ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-30 |
128-00 |
0-02 |
0.0% |
127-12 |
| High |
128-26 |
128-18 |
-0-08 |
-0.2% |
128-20 |
| Low |
127-27 |
127-12 |
-0-15 |
-0.4% |
126-12 |
| Close |
128-03 |
127-18 |
-0-17 |
-0.4% |
127-29 |
| Range |
0-31 |
1-06 |
0-07 |
22.6% |
2-08 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.3% |
0-00 |
| Volume |
261,873 |
303,061 |
41,188 |
15.7% |
1,280,719 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
130-21 |
128-07 |
|
| R3 |
130-07 |
129-15 |
127-28 |
|
| R2 |
129-01 |
129-01 |
127-25 |
|
| R1 |
128-09 |
128-09 |
127-21 |
128-02 |
| PP |
127-27 |
127-27 |
127-27 |
127-23 |
| S1 |
127-03 |
127-03 |
127-15 |
126-28 |
| S2 |
126-21 |
126-21 |
127-11 |
|
| S3 |
125-15 |
125-29 |
127-08 |
|
| S4 |
124-09 |
124-23 |
126-29 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
133-13 |
129-05 |
|
| R3 |
132-04 |
131-05 |
128-17 |
|
| R2 |
129-28 |
129-28 |
128-10 |
|
| R1 |
128-29 |
128-29 |
128-04 |
129-12 |
| PP |
127-20 |
127-20 |
127-20 |
127-28 |
| S1 |
126-21 |
126-21 |
127-22 |
127-04 |
| S2 |
125-12 |
125-12 |
127-16 |
|
| S3 |
123-04 |
124-13 |
127-09 |
|
| S4 |
120-28 |
122-05 |
126-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-26 |
126-27 |
1-31 |
1.5% |
1-10 |
1.0% |
37% |
False |
False |
299,445 |
| 10 |
128-26 |
126-04 |
2-22 |
2.1% |
1-16 |
1.2% |
53% |
False |
False |
318,123 |
| 20 |
129-16 |
125-22 |
3-26 |
3.0% |
1-16 |
1.2% |
49% |
False |
False |
320,211 |
| 40 |
133-08 |
125-09 |
7-31 |
6.2% |
1-14 |
1.1% |
29% |
False |
False |
204,215 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-11 |
1.0% |
25% |
False |
False |
136,171 |
| 80 |
134-15 |
124-25 |
9-22 |
7.6% |
1-14 |
1.1% |
29% |
False |
False |
102,131 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
1-07 |
0.9% |
39% |
False |
False |
81,705 |
| 120 |
134-15 |
123-04 |
11-11 |
8.9% |
1-01 |
0.8% |
39% |
False |
False |
68,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-20 |
|
2.618 |
131-21 |
|
1.618 |
130-15 |
|
1.000 |
129-24 |
|
0.618 |
129-09 |
|
HIGH |
128-18 |
|
0.618 |
128-03 |
|
0.500 |
127-31 |
|
0.382 |
127-27 |
|
LOW |
127-12 |
|
0.618 |
126-21 |
|
1.000 |
126-06 |
|
1.618 |
125-15 |
|
2.618 |
124-09 |
|
4.250 |
122-10 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-31 |
127-29 |
| PP |
127-27 |
127-25 |
| S1 |
127-22 |
127-22 |
|