ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-19 |
129-24 |
-0-27 |
-0.6% |
131-05 |
| High |
130-24 |
130-12 |
-0-12 |
-0.3% |
132-08 |
| Low |
129-20 |
128-22 |
-0-30 |
-0.7% |
129-18 |
| Close |
129-25 |
129-04 |
-0-21 |
-0.5% |
130-23 |
| Range |
1-04 |
1-22 |
0-18 |
50.0% |
2-22 |
| ATR |
1-18 |
1-18 |
0-00 |
0.6% |
0-00 |
| Volume |
264,149 |
398,789 |
134,640 |
51.0% |
1,303,711 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-15 |
133-15 |
130-02 |
|
| R3 |
132-25 |
131-25 |
129-19 |
|
| R2 |
131-03 |
131-03 |
129-14 |
|
| R1 |
130-03 |
130-03 |
129-09 |
129-24 |
| PP |
129-13 |
129-13 |
129-13 |
129-07 |
| S1 |
128-13 |
128-13 |
128-31 |
128-02 |
| S2 |
127-23 |
127-23 |
128-26 |
|
| S3 |
126-01 |
126-23 |
128-21 |
|
| S4 |
124-11 |
125-01 |
128-06 |
|
|
| 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 |
128-22 |
3-18 |
2.8% |
1-14 |
1.1% |
12% |
False |
True |
302,792 |
| 10 |
133-00 |
128-22 |
4-10 |
3.3% |
1-14 |
1.1% |
10% |
False |
True |
293,499 |
| 20 |
133-00 |
128-22 |
4-10 |
3.3% |
1-16 |
1.2% |
10% |
False |
True |
287,472 |
| 40 |
134-14 |
128-22 |
5-24 |
4.5% |
1-17 |
1.2% |
8% |
False |
True |
277,838 |
| 60 |
134-14 |
122-22 |
11-24 |
9.1% |
1-24 |
1.4% |
55% |
False |
False |
348,706 |
| 80 |
134-14 |
122-22 |
11-24 |
9.1% |
1-22 |
1.3% |
55% |
False |
False |
262,864 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-20 |
1.2% |
54% |
False |
False |
210,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-18 |
|
2.618 |
134-25 |
|
1.618 |
133-03 |
|
1.000 |
132-02 |
|
0.618 |
131-13 |
|
HIGH |
130-12 |
|
0.618 |
129-23 |
|
0.500 |
129-17 |
|
0.382 |
129-11 |
|
LOW |
128-22 |
|
0.618 |
127-21 |
|
1.000 |
127-00 |
|
1.618 |
125-31 |
|
2.618 |
124-09 |
|
4.250 |
121-16 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-17 |
130-10 |
| PP |
129-13 |
129-29 |
| S1 |
129-08 |
129-17 |
|