ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-18 |
126-09 |
-1-09 |
-1.0% |
125-27 |
| High |
128-08 |
127-16 |
-0-24 |
-0.6% |
129-16 |
| Low |
126-06 |
125-23 |
-0-15 |
-0.4% |
125-13 |
| Close |
126-10 |
127-15 |
1-05 |
0.9% |
127-22 |
| Range |
2-02 |
1-25 |
-0-09 |
-13.6% |
4-03 |
| ATR |
1-15 |
1-15 |
0-01 |
1.6% |
0-00 |
| Volume |
117 |
79 |
-38 |
-32.5% |
271,462 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-08 |
131-20 |
128-14 |
|
| R3 |
130-15 |
129-27 |
127-31 |
|
| R2 |
128-22 |
128-22 |
127-25 |
|
| R1 |
128-02 |
128-02 |
127-20 |
128-12 |
| PP |
126-29 |
126-29 |
126-29 |
127-02 |
| S1 |
126-09 |
126-09 |
127-10 |
126-19 |
| S2 |
125-04 |
125-04 |
127-05 |
|
| S3 |
123-11 |
124-16 |
126-31 |
|
| S4 |
121-18 |
122-23 |
126-16 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
137-27 |
129-30 |
|
| R3 |
135-23 |
133-24 |
128-26 |
|
| R2 |
131-20 |
131-20 |
128-14 |
|
| R1 |
129-21 |
129-21 |
128-02 |
130-20 |
| PP |
127-17 |
127-17 |
127-17 |
128-01 |
| S1 |
125-18 |
125-18 |
127-10 |
126-18 |
| S2 |
123-14 |
123-14 |
126-30 |
|
| S3 |
119-11 |
121-15 |
126-18 |
|
| S4 |
115-08 |
117-12 |
125-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-26 |
125-23 |
3-03 |
2.4% |
1-16 |
1.2% |
57% |
False |
True |
2,250 |
| 10 |
129-16 |
124-31 |
4-17 |
3.6% |
1-16 |
1.2% |
55% |
False |
False |
123,532 |
| 20 |
132-08 |
124-31 |
7-09 |
5.7% |
1-13 |
1.1% |
34% |
False |
False |
264,096 |
| 40 |
133-01 |
124-31 |
8-02 |
6.3% |
1-14 |
1.1% |
31% |
False |
False |
268,913 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-19 |
1.3% |
26% |
False |
False |
290,412 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-22 |
1.3% |
41% |
False |
False |
313,161 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
40% |
False |
False |
250,755 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-18 |
1.2% |
40% |
False |
False |
208,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-02 |
|
2.618 |
132-05 |
|
1.618 |
130-12 |
|
1.000 |
129-09 |
|
0.618 |
128-19 |
|
HIGH |
127-16 |
|
0.618 |
126-26 |
|
0.500 |
126-20 |
|
0.382 |
126-13 |
|
LOW |
125-23 |
|
0.618 |
124-20 |
|
1.000 |
123-30 |
|
1.618 |
122-27 |
|
2.618 |
121-02 |
|
4.250 |
118-05 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-06 |
127-10 |
| PP |
126-29 |
127-05 |
| S1 |
126-20 |
127-00 |
|