ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
130-31 |
132-07 |
1-08 |
1.0% |
130-26 |
| High |
132-20 |
132-21 |
0-01 |
0.0% |
130-31 |
| Low |
130-30 |
131-13 |
0-15 |
0.4% |
129-04 |
| Close |
132-12 |
131-23 |
-0-21 |
-0.5% |
129-29 |
| Range |
1-22 |
1-08 |
-0-14 |
-25.9% |
1-27 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
312,908 |
282,777 |
-30,131 |
-9.6% |
1,164,534 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-22 |
134-30 |
132-13 |
|
| R3 |
134-14 |
133-22 |
132-02 |
|
| R2 |
133-06 |
133-06 |
131-30 |
|
| R1 |
132-14 |
132-14 |
131-27 |
132-06 |
| PP |
131-30 |
131-30 |
131-30 |
131-26 |
| S1 |
131-06 |
131-06 |
131-19 |
130-30 |
| S2 |
130-22 |
130-22 |
131-16 |
|
| S3 |
129-14 |
129-30 |
131-12 |
|
| S4 |
128-06 |
128-22 |
131-01 |
|
|
| 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 |
132-21 |
129-20 |
3-01 |
2.3% |
1-09 |
1.0% |
69% |
True |
False |
241,938 |
| 10 |
133-01 |
129-04 |
3-29 |
3.0% |
1-08 |
0.9% |
66% |
False |
False |
245,188 |
| 20 |
134-14 |
129-04 |
5-10 |
4.0% |
1-11 |
1.0% |
49% |
False |
False |
244,551 |
| 40 |
134-14 |
122-22 |
11-24 |
8.9% |
1-27 |
1.4% |
77% |
False |
False |
350,691 |
| 60 |
134-14 |
122-22 |
11-24 |
8.9% |
1-24 |
1.3% |
77% |
False |
False |
279,477 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-21 |
1.3% |
76% |
False |
False |
209,659 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-16 |
1.1% |
76% |
False |
False |
167,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-31 |
|
2.618 |
135-30 |
|
1.618 |
134-22 |
|
1.000 |
133-29 |
|
0.618 |
133-14 |
|
HIGH |
132-21 |
|
0.618 |
132-06 |
|
0.500 |
132-01 |
|
0.382 |
131-28 |
|
LOW |
131-13 |
|
0.618 |
130-20 |
|
1.000 |
130-05 |
|
1.618 |
129-12 |
|
2.618 |
128-04 |
|
4.250 |
126-03 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-01 |
131-18 |
| PP |
131-30 |
131-13 |
| S1 |
131-26 |
131-08 |
|