ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-22 |
131-18 |
0-28 |
0.7% |
131-05 |
| High |
132-08 |
131-30 |
-0-10 |
-0.2% |
132-08 |
| Low |
130-17 |
130-17 |
0-00 |
0.0% |
129-18 |
| Close |
131-17 |
130-23 |
-0-26 |
-0.6% |
130-23 |
| Range |
1-23 |
1-13 |
-0-10 |
-18.2% |
2-22 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.9% |
0-00 |
| Volume |
345,271 |
227,827 |
-117,444 |
-34.0% |
1,303,711 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-13 |
131-16 |
|
| R3 |
133-28 |
133-00 |
131-03 |
|
| R2 |
132-15 |
132-15 |
130-31 |
|
| R1 |
131-19 |
131-19 |
130-27 |
131-10 |
| PP |
131-02 |
131-02 |
131-02 |
130-30 |
| S1 |
130-06 |
130-06 |
130-19 |
129-30 |
| S2 |
129-21 |
129-21 |
130-15 |
|
| S3 |
128-08 |
128-25 |
130-11 |
|
| S4 |
126-27 |
127-12 |
129-30 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-16 |
132-06 |
|
| R3 |
136-07 |
134-26 |
131-15 |
|
| R2 |
133-17 |
133-17 |
131-07 |
|
| R1 |
132-04 |
132-04 |
130-31 |
131-16 |
| PP |
130-27 |
130-27 |
130-27 |
130-17 |
| S1 |
129-14 |
129-14 |
130-15 |
128-26 |
| S2 |
128-05 |
128-05 |
130-07 |
|
| S3 |
125-15 |
126-24 |
129-31 |
|
| S4 |
122-25 |
124-02 |
129-08 |
|
|
| 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 |
2.1% |
1-13 |
1.1% |
43% |
False |
False |
260,742 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-20 |
1.3% |
42% |
False |
False |
293,201 |
| 20 |
133-00 |
129-02 |
3-30 |
3.0% |
1-15 |
1.1% |
42% |
False |
False |
276,187 |
| 40 |
134-14 |
129-02 |
5-12 |
4.1% |
1-20 |
1.2% |
31% |
False |
False |
283,089 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-24 |
1.3% |
68% |
False |
False |
338,621 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-22 |
1.3% |
68% |
False |
False |
254,579 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-19 |
1.2% |
68% |
False |
False |
203,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-29 |
|
2.618 |
135-20 |
|
1.618 |
134-07 |
|
1.000 |
133-11 |
|
0.618 |
132-26 |
|
HIGH |
131-30 |
|
0.618 |
131-13 |
|
0.500 |
131-08 |
|
0.382 |
131-02 |
|
LOW |
130-17 |
|
0.618 |
129-21 |
|
1.000 |
129-04 |
|
1.618 |
128-08 |
|
2.618 |
126-27 |
|
4.250 |
124-18 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-08 |
130-30 |
| PP |
131-02 |
130-27 |
| S1 |
130-28 |
130-25 |
|