ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
127-16 |
1-04 |
0.9% |
127-26 |
| High |
127-22 |
127-22 |
0-00 |
0.0% |
128-16 |
| Low |
125-27 |
126-26 |
0-31 |
0.8% |
125-27 |
| Close |
127-20 |
127-16 |
-0-04 |
-0.1% |
127-16 |
| Range |
1-27 |
0-28 |
-0-31 |
-52.5% |
2-21 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.8% |
0-00 |
| Volume |
303,078 |
246,333 |
-56,745 |
-18.7% |
1,351,685 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-31 |
129-19 |
127-31 |
|
| R3 |
129-03 |
128-23 |
127-24 |
|
| R2 |
128-07 |
128-07 |
127-21 |
|
| R1 |
127-27 |
127-27 |
127-19 |
127-30 |
| PP |
127-11 |
127-11 |
127-11 |
127-12 |
| S1 |
126-31 |
126-31 |
127-13 |
127-02 |
| S2 |
126-15 |
126-15 |
127-11 |
|
| S3 |
125-19 |
126-03 |
127-08 |
|
| S4 |
124-23 |
125-07 |
127-01 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-08 |
134-01 |
128-31 |
|
| R3 |
132-19 |
131-12 |
128-07 |
|
| R2 |
129-30 |
129-30 |
128-00 |
|
| R1 |
128-23 |
128-23 |
127-24 |
128-00 |
| PP |
127-09 |
127-09 |
127-09 |
126-30 |
| S1 |
126-02 |
126-02 |
127-08 |
125-11 |
| S2 |
124-20 |
124-20 |
127-00 |
|
| S3 |
121-31 |
123-13 |
126-25 |
|
| S4 |
119-10 |
120-24 |
126-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-16 |
125-27 |
2-21 |
2.1% |
1-15 |
1.2% |
62% |
False |
False |
270,337 |
| 10 |
129-16 |
125-09 |
4-07 |
3.3% |
1-16 |
1.2% |
53% |
False |
False |
318,044 |
| 20 |
132-03 |
125-09 |
6-26 |
5.3% |
1-11 |
1.1% |
33% |
False |
False |
232,442 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-10 |
1.0% |
28% |
False |
False |
116,935 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
24% |
False |
False |
77,960 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-09 |
1.0% |
39% |
False |
False |
58,472 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-02 |
0.8% |
39% |
False |
False |
46,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-13 |
|
2.618 |
129-31 |
|
1.618 |
129-03 |
|
1.000 |
128-18 |
|
0.618 |
128-07 |
|
HIGH |
127-22 |
|
0.618 |
127-11 |
|
0.500 |
127-08 |
|
0.382 |
127-05 |
|
LOW |
126-26 |
|
0.618 |
126-09 |
|
1.000 |
125-30 |
|
1.618 |
125-13 |
|
2.618 |
124-17 |
|
4.250 |
123-03 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-13 |
127-12 |
| PP |
127-11 |
127-09 |
| S1 |
127-08 |
127-06 |
|