ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-00 |
126-28 |
-0-04 |
-0.1% |
126-20 |
| High |
127-31 |
128-16 |
0-17 |
0.4% |
128-08 |
| Low |
126-27 |
126-19 |
-0-08 |
-0.2% |
125-31 |
| Close |
127-11 |
128-08 |
0-29 |
0.7% |
127-11 |
| Range |
1-04 |
1-29 |
0-25 |
69.4% |
2-09 |
| ATR |
1-15 |
1-16 |
0-01 |
2.2% |
0-00 |
| Volume |
137 |
158 |
21 |
15.3% |
7,862 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-16 |
132-25 |
129-10 |
|
| R3 |
131-19 |
130-28 |
128-25 |
|
| R2 |
129-22 |
129-22 |
128-19 |
|
| R1 |
128-31 |
128-31 |
128-14 |
129-10 |
| PP |
127-25 |
127-25 |
127-25 |
127-31 |
| S1 |
127-02 |
127-02 |
128-02 |
127-14 |
| S2 |
125-28 |
125-28 |
127-29 |
|
| S3 |
123-31 |
125-05 |
127-23 |
|
| S4 |
122-02 |
123-08 |
127-06 |
|
|
| 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 |
128-16 |
125-31 |
2-17 |
2.0% |
1-20 |
1.3% |
90% |
True |
False |
668 |
| 10 |
128-16 |
125-23 |
2-25 |
2.2% |
1-17 |
1.2% |
91% |
True |
False |
958 |
| 20 |
129-16 |
124-31 |
4-17 |
3.5% |
1-14 |
1.1% |
72% |
False |
False |
147,400 |
| 40 |
133-00 |
124-31 |
8-01 |
6.3% |
1-15 |
1.2% |
41% |
False |
False |
226,903 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-15 |
1.1% |
35% |
False |
False |
234,815 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
47% |
False |
False |
294,032 |
| 100 |
134-14 |
122-22 |
11-24 |
9.2% |
1-20 |
1.3% |
47% |
False |
False |
250,825 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-19 |
1.2% |
47% |
False |
False |
209,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-19 |
|
2.618 |
133-16 |
|
1.618 |
131-19 |
|
1.000 |
130-13 |
|
0.618 |
129-22 |
|
HIGH |
128-16 |
|
0.618 |
127-25 |
|
0.500 |
127-18 |
|
0.382 |
127-10 |
|
LOW |
126-19 |
|
0.618 |
125-13 |
|
1.000 |
124-22 |
|
1.618 |
123-16 |
|
2.618 |
121-19 |
|
4.250 |
118-16 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
127-31 |
| PP |
127-25 |
127-22 |
| S1 |
127-18 |
127-12 |
|