ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-03 |
126-20 |
-0-15 |
-0.4% |
127-16 |
| High |
127-16 |
127-29 |
0-13 |
0.3% |
128-08 |
| Low |
126-23 |
126-17 |
-0-06 |
-0.1% |
125-23 |
| Close |
127-11 |
126-31 |
-0-12 |
-0.3% |
127-11 |
| Range |
0-25 |
1-12 |
0-19 |
76.0% |
2-17 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.3% |
0-00 |
| Volume |
79 |
4,676 |
4,597 |
5,819.0% |
3,404 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-16 |
127-23 |
|
| R3 |
129-28 |
129-04 |
127-11 |
|
| R2 |
128-16 |
128-16 |
127-07 |
|
| R1 |
127-24 |
127-24 |
127-03 |
128-04 |
| PP |
127-04 |
127-04 |
127-04 |
127-10 |
| S1 |
126-12 |
126-12 |
126-27 |
126-24 |
| S2 |
125-24 |
125-24 |
126-23 |
|
| S3 |
124-12 |
125-00 |
126-19 |
|
| S4 |
123-00 |
123-20 |
126-07 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-22 |
133-18 |
128-24 |
|
| R3 |
132-05 |
131-01 |
128-01 |
|
| R2 |
129-20 |
129-20 |
127-26 |
|
| R1 |
128-16 |
128-16 |
127-18 |
127-26 |
| PP |
127-03 |
127-03 |
127-03 |
126-24 |
| S1 |
125-31 |
125-31 |
127-04 |
125-08 |
| S2 |
124-18 |
124-18 |
126-28 |
|
| S3 |
122-01 |
123-14 |
126-21 |
|
| S4 |
119-16 |
120-29 |
125-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-08 |
125-23 |
2-17 |
2.0% |
1-13 |
1.1% |
49% |
False |
False |
1,249 |
| 10 |
129-16 |
125-13 |
4-03 |
3.2% |
1-16 |
1.2% |
38% |
False |
False |
27,954 |
| 20 |
130-24 |
124-31 |
5-25 |
4.6% |
1-11 |
1.1% |
35% |
False |
False |
235,678 |
| 40 |
133-00 |
124-31 |
8-01 |
6.3% |
1-13 |
1.1% |
25% |
False |
False |
255,933 |
| 60 |
134-14 |
124-31 |
9-15 |
7.5% |
1-17 |
1.2% |
21% |
False |
False |
267,286 |
| 80 |
134-14 |
122-22 |
11-24 |
9.3% |
1-21 |
1.3% |
36% |
False |
False |
312,886 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
36% |
False |
False |
250,799 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-18 |
1.2% |
36% |
False |
False |
209,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-24 |
|
2.618 |
131-16 |
|
1.618 |
130-04 |
|
1.000 |
129-09 |
|
0.618 |
128-24 |
|
HIGH |
127-29 |
|
0.618 |
127-12 |
|
0.500 |
127-07 |
|
0.382 |
127-02 |
|
LOW |
126-17 |
|
0.618 |
125-22 |
|
1.000 |
125-05 |
|
1.618 |
124-10 |
|
2.618 |
122-30 |
|
4.250 |
120-22 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-07 |
126-29 |
| PP |
127-04 |
126-28 |
| S1 |
127-02 |
126-26 |
|