ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-27 |
127-12 |
-0-15 |
-0.4% |
127-10 |
| High |
128-01 |
128-11 |
0-10 |
0.2% |
128-13 |
| Low |
126-26 |
126-12 |
-0-14 |
-0.3% |
126-04 |
| Close |
127-11 |
128-02 |
0-23 |
0.6% |
127-11 |
| Range |
1-07 |
1-31 |
0-24 |
61.5% |
2-09 |
| ATR |
1-15 |
1-16 |
0-01 |
2.5% |
0-00 |
| Volume |
283,969 |
348,427 |
64,458 |
22.7% |
1,647,086 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-16 |
132-24 |
129-05 |
|
| R3 |
131-17 |
130-25 |
128-19 |
|
| R2 |
129-18 |
129-18 |
128-14 |
|
| R1 |
128-26 |
128-26 |
128-08 |
129-06 |
| PP |
127-19 |
127-19 |
127-19 |
127-25 |
| S1 |
126-27 |
126-27 |
127-28 |
127-07 |
| S2 |
125-20 |
125-20 |
127-22 |
|
| S3 |
123-21 |
124-28 |
127-17 |
|
| S4 |
121-22 |
122-29 |
126-31 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-04 |
133-01 |
128-19 |
|
| R3 |
131-27 |
130-24 |
127-31 |
|
| R2 |
129-18 |
129-18 |
127-24 |
|
| R1 |
128-15 |
128-15 |
127-18 |
129-00 |
| PP |
127-09 |
127-09 |
127-09 |
127-18 |
| S1 |
126-06 |
126-06 |
127-04 |
126-24 |
| S2 |
125-00 |
125-00 |
126-30 |
|
| S3 |
122-23 |
123-29 |
126-23 |
|
| S4 |
120-14 |
121-20 |
126-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-13 |
126-04 |
2-09 |
1.8% |
1-22 |
1.3% |
85% |
False |
False |
336,802 |
| 10 |
128-16 |
125-27 |
2-21 |
2.1% |
1-19 |
1.2% |
84% |
False |
False |
305,977 |
| 20 |
129-16 |
125-09 |
4-07 |
3.3% |
1-15 |
1.1% |
66% |
False |
False |
324,092 |
| 40 |
133-08 |
125-09 |
7-31 |
6.2% |
1-13 |
1.1% |
35% |
False |
False |
166,809 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-10 |
1.0% |
30% |
False |
False |
111,218 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-12 |
1.1% |
44% |
False |
False |
83,415 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-05 |
0.9% |
44% |
False |
False |
66,733 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
0-31 |
0.8% |
44% |
False |
False |
55,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-23 |
|
2.618 |
133-16 |
|
1.618 |
131-17 |
|
1.000 |
130-10 |
|
0.618 |
129-18 |
|
HIGH |
128-11 |
|
0.618 |
127-19 |
|
0.500 |
127-12 |
|
0.382 |
127-04 |
|
LOW |
126-12 |
|
0.618 |
125-05 |
|
1.000 |
124-13 |
|
1.618 |
123-06 |
|
2.618 |
121-07 |
|
4.250 |
118-00 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-26 |
127-26 |
| PP |
127-19 |
127-18 |
| S1 |
127-12 |
127-10 |
|