ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
129-31 |
132-18 |
2-19 |
2.0% |
130-16 |
| High |
131-04 |
132-25 |
1-21 |
1.3% |
131-01 |
| Low |
129-31 |
132-12 |
2-13 |
1.9% |
129-09 |
| Close |
130-29 |
132-18 |
1-21 |
1.3% |
130-04 |
| Range |
1-05 |
0-13 |
-0-24 |
-64.9% |
1-24 |
| ATR |
1-08 |
1-10 |
0-01 |
3.5% |
0-00 |
| Volume |
26 |
363 |
337 |
1,296.2% |
516 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-25 |
133-19 |
132-25 |
|
| R3 |
133-12 |
133-06 |
132-22 |
|
| R2 |
132-31 |
132-31 |
132-20 |
|
| R1 |
132-25 |
132-25 |
132-19 |
132-24 |
| PP |
132-18 |
132-18 |
132-18 |
132-18 |
| S1 |
132-12 |
132-12 |
132-17 |
132-12 |
| S2 |
132-05 |
132-05 |
132-16 |
|
| S3 |
131-24 |
131-31 |
132-14 |
|
| S4 |
131-11 |
131-18 |
132-11 |
|
|
| 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 |
132-25 |
129-09 |
3-16 |
2.6% |
0-28 |
0.7% |
94% |
True |
False |
165 |
| 10 |
133-16 |
129-09 |
4-07 |
3.2% |
1-02 |
0.8% |
78% |
False |
False |
100 |
| 20 |
134-15 |
129-09 |
5-06 |
3.9% |
1-02 |
0.8% |
63% |
False |
False |
56 |
| 40 |
134-15 |
123-04 |
11-11 |
8.6% |
1-12 |
1.0% |
83% |
False |
False |
32 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-00 |
0.8% |
83% |
False |
False |
21 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-24 |
0.6% |
83% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
133-27 |
|
1.618 |
133-14 |
|
1.000 |
133-06 |
|
0.618 |
133-01 |
|
HIGH |
132-25 |
|
0.618 |
132-20 |
|
0.500 |
132-18 |
|
0.382 |
132-17 |
|
LOW |
132-12 |
|
0.618 |
132-04 |
|
1.000 |
131-31 |
|
1.618 |
131-23 |
|
2.618 |
131-10 |
|
4.250 |
130-21 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-18 |
132-05 |
| PP |
132-18 |
131-24 |
| S1 |
132-18 |
131-12 |
|