ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
128-09 |
126-12 |
-1-29 |
-1.5% |
126-05 |
| High |
128-16 |
127-22 |
-0-26 |
-0.6% |
129-16 |
| Low |
126-11 |
125-27 |
-0-16 |
-0.4% |
125-22 |
| Close |
126-16 |
127-20 |
1-04 |
0.9% |
127-30 |
| Range |
2-05 |
1-27 |
-0-10 |
-14.5% |
3-26 |
| ATR |
1-13 |
1-14 |
0-01 |
2.2% |
0-00 |
| Volume |
295,971 |
303,078 |
7,107 |
2.4% |
1,559,805 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-19 |
131-30 |
128-20 |
|
| R3 |
130-24 |
130-03 |
128-04 |
|
| R2 |
128-29 |
128-29 |
127-31 |
|
| R1 |
128-08 |
128-08 |
127-25 |
128-18 |
| PP |
127-02 |
127-02 |
127-02 |
127-07 |
| S1 |
126-13 |
126-13 |
127-15 |
126-24 |
| S2 |
125-07 |
125-07 |
127-09 |
|
| S3 |
123-12 |
124-18 |
127-04 |
|
| S4 |
121-17 |
122-23 |
126-20 |
|
|
| 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 |
129-03 |
125-27 |
3-08 |
2.5% |
1-18 |
1.2% |
55% |
False |
True |
280,958 |
| 10 |
129-16 |
125-09 |
4-07 |
3.3% |
1-16 |
1.2% |
56% |
False |
False |
329,463 |
| 20 |
132-13 |
125-09 |
7-04 |
5.6% |
1-12 |
1.1% |
33% |
False |
False |
220,420 |
| 40 |
133-08 |
125-09 |
7-31 |
6.2% |
1-11 |
1.0% |
29% |
False |
False |
110,777 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-11 |
1.0% |
26% |
False |
False |
73,854 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-09 |
1.0% |
40% |
False |
False |
55,393 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-02 |
0.8% |
40% |
False |
False |
44,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
132-16 |
|
1.618 |
130-21 |
|
1.000 |
129-17 |
|
0.618 |
128-26 |
|
HIGH |
127-22 |
|
0.618 |
126-31 |
|
0.500 |
126-24 |
|
0.382 |
126-18 |
|
LOW |
125-27 |
|
0.618 |
124-23 |
|
1.000 |
124-00 |
|
1.618 |
122-28 |
|
2.618 |
121-01 |
|
4.250 |
118-00 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-11 |
127-15 |
| PP |
127-02 |
127-10 |
| S1 |
126-24 |
127-06 |
|