ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-16 |
126-17 |
0-01 |
0.0% |
127-16 |
| High |
127-04 |
128-08 |
1-04 |
0.9% |
128-08 |
| Low |
126-05 |
126-09 |
0-04 |
0.1% |
125-23 |
| Close |
126-30 |
127-24 |
0-26 |
0.6% |
127-11 |
| Range |
0-31 |
1-31 |
1-00 |
103.2% |
2-17 |
| ATR |
1-14 |
1-16 |
0-01 |
2.5% |
0-00 |
| Volume |
2,105 |
769 |
-1,336 |
-63.5% |
3,404 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-11 |
132-16 |
128-27 |
|
| R3 |
131-12 |
130-17 |
128-09 |
|
| R2 |
129-13 |
129-13 |
128-04 |
|
| R1 |
128-18 |
128-18 |
127-30 |
129-00 |
| PP |
127-14 |
127-14 |
127-14 |
127-20 |
| S1 |
126-19 |
126-19 |
127-18 |
127-00 |
| S2 |
125-15 |
125-15 |
127-12 |
|
| S3 |
123-16 |
124-20 |
127-07 |
|
| S4 |
121-17 |
122-21 |
126-21 |
|
|
| 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 |
125-31 |
2-09 |
1.8% |
1-15 |
1.1% |
78% |
True |
False |
1,560 |
| 10 |
128-26 |
125-23 |
3-03 |
2.4% |
1-15 |
1.2% |
66% |
False |
False |
1,905 |
| 20 |
129-16 |
124-31 |
4-17 |
3.5% |
1-14 |
1.1% |
61% |
False |
False |
184,433 |
| 40 |
133-00 |
124-31 |
8-01 |
6.3% |
1-15 |
1.1% |
35% |
False |
False |
238,054 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-16 |
1.2% |
29% |
False |
False |
247,265 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
43% |
False |
False |
309,269 |
| 100 |
134-14 |
122-22 |
11-24 |
9.2% |
1-20 |
1.3% |
43% |
False |
False |
250,826 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-19 |
1.2% |
43% |
False |
False |
209,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-20 |
|
2.618 |
133-13 |
|
1.618 |
131-14 |
|
1.000 |
130-07 |
|
0.618 |
129-15 |
|
HIGH |
128-08 |
|
0.618 |
127-16 |
|
0.500 |
127-08 |
|
0.382 |
127-01 |
|
LOW |
126-09 |
|
0.618 |
125-02 |
|
1.000 |
124-10 |
|
1.618 |
123-03 |
|
2.618 |
121-04 |
|
4.250 |
117-29 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-19 |
127-17 |
| PP |
127-14 |
127-10 |
| S1 |
127-08 |
127-04 |
|