ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
127-18 |
128-08 |
0-22 |
0.5% |
127-12 |
| High |
128-13 |
128-10 |
-0-03 |
-0.1% |
128-20 |
| Low |
127-14 |
125-30 |
-1-16 |
-1.2% |
126-12 |
| Close |
128-08 |
126-05 |
-2-03 |
-1.6% |
127-29 |
| Range |
0-31 |
2-12 |
1-13 |
145.2% |
2-08 |
| ATR |
1-13 |
1-15 |
0-02 |
5.0% |
0-00 |
| Volume |
290,382 |
436,760 |
146,378 |
50.4% |
1,280,719 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-30 |
132-13 |
127-15 |
|
| R3 |
131-18 |
130-01 |
126-26 |
|
| R2 |
129-06 |
129-06 |
126-19 |
|
| R1 |
127-21 |
127-21 |
126-12 |
127-08 |
| PP |
126-26 |
126-26 |
126-26 |
126-19 |
| S1 |
125-09 |
125-09 |
125-30 |
124-28 |
| S2 |
124-14 |
124-14 |
125-23 |
|
| S3 |
122-02 |
122-29 |
125-16 |
|
| S4 |
119-22 |
120-17 |
124-27 |
|
|
| 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 |
125-30 |
2-28 |
2.3% |
1-14 |
1.1% |
8% |
False |
True |
325,739 |
| 10 |
128-26 |
125-30 |
2-28 |
2.3% |
1-16 |
1.2% |
8% |
False |
True |
320,961 |
| 20 |
129-16 |
125-27 |
3-21 |
2.9% |
1-16 |
1.2% |
9% |
False |
False |
310,581 |
| 40 |
133-08 |
125-09 |
7-31 |
6.3% |
1-13 |
1.1% |
11% |
False |
False |
222,320 |
| 60 |
134-15 |
125-09 |
9-06 |
7.3% |
1-10 |
1.0% |
10% |
False |
False |
148,290 |
| 80 |
134-15 |
125-09 |
9-06 |
7.3% |
1-14 |
1.1% |
10% |
False |
False |
111,220 |
| 100 |
134-15 |
123-04 |
11-11 |
9.0% |
1-08 |
1.0% |
27% |
False |
False |
88,976 |
| 120 |
134-15 |
123-04 |
11-11 |
9.0% |
1-01 |
0.8% |
27% |
False |
False |
74,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-13 |
|
2.618 |
134-17 |
|
1.618 |
132-05 |
|
1.000 |
130-22 |
|
0.618 |
129-25 |
|
HIGH |
128-10 |
|
0.618 |
127-13 |
|
0.500 |
127-04 |
|
0.382 |
126-27 |
|
LOW |
125-30 |
|
0.618 |
124-15 |
|
1.000 |
123-18 |
|
1.618 |
122-03 |
|
2.618 |
119-23 |
|
4.250 |
115-27 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-04 |
127-08 |
| PP |
126-26 |
126-28 |
| S1 |
126-15 |
126-17 |
|