ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
131-10 |
130-20 |
-0-22 |
-0.5% |
129-31 |
| High |
131-10 |
132-10 |
1-00 |
0.8% |
132-27 |
| Low |
130-15 |
130-10 |
-0-05 |
-0.1% |
129-31 |
| Close |
130-19 |
131-29 |
1-10 |
1.0% |
131-29 |
| Range |
0-27 |
2-00 |
1-05 |
137.0% |
2-28 |
| ATR |
1-10 |
1-11 |
0-02 |
3.8% |
0-00 |
| Volume |
81 |
332 |
251 |
309.9% |
988 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-16 |
136-23 |
133-00 |
|
| R3 |
135-16 |
134-23 |
132-15 |
|
| R2 |
133-16 |
133-16 |
132-09 |
|
| R1 |
132-23 |
132-23 |
132-03 |
133-04 |
| PP |
131-16 |
131-16 |
131-16 |
131-23 |
| S1 |
130-23 |
130-23 |
131-23 |
131-04 |
| S2 |
129-16 |
129-16 |
131-17 |
|
| S3 |
127-16 |
128-23 |
131-11 |
|
| S4 |
125-16 |
126-23 |
130-26 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
138-30 |
133-16 |
|
| R3 |
137-10 |
136-02 |
132-22 |
|
| R2 |
134-14 |
134-14 |
132-14 |
|
| R1 |
133-06 |
133-06 |
132-05 |
133-26 |
| PP |
131-18 |
131-18 |
131-18 |
131-28 |
| S1 |
130-10 |
130-10 |
131-21 |
130-30 |
| S2 |
128-22 |
128-22 |
131-12 |
|
| S3 |
125-26 |
127-14 |
131-04 |
|
| S4 |
122-30 |
124-18 |
130-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-27 |
129-31 |
2-28 |
2.2% |
1-04 |
0.8% |
67% |
False |
False |
197 |
| 10 |
132-27 |
129-09 |
3-18 |
2.7% |
1-02 |
0.8% |
74% |
False |
False |
150 |
| 20 |
134-15 |
129-09 |
5-06 |
3.9% |
1-04 |
0.9% |
51% |
False |
False |
84 |
| 40 |
134-15 |
124-25 |
9-22 |
7.3% |
1-14 |
1.1% |
74% |
False |
False |
46 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-02 |
0.8% |
77% |
False |
False |
31 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-26 |
0.6% |
77% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-26 |
|
2.618 |
137-18 |
|
1.618 |
135-18 |
|
1.000 |
134-10 |
|
0.618 |
133-18 |
|
HIGH |
132-10 |
|
0.618 |
131-18 |
|
0.500 |
131-10 |
|
0.382 |
131-02 |
|
LOW |
130-10 |
|
0.618 |
129-02 |
|
1.000 |
128-10 |
|
1.618 |
127-02 |
|
2.618 |
125-02 |
|
4.250 |
121-26 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-23 |
131-26 |
| PP |
131-16 |
131-22 |
| S1 |
131-10 |
131-18 |
|