ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
132-07 |
131-15 |
-0-24 |
-0.6% |
130-26 |
| High |
132-21 |
131-20 |
-1-01 |
-0.8% |
130-31 |
| Low |
131-13 |
130-07 |
-1-06 |
-0.9% |
129-04 |
| Close |
131-23 |
130-13 |
-1-10 |
-1.0% |
129-29 |
| Range |
1-08 |
1-13 |
0-05 |
12.5% |
1-27 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.2% |
0-00 |
| Volume |
282,777 |
277,422 |
-5,355 |
-1.9% |
1,164,534 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-31 |
134-03 |
131-06 |
|
| R3 |
133-18 |
132-22 |
130-25 |
|
| R2 |
132-05 |
132-05 |
130-21 |
|
| R1 |
131-09 |
131-09 |
130-17 |
131-00 |
| PP |
130-24 |
130-24 |
130-24 |
130-20 |
| S1 |
129-28 |
129-28 |
130-09 |
129-20 |
| S2 |
129-11 |
129-11 |
130-05 |
|
| S3 |
127-30 |
128-15 |
130-01 |
|
| S4 |
126-17 |
127-02 |
129-20 |
|
|
| 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 |
129-24 |
2-29 |
2.2% |
1-11 |
1.0% |
23% |
False |
False |
250,103 |
| 10 |
132-21 |
129-04 |
3-17 |
2.7% |
1-08 |
1.0% |
36% |
False |
False |
246,814 |
| 20 |
134-14 |
129-04 |
5-10 |
4.1% |
1-12 |
1.1% |
24% |
False |
False |
246,411 |
| 40 |
134-14 |
122-22 |
11-24 |
9.0% |
1-27 |
1.4% |
66% |
False |
False |
347,978 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-24 |
1.3% |
66% |
False |
False |
284,089 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-21 |
1.3% |
65% |
False |
False |
213,126 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-17 |
1.2% |
65% |
False |
False |
170,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-19 |
|
2.618 |
135-10 |
|
1.618 |
133-29 |
|
1.000 |
133-01 |
|
0.618 |
132-16 |
|
HIGH |
131-20 |
|
0.618 |
131-03 |
|
0.500 |
130-30 |
|
0.382 |
130-24 |
|
LOW |
130-07 |
|
0.618 |
129-11 |
|
1.000 |
128-26 |
|
1.618 |
127-30 |
|
2.618 |
126-17 |
|
4.250 |
124-08 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-30 |
131-14 |
| PP |
130-24 |
131-03 |
| S1 |
130-18 |
130-24 |
|