ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-25 |
125-16 |
-1-09 |
-1.0% |
127-30 |
| High |
127-00 |
125-17 |
-1-15 |
-1.2% |
128-26 |
| Low |
125-05 |
123-19 |
-1-18 |
-1.2% |
125-21 |
| Close |
125-08 |
124-01 |
-1-07 |
-1.0% |
126-29 |
| Range |
1-27 |
1-30 |
0-03 |
5.1% |
3-05 |
| ATR |
1-16 |
1-17 |
0-01 |
2.1% |
0-00 |
| Volume |
394,262 |
414,981 |
20,719 |
5.3% |
1,781,900 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-06 |
129-02 |
125-03 |
|
| R3 |
128-08 |
127-04 |
124-18 |
|
| R2 |
126-10 |
126-10 |
124-12 |
|
| R1 |
125-06 |
125-06 |
124-07 |
124-25 |
| PP |
124-12 |
124-12 |
124-12 |
124-06 |
| S1 |
123-08 |
123-08 |
123-27 |
122-27 |
| S2 |
122-14 |
122-14 |
123-22 |
|
| S3 |
120-16 |
121-10 |
123-16 |
|
| S4 |
118-18 |
119-12 |
122-31 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
134-29 |
128-21 |
|
| R3 |
133-14 |
131-24 |
127-25 |
|
| R2 |
130-09 |
130-09 |
127-16 |
|
| R1 |
128-19 |
128-19 |
127-06 |
127-28 |
| PP |
127-04 |
127-04 |
127-04 |
126-24 |
| S1 |
125-14 |
125-14 |
126-20 |
124-22 |
| S2 |
123-31 |
123-31 |
126-10 |
|
| S3 |
120-26 |
122-09 |
126-01 |
|
| S4 |
117-21 |
119-04 |
125-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-10 |
123-19 |
4-23 |
3.8% |
1-26 |
1.5% |
9% |
False |
True |
398,768 |
| 10 |
128-26 |
123-19 |
5-07 |
4.2% |
1-17 |
1.2% |
8% |
False |
True |
347,259 |
| 20 |
128-26 |
123-19 |
5-07 |
4.2% |
1-18 |
1.3% |
8% |
False |
True |
331,117 |
| 40 |
132-13 |
123-19 |
8-26 |
7.1% |
1-14 |
1.2% |
5% |
False |
True |
261,113 |
| 60 |
133-16 |
123-19 |
9-29 |
8.0% |
1-12 |
1.1% |
4% |
False |
True |
174,241 |
| 80 |
134-15 |
123-19 |
10-28 |
8.8% |
1-13 |
1.1% |
4% |
False |
True |
130,682 |
| 100 |
134-15 |
123-04 |
11-11 |
9.1% |
1-09 |
1.0% |
8% |
False |
False |
104,547 |
| 120 |
134-15 |
123-04 |
11-11 |
9.1% |
1-03 |
0.9% |
8% |
False |
False |
87,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-24 |
|
2.618 |
130-19 |
|
1.618 |
128-21 |
|
1.000 |
127-15 |
|
0.618 |
126-23 |
|
HIGH |
125-17 |
|
0.618 |
124-25 |
|
0.500 |
124-18 |
|
0.382 |
124-11 |
|
LOW |
123-19 |
|
0.618 |
122-13 |
|
1.000 |
121-21 |
|
1.618 |
120-15 |
|
2.618 |
118-17 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-18 |
125-22 |
| PP |
124-12 |
125-04 |
| S1 |
124-07 |
124-18 |
|