ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-04 |
128-02 |
0-30 |
0.7% |
127-14 |
| High |
128-13 |
129-16 |
1-03 |
0.9% |
127-24 |
| Low |
127-04 |
127-19 |
0-15 |
0.4% |
124-31 |
| Close |
128-02 |
128-19 |
0-17 |
0.4% |
125-20 |
| Range |
1-09 |
1-29 |
0-20 |
48.8% |
2-25 |
| ATR |
1-14 |
1-15 |
0-01 |
2.4% |
0-00 |
| Volume |
34,763 |
13,319 |
-21,444 |
-61.7% |
2,665,127 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-09 |
133-11 |
129-21 |
|
| R3 |
132-12 |
131-14 |
129-04 |
|
| R2 |
130-15 |
130-15 |
128-30 |
|
| R1 |
129-17 |
129-17 |
128-25 |
130-00 |
| PP |
128-18 |
128-18 |
128-18 |
128-26 |
| S1 |
127-20 |
127-20 |
128-13 |
128-03 |
| S2 |
126-21 |
126-21 |
128-08 |
|
| S3 |
124-24 |
125-23 |
128-02 |
|
| S4 |
122-27 |
123-26 |
127-17 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-15 |
132-26 |
127-05 |
|
| R3 |
131-22 |
130-01 |
126-12 |
|
| R2 |
128-29 |
128-29 |
126-04 |
|
| R1 |
127-08 |
127-08 |
125-28 |
126-22 |
| PP |
126-04 |
126-04 |
126-04 |
125-26 |
| S1 |
124-15 |
124-15 |
125-12 |
123-29 |
| S2 |
123-11 |
123-11 |
125-04 |
|
| S3 |
120-18 |
121-22 |
124-28 |
|
| S4 |
117-25 |
118-29 |
124-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-16 |
124-31 |
4-17 |
3.5% |
1-16 |
1.2% |
80% |
True |
False |
244,813 |
| 10 |
129-16 |
124-31 |
4-17 |
3.5% |
1-12 |
1.1% |
80% |
True |
False |
366,961 |
| 20 |
133-00 |
124-31 |
8-01 |
6.2% |
1-12 |
1.1% |
45% |
False |
False |
331,501 |
| 40 |
134-14 |
124-31 |
9-15 |
7.4% |
1-13 |
1.1% |
38% |
False |
False |
296,482 |
| 60 |
134-14 |
124-19 |
9-27 |
7.7% |
1-23 |
1.3% |
41% |
False |
False |
342,788 |
| 80 |
134-14 |
122-22 |
11-24 |
9.1% |
1-21 |
1.3% |
50% |
False |
False |
313,232 |
| 100 |
134-16 |
122-22 |
11-26 |
9.2% |
1-20 |
1.3% |
50% |
False |
False |
250,660 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-17 |
1.2% |
50% |
False |
False |
208,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-19 |
|
2.618 |
134-16 |
|
1.618 |
132-19 |
|
1.000 |
131-13 |
|
0.618 |
130-22 |
|
HIGH |
129-16 |
|
0.618 |
128-25 |
|
0.500 |
128-18 |
|
0.382 |
128-10 |
|
LOW |
127-19 |
|
0.618 |
126-13 |
|
1.000 |
125-22 |
|
1.618 |
124-16 |
|
2.618 |
122-19 |
|
4.250 |
119-16 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-18 |
128-07 |
| PP |
128-18 |
127-27 |
| S1 |
128-18 |
127-14 |
|