ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
129-22 |
-2-04 |
-1.6% |
129-26 |
| High |
131-26 |
131-24 |
-0-02 |
0.0% |
132-21 |
| Low |
129-02 |
129-19 |
0-17 |
0.4% |
129-26 |
| Close |
129-21 |
131-14 |
1-25 |
1.4% |
131-21 |
| Range |
2-24 |
2-05 |
-0-19 |
-21.6% |
2-27 |
| ATR |
1-21 |
1-22 |
0-01 |
2.2% |
0-00 |
| Volume |
308,559 |
351,405 |
42,846 |
13.9% |
1,427,209 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-18 |
132-20 |
|
| R3 |
135-08 |
134-13 |
132-01 |
|
| R2 |
133-03 |
133-03 |
131-27 |
|
| R1 |
132-08 |
132-08 |
131-20 |
132-22 |
| PP |
130-30 |
130-30 |
130-30 |
131-04 |
| S1 |
130-03 |
130-03 |
131-08 |
130-16 |
| S2 |
128-25 |
128-25 |
131-01 |
|
| S3 |
126-20 |
127-30 |
130-27 |
|
| S4 |
124-15 |
125-25 |
130-08 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-29 |
138-20 |
133-07 |
|
| R3 |
137-02 |
135-25 |
132-14 |
|
| R2 |
134-07 |
134-07 |
132-06 |
|
| R1 |
132-30 |
132-30 |
131-29 |
133-18 |
| PP |
131-12 |
131-12 |
131-12 |
131-22 |
| S1 |
130-03 |
130-03 |
131-13 |
130-24 |
| S2 |
128-17 |
128-17 |
131-04 |
|
| S3 |
125-22 |
127-08 |
130-28 |
|
| S4 |
122-27 |
124-13 |
130-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-21 |
129-02 |
3-19 |
2.7% |
1-30 |
1.5% |
66% |
False |
False |
321,313 |
| 10 |
132-21 |
129-02 |
3-19 |
2.7% |
1-18 |
1.2% |
66% |
False |
False |
281,446 |
| 20 |
134-14 |
129-02 |
5-12 |
4.1% |
1-15 |
1.1% |
44% |
False |
False |
257,351 |
| 40 |
134-14 |
124-16 |
9-30 |
7.6% |
1-29 |
1.4% |
70% |
False |
False |
348,791 |
| 60 |
134-14 |
122-22 |
11-24 |
8.9% |
1-24 |
1.3% |
74% |
False |
False |
301,493 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-23 |
1.3% |
74% |
False |
False |
226,205 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-18 |
1.2% |
74% |
False |
False |
180,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-29 |
|
2.618 |
137-13 |
|
1.618 |
135-08 |
|
1.000 |
133-29 |
|
0.618 |
133-03 |
|
HIGH |
131-24 |
|
0.618 |
130-30 |
|
0.500 |
130-22 |
|
0.382 |
130-13 |
|
LOW |
129-19 |
|
0.618 |
128-08 |
|
1.000 |
127-14 |
|
1.618 |
126-03 |
|
2.618 |
123-30 |
|
4.250 |
120-14 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-06 |
131-05 |
| PP |
130-30 |
130-28 |
| S1 |
130-22 |
130-19 |
|