ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
130-16 |
131-00 |
0-16 |
0.4% |
130-16 |
| High |
130-26 |
131-01 |
0-07 |
0.2% |
131-01 |
| Low |
129-26 |
129-30 |
0-04 |
0.1% |
129-09 |
| Close |
130-15 |
130-04 |
-0-11 |
-0.3% |
130-04 |
| Range |
1-00 |
1-03 |
0-03 |
9.4% |
1-24 |
| ATR |
1-09 |
1-09 |
0-00 |
-1.1% |
0-00 |
| Volume |
313 |
67 |
-246 |
-78.6% |
516 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-21 |
132-31 |
130-23 |
|
| R3 |
132-18 |
131-28 |
130-14 |
|
| R2 |
131-15 |
131-15 |
130-10 |
|
| R1 |
130-25 |
130-25 |
130-07 |
130-18 |
| PP |
130-12 |
130-12 |
130-12 |
130-08 |
| S1 |
129-22 |
129-22 |
130-01 |
129-16 |
| S2 |
129-09 |
129-09 |
129-30 |
|
| S3 |
128-06 |
128-19 |
129-26 |
|
| S4 |
127-03 |
127-16 |
129-17 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-13 |
134-16 |
131-03 |
|
| R3 |
133-21 |
132-24 |
130-19 |
|
| R2 |
131-29 |
131-29 |
130-14 |
|
| R1 |
131-00 |
131-00 |
130-09 |
130-18 |
| PP |
130-05 |
130-05 |
130-05 |
129-30 |
| S1 |
129-08 |
129-08 |
129-31 |
128-26 |
| S2 |
128-13 |
128-13 |
129-26 |
|
| S3 |
126-21 |
127-16 |
129-21 |
|
| S4 |
124-29 |
125-24 |
129-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-01 |
129-09 |
1-24 |
1.3% |
0-31 |
0.8% |
48% |
True |
False |
103 |
| 10 |
133-16 |
129-09 |
4-07 |
3.2% |
1-03 |
0.8% |
20% |
False |
False |
64 |
| 20 |
134-15 |
129-09 |
5-06 |
4.0% |
1-04 |
0.9% |
16% |
False |
False |
37 |
| 40 |
134-15 |
123-04 |
11-11 |
8.7% |
1-11 |
1.0% |
62% |
False |
False |
22 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
0-31 |
0.7% |
62% |
False |
False |
15 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-24 |
0.6% |
62% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-22 |
|
2.618 |
133-29 |
|
1.618 |
132-26 |
|
1.000 |
132-04 |
|
0.618 |
131-23 |
|
HIGH |
131-01 |
|
0.618 |
130-20 |
|
0.500 |
130-16 |
|
0.382 |
130-11 |
|
LOW |
129-30 |
|
0.618 |
129-08 |
|
1.000 |
128-27 |
|
1.618 |
128-05 |
|
2.618 |
127-02 |
|
4.250 |
125-09 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-16 |
130-05 |
| PP |
130-12 |
130-05 |
| S1 |
130-08 |
130-04 |
|