ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
132-30 |
131-25 |
-1-05 |
-0.9% |
131-26 |
| High |
133-00 |
131-30 |
-1-02 |
-0.8% |
133-00 |
| Low |
131-14 |
130-13 |
-1-01 |
-0.8% |
129-02 |
| Close |
132-04 |
130-31 |
-1-05 |
-0.9% |
130-31 |
| Range |
1-18 |
1-17 |
-0-01 |
-2.0% |
3-30 |
| ATR |
1-21 |
1-21 |
0-00 |
0.2% |
0-00 |
| Volume |
391,121 |
237,632 |
-153,489 |
-39.2% |
1,628,305 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-22 |
134-28 |
131-26 |
|
| R3 |
134-05 |
133-11 |
131-12 |
|
| R2 |
132-20 |
132-20 |
131-08 |
|
| R1 |
131-26 |
131-26 |
131-03 |
131-14 |
| PP |
131-03 |
131-03 |
131-03 |
130-30 |
| S1 |
130-09 |
130-09 |
130-27 |
129-30 |
| S2 |
129-18 |
129-18 |
130-22 |
|
| S3 |
128-01 |
128-24 |
130-18 |
|
| S4 |
126-16 |
127-07 |
130-04 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-26 |
140-27 |
133-04 |
|
| R3 |
138-28 |
136-29 |
132-02 |
|
| R2 |
134-30 |
134-30 |
131-22 |
|
| R1 |
132-31 |
132-31 |
131-11 |
132-00 |
| PP |
131-00 |
131-00 |
131-00 |
130-17 |
| S1 |
129-01 |
129-01 |
130-19 |
128-02 |
| S2 |
127-02 |
127-02 |
130-08 |
|
| S3 |
123-04 |
125-03 |
129-28 |
|
| S4 |
119-06 |
121-05 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-00 |
129-02 |
3-30 |
3.0% |
1-28 |
1.4% |
48% |
False |
False |
325,661 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-22 |
1.3% |
48% |
False |
False |
305,551 |
| 20 |
133-19 |
129-02 |
4-17 |
3.5% |
1-16 |
1.1% |
42% |
False |
False |
268,462 |
| 40 |
134-14 |
126-03 |
8-11 |
6.4% |
1-28 |
1.4% |
58% |
False |
False |
344,395 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-25 |
1.4% |
70% |
False |
False |
317,532 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-22 |
1.3% |
70% |
False |
False |
238,303 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-19 |
1.2% |
70% |
False |
False |
190,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
135-30 |
|
1.618 |
134-13 |
|
1.000 |
133-15 |
|
0.618 |
132-28 |
|
HIGH |
131-30 |
|
0.618 |
131-11 |
|
0.500 |
131-06 |
|
0.382 |
131-00 |
|
LOW |
130-13 |
|
0.618 |
129-15 |
|
1.000 |
128-28 |
|
1.618 |
127-30 |
|
2.618 |
126-13 |
|
4.250 |
123-29 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-06 |
131-22 |
| PP |
131-03 |
131-15 |
| S1 |
131-01 |
131-07 |
|