ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
126-28 |
128-06 |
1-10 |
1.0% |
126-20 |
| High |
128-16 |
128-06 |
-0-10 |
-0.2% |
128-08 |
| Low |
126-19 |
126-31 |
0-12 |
0.3% |
125-31 |
| Close |
128-08 |
127-26 |
-0-14 |
-0.3% |
127-11 |
| Range |
1-29 |
1-07 |
-0-22 |
-36.1% |
2-09 |
| ATR |
1-16 |
1-15 |
0-00 |
-1.0% |
0-00 |
| Volume |
158 |
76 |
-82 |
-51.9% |
7,862 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
130-25 |
128-15 |
|
| R3 |
130-03 |
129-18 |
128-05 |
|
| R2 |
128-28 |
128-28 |
128-01 |
|
| R1 |
128-11 |
128-11 |
127-30 |
128-00 |
| PP |
127-21 |
127-21 |
127-21 |
127-16 |
| S1 |
127-04 |
127-04 |
127-22 |
126-25 |
| S2 |
126-14 |
126-14 |
127-19 |
|
| S3 |
125-07 |
125-29 |
127-15 |
|
| S4 |
124-00 |
124-22 |
127-05 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
132-31 |
128-19 |
|
| R3 |
131-24 |
130-22 |
127-31 |
|
| R2 |
129-15 |
129-15 |
127-24 |
|
| R1 |
128-13 |
128-13 |
127-18 |
128-30 |
| PP |
127-06 |
127-06 |
127-06 |
127-14 |
| S1 |
126-04 |
126-04 |
127-04 |
126-21 |
| S2 |
124-29 |
124-29 |
126-30 |
|
| S3 |
122-20 |
123-27 |
126-23 |
|
| S4 |
120-11 |
121-18 |
126-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-16 |
126-05 |
2-11 |
1.8% |
1-14 |
1.1% |
71% |
False |
False |
649 |
| 10 |
128-16 |
125-23 |
2-25 |
2.2% |
1-17 |
1.2% |
75% |
False |
False |
837 |
| 20 |
129-16 |
124-31 |
4-17 |
3.5% |
1-14 |
1.1% |
63% |
False |
False |
130,040 |
| 40 |
133-00 |
124-31 |
8-01 |
6.3% |
1-15 |
1.2% |
35% |
False |
False |
222,713 |
| 60 |
134-14 |
124-31 |
9-15 |
7.4% |
1-14 |
1.1% |
30% |
False |
False |
228,128 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
44% |
False |
False |
289,127 |
| 100 |
134-14 |
122-22 |
11-24 |
9.2% |
1-20 |
1.3% |
44% |
False |
False |
250,824 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-19 |
1.2% |
43% |
False |
False |
209,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-12 |
|
2.618 |
131-12 |
|
1.618 |
130-05 |
|
1.000 |
129-13 |
|
0.618 |
128-30 |
|
HIGH |
128-06 |
|
0.618 |
127-23 |
|
0.500 |
127-18 |
|
0.382 |
127-14 |
|
LOW |
126-31 |
|
0.618 |
126-07 |
|
1.000 |
125-24 |
|
1.618 |
125-00 |
|
2.618 |
123-25 |
|
4.250 |
121-25 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-24 |
127-23 |
| PP |
127-21 |
127-20 |
| S1 |
127-18 |
127-18 |
|