ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-17 |
127-00 |
0-15 |
0.4% |
126-20 |
| High |
128-08 |
127-31 |
-0-09 |
-0.2% |
128-08 |
| Low |
126-09 |
126-27 |
0-18 |
0.4% |
125-31 |
| Close |
127-24 |
127-11 |
-0-13 |
-0.3% |
127-11 |
| Range |
1-31 |
1-04 |
-0-27 |
-42.9% |
2-09 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
769 |
137 |
-632 |
-82.2% |
7,862 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-24 |
130-06 |
127-31 |
|
| R3 |
129-20 |
129-02 |
127-21 |
|
| R2 |
128-16 |
128-16 |
127-18 |
|
| R1 |
127-30 |
127-30 |
127-14 |
128-07 |
| PP |
127-12 |
127-12 |
127-12 |
127-17 |
| S1 |
126-26 |
126-26 |
127-08 |
127-03 |
| S2 |
126-08 |
126-08 |
127-04 |
|
| S3 |
125-04 |
125-22 |
127-01 |
|
| S4 |
124-00 |
124-18 |
126-23 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
132-31 |
128-19 |
|
| R3 |
131-24 |
130-22 |
127-31 |
|
| R2 |
129-15 |
129-15 |
127-24 |
|
| R1 |
128-13 |
128-13 |
127-18 |
128-30 |
| PP |
127-06 |
127-06 |
127-06 |
127-14 |
| S1 |
126-04 |
126-04 |
127-04 |
126-21 |
| S2 |
124-29 |
124-29 |
126-30 |
|
| S3 |
122-20 |
123-27 |
126-23 |
|
| S4 |
120-11 |
121-18 |
126-03 |
|
|
| 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% |
1-17 |
1.2% |
60% |
False |
False |
1,572 |
| 10 |
128-08 |
125-23 |
2-17 |
2.0% |
1-15 |
1.2% |
64% |
False |
False |
1,126 |
| 20 |
129-16 |
124-31 |
4-17 |
3.6% |
1-13 |
1.1% |
52% |
False |
False |
166,465 |
| 40 |
133-00 |
124-31 |
8-01 |
6.3% |
1-15 |
1.1% |
30% |
False |
False |
232,142 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-15 |
1.1% |
25% |
False |
False |
241,000 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
40% |
False |
False |
301,043 |
| 100 |
134-14 |
122-22 |
11-24 |
9.2% |
1-20 |
1.3% |
40% |
False |
False |
250,826 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-19 |
1.2% |
39% |
False |
False |
209,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
130-29 |
|
1.618 |
129-25 |
|
1.000 |
129-03 |
|
0.618 |
128-21 |
|
HIGH |
127-31 |
|
0.618 |
127-17 |
|
0.500 |
127-13 |
|
0.382 |
127-09 |
|
LOW |
126-27 |
|
0.618 |
126-05 |
|
1.000 |
125-23 |
|
1.618 |
125-01 |
|
2.618 |
123-29 |
|
4.250 |
122-02 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-13 |
127-10 |
| PP |
127-12 |
127-08 |
| S1 |
127-12 |
127-06 |
|