ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-23 |
130-22 |
0-31 |
0.7% |
131-26 |
| High |
130-29 |
132-08 |
1-11 |
1.0% |
133-00 |
| Low |
129-19 |
130-17 |
0-30 |
0.7% |
129-02 |
| Close |
130-22 |
131-17 |
0-27 |
0.6% |
130-31 |
| Range |
1-10 |
1-23 |
0-13 |
31.0% |
3-30 |
| ATR |
1-19 |
1-19 |
0-00 |
0.6% |
0-00 |
| Volume |
277,924 |
345,271 |
67,347 |
24.2% |
1,628,305 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
135-25 |
132-15 |
|
| R3 |
134-28 |
134-02 |
132-00 |
|
| R2 |
133-05 |
133-05 |
131-27 |
|
| R1 |
132-11 |
132-11 |
131-22 |
132-24 |
| PP |
131-14 |
131-14 |
131-14 |
131-20 |
| S1 |
130-20 |
130-20 |
131-12 |
131-01 |
| S2 |
129-23 |
129-23 |
131-07 |
|
| S3 |
128-00 |
128-29 |
131-02 |
|
| S4 |
126-09 |
127-06 |
130-19 |
|
|
| 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 |
132-08 |
129-18 |
2-22 |
2.0% |
1-13 |
1.1% |
73% |
True |
False |
262,703 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-22 |
1.3% |
63% |
False |
False |
309,059 |
| 20 |
133-00 |
129-02 |
3-30 |
3.0% |
1-15 |
1.1% |
63% |
False |
False |
277,936 |
| 40 |
134-14 |
129-02 |
5-12 |
4.1% |
1-21 |
1.3% |
46% |
False |
False |
292,521 |
| 60 |
134-14 |
122-22 |
11-24 |
8.9% |
1-24 |
1.3% |
75% |
False |
False |
335,158 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-22 |
1.3% |
75% |
False |
False |
251,735 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-19 |
1.2% |
75% |
False |
False |
201,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-18 |
|
2.618 |
136-24 |
|
1.618 |
135-01 |
|
1.000 |
133-31 |
|
0.618 |
133-10 |
|
HIGH |
132-08 |
|
0.618 |
131-19 |
|
0.500 |
131-12 |
|
0.382 |
131-06 |
|
LOW |
130-17 |
|
0.618 |
129-15 |
|
1.000 |
128-26 |
|
1.618 |
127-24 |
|
2.618 |
126-01 |
|
4.250 |
123-07 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-16 |
131-10 |
| PP |
131-14 |
131-04 |
| S1 |
131-12 |
130-29 |
|