ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-09 |
126-16 |
-0-25 |
-0.6% |
127-26 |
| High |
128-13 |
127-06 |
-1-07 |
-0.9% |
128-16 |
| Low |
126-04 |
126-07 |
0-03 |
0.1% |
125-27 |
| Close |
126-08 |
127-00 |
0-24 |
0.6% |
127-16 |
| Range |
2-09 |
0-31 |
-1-10 |
-57.5% |
2-21 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.4% |
0-00 |
| Volume |
368,824 |
329,941 |
-38,883 |
-10.5% |
1,351,685 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
129-10 |
127-17 |
|
| R3 |
128-24 |
128-11 |
127-09 |
|
| R2 |
127-25 |
127-25 |
127-06 |
|
| R1 |
127-12 |
127-12 |
127-03 |
127-18 |
| PP |
126-26 |
126-26 |
126-26 |
126-29 |
| S1 |
126-13 |
126-13 |
126-29 |
126-20 |
| S2 |
125-27 |
125-27 |
126-26 |
|
| S3 |
124-28 |
125-14 |
126-23 |
|
| S4 |
123-29 |
124-15 |
126-15 |
|
|
| 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 |
128-13 |
125-27 |
2-18 |
2.0% |
1-15 |
1.2% |
45% |
False |
False |
311,935 |
| 10 |
129-16 |
125-27 |
3-21 |
2.9% |
1-16 |
1.2% |
32% |
False |
False |
300,200 |
| 20 |
129-27 |
125-09 |
4-18 |
3.6% |
1-12 |
1.1% |
38% |
False |
False |
282,363 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-11 |
1.1% |
22% |
False |
False |
142,189 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-09 |
1.0% |
19% |
False |
False |
94,798 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-10 |
1.0% |
34% |
False |
False |
71,100 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-03 |
0.9% |
34% |
False |
False |
56,880 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
0-29 |
0.7% |
34% |
False |
False |
47,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-10 |
|
2.618 |
129-23 |
|
1.618 |
128-24 |
|
1.000 |
128-05 |
|
0.618 |
127-25 |
|
HIGH |
127-06 |
|
0.618 |
126-26 |
|
0.500 |
126-22 |
|
0.382 |
126-19 |
|
LOW |
126-07 |
|
0.618 |
125-20 |
|
1.000 |
125-08 |
|
1.618 |
124-21 |
|
2.618 |
123-22 |
|
4.250 |
122-03 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-29 |
127-08 |
| PP |
126-26 |
127-06 |
| S1 |
126-22 |
127-03 |
|