ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
129-21 |
130-14 |
0-25 |
0.6% |
130-26 |
| High |
130-23 |
130-30 |
0-07 |
0.2% |
130-31 |
| Low |
129-20 |
129-24 |
0-04 |
0.1% |
129-04 |
| Close |
130-10 |
129-29 |
-0-13 |
-0.3% |
129-29 |
| Range |
1-03 |
1-06 |
0-03 |
8.6% |
1-27 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.8% |
0-00 |
| Volume |
236,599 |
209,712 |
-26,887 |
-11.4% |
1,164,534 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
133-01 |
130-18 |
|
| R3 |
132-18 |
131-27 |
130-07 |
|
| R2 |
131-12 |
131-12 |
130-04 |
|
| R1 |
130-21 |
130-21 |
130-00 |
130-14 |
| PP |
130-06 |
130-06 |
130-06 |
130-03 |
| S1 |
129-15 |
129-15 |
129-26 |
129-08 |
| S2 |
129-00 |
129-00 |
129-22 |
|
| S3 |
127-26 |
128-09 |
129-19 |
|
| S4 |
126-20 |
127-03 |
129-08 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
134-18 |
130-29 |
|
| R3 |
133-22 |
132-23 |
130-13 |
|
| R2 |
131-27 |
131-27 |
130-08 |
|
| R1 |
130-28 |
130-28 |
130-02 |
130-14 |
| PP |
130-00 |
130-00 |
130-00 |
129-25 |
| S1 |
129-01 |
129-01 |
129-24 |
128-19 |
| S2 |
128-05 |
128-05 |
129-18 |
|
| S3 |
126-10 |
127-06 |
129-13 |
|
| S4 |
124-15 |
125-11 |
128-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-31 |
129-04 |
1-27 |
1.4% |
1-03 |
0.8% |
42% |
False |
False |
232,906 |
| 10 |
133-19 |
129-04 |
4-15 |
3.4% |
1-09 |
1.0% |
17% |
False |
False |
231,374 |
| 20 |
134-14 |
129-04 |
5-10 |
4.1% |
1-13 |
1.1% |
15% |
False |
False |
250,639 |
| 40 |
134-14 |
122-22 |
11-24 |
9.0% |
1-27 |
1.4% |
61% |
False |
False |
361,162 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-23 |
1.3% |
61% |
False |
False |
266,773 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-21 |
1.3% |
61% |
False |
False |
200,116 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-15 |
1.1% |
61% |
False |
False |
160,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-00 |
|
2.618 |
134-01 |
|
1.618 |
132-27 |
|
1.000 |
132-04 |
|
0.618 |
131-21 |
|
HIGH |
130-30 |
|
0.618 |
130-15 |
|
0.500 |
130-11 |
|
0.382 |
130-07 |
|
LOW |
129-24 |
|
0.618 |
129-01 |
|
1.000 |
128-18 |
|
1.618 |
127-27 |
|
2.618 |
126-21 |
|
4.250 |
124-22 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-11 |
130-01 |
| PP |
130-06 |
130-00 |
| S1 |
130-02 |
129-30 |
|