
False |
False |
258,716 |
| 40 |
134-14 |
122-22 |
11-24 |
9.0% |
1-27 |
1.4% |
65% |
False |
False |
369,943 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-23 |
1.3% |
65% |
False |
False |
263,283 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-21 |
1.3% |
65% |
False |
False |
197,495 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-15 |
1.1% |
65% |
False |
False |
157,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-12 |
|
2.618 |
133-19 |
|
1.618 |
132-16 |
|
1.000 |
131-26 |
|
0.618 |
131-13 |
|
HIGH |
130-23 |
|
0.618 |
130-10 |
|
0.500 |
130-06 |
|
0.382 |
130-01 |
|
LOW |
129-20 |
|
0.618 |
128-30 |
|
1.000 |
128-17 |
|
1.618 |
127-27 |
|
2.618 |
126-24 |
|
4.250 |
124-31 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-08 |
130-06 |
| PP |
130-07 |
130-02 |
| S1 |
130-06 |
129-30 |
|