ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-16 |
127-10 |
-0-06 |
-0.1% |
127-26 |
| High |
127-22 |
128-03 |
0-13 |
0.3% |
128-16 |
| Low |
126-26 |
126-21 |
-0-05 |
-0.1% |
125-27 |
| Close |
127-16 |
127-04 |
-0-12 |
-0.3% |
127-16 |
| Range |
0-28 |
1-14 |
0-18 |
64.3% |
2-21 |
| ATR |
1-13 |
1-13 |
0-00 |
0.2% |
0-00 |
| Volume |
246,333 |
311,500 |
65,167 |
26.5% |
1,351,685 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
130-26 |
127-29 |
|
| R3 |
130-05 |
129-12 |
127-17 |
|
| R2 |
128-23 |
128-23 |
127-12 |
|
| R1 |
127-30 |
127-30 |
127-08 |
127-20 |
| PP |
127-09 |
127-09 |
127-09 |
127-04 |
| S1 |
126-16 |
126-16 |
127-00 |
126-06 |
| S2 |
125-27 |
125-27 |
126-28 |
|
| S3 |
124-13 |
125-02 |
126-23 |
|
| S4 |
122-31 |
123-20 |
126-11 |
|
|
| 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% |
48% |
False |
False |
275,153 |
| 10 |
129-16 |
125-22 |
3-26 |
3.0% |
1-16 |
1.2% |
38% |
False |
False |
322,299 |
| 20 |
130-30 |
125-09 |
5-21 |
4.4% |
1-11 |
1.1% |
33% |
False |
False |
247,935 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-10 |
1.0% |
23% |
False |
False |
124,722 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
20% |
False |
False |
83,151 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-09 |
1.0% |
35% |
False |
False |
62,365 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-02 |
0.8% |
35% |
False |
False |
49,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-06 |
|
2.618 |
131-27 |
|
1.618 |
130-13 |
|
1.000 |
129-17 |
|
0.618 |
128-31 |
|
HIGH |
128-03 |
|
0.618 |
127-17 |
|
0.500 |
127-12 |
|
0.382 |
127-07 |
|
LOW |
126-21 |
|
0.618 |
125-25 |
|
1.000 |
125-07 |
|
1.618 |
124-11 |
|
2.618 |
122-29 |
|
4.250 |
120-18 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-12 |
127-02 |
| PP |
127-09 |
127-01 |
| S1 |
127-07 |
126-31 |
|