ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
129-02 |
127-26 |
-1-08 |
-1.0% |
126-05 |
| High |
129-03 |
128-08 |
-0-27 |
-0.7% |
129-16 |
| Low |
127-26 |
126-25 |
-1-01 |
-0.8% |
125-22 |
| Close |
127-30 |
127-29 |
-0-01 |
0.0% |
127-30 |
| Range |
1-09 |
1-15 |
0-06 |
14.6% |
3-26 |
| ATR |
1-12 |
1-12 |
0-00 |
0.5% |
0-00 |
| Volume |
299,441 |
287,419 |
-12,022 |
-4.0% |
1,559,805 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-02 |
131-14 |
128-23 |
|
| R3 |
130-19 |
129-31 |
128-10 |
|
| R2 |
129-04 |
129-04 |
128-06 |
|
| R1 |
128-16 |
128-16 |
128-01 |
128-26 |
| PP |
127-21 |
127-21 |
127-21 |
127-26 |
| S1 |
127-01 |
127-01 |
127-25 |
127-11 |
| S2 |
126-06 |
126-06 |
127-20 |
|
| S3 |
124-23 |
125-18 |
127-16 |
|
| S4 |
123-08 |
124-03 |
127-03 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-05 |
137-11 |
130-01 |
|
| R3 |
135-11 |
133-17 |
129-00 |
|
| R2 |
131-17 |
131-17 |
128-20 |
|
| R1 |
129-23 |
129-23 |
128-09 |
130-20 |
| PP |
127-23 |
127-23 |
127-23 |
128-05 |
| S1 |
125-29 |
125-29 |
127-19 |
126-26 |
| S2 |
123-29 |
123-29 |
127-08 |
|
| S3 |
120-03 |
122-03 |
126-28 |
|
| S4 |
116-09 |
118-09 |
125-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-16 |
125-22 |
3-26 |
3.0% |
1-18 |
1.2% |
58% |
False |
False |
369,444 |
| 10 |
129-16 |
125-09 |
4-07 |
3.3% |
1-10 |
1.0% |
62% |
False |
False |
342,207 |
| 20 |
132-13 |
125-09 |
7-04 |
5.6% |
1-10 |
1.0% |
37% |
False |
False |
180,251 |
| 40 |
133-16 |
125-09 |
8-07 |
6.4% |
1-09 |
1.0% |
32% |
False |
False |
90,331 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-14 |
1.1% |
29% |
False |
False |
60,223 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-07 |
0.9% |
42% |
False |
False |
45,168 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-00 |
0.8% |
42% |
False |
False |
36,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
132-03 |
|
1.618 |
130-20 |
|
1.000 |
129-23 |
|
0.618 |
129-05 |
|
HIGH |
128-08 |
|
0.618 |
127-22 |
|
0.500 |
127-16 |
|
0.382 |
127-11 |
|
LOW |
126-25 |
|
0.618 |
125-28 |
|
1.000 |
125-10 |
|
1.618 |
124-13 |
|
2.618 |
122-30 |
|
4.250 |
120-17 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-25 |
128-04 |
| PP |
127-21 |
128-02 |
| S1 |
127-16 |
128-00 |
|