ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-00 |
127-30 |
-1-02 |
-0.8% |
130-19 |
| High |
129-09 |
128-06 |
-1-03 |
-0.8% |
130-24 |
| Low |
127-25 |
126-26 |
-0-31 |
-0.8% |
126-26 |
| Close |
127-29 |
127-05 |
-0-24 |
-0.6% |
127-05 |
| Range |
1-16 |
1-12 |
-0-04 |
-8.3% |
3-30 |
| ATR |
1-17 |
1-16 |
0-00 |
-0.7% |
0-00 |
| Volume |
359,494 |
381,461 |
21,967 |
6.1% |
1,768,908 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-16 |
130-23 |
127-29 |
|
| R3 |
130-04 |
129-11 |
127-17 |
|
| R2 |
128-24 |
128-24 |
127-13 |
|
| R1 |
127-31 |
127-31 |
127-09 |
127-22 |
| PP |
127-12 |
127-12 |
127-12 |
127-08 |
| S1 |
126-19 |
126-19 |
127-01 |
126-10 |
| S2 |
126-00 |
126-00 |
126-29 |
|
| S3 |
124-20 |
125-07 |
126-25 |
|
| S4 |
123-08 |
123-27 |
126-13 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-02 |
137-17 |
129-10 |
|
| R3 |
136-04 |
133-19 |
128-08 |
|
| R2 |
132-06 |
132-06 |
127-28 |
|
| R1 |
129-21 |
129-21 |
127-17 |
128-30 |
| PP |
128-08 |
128-08 |
128-08 |
127-28 |
| S1 |
125-23 |
125-23 |
126-25 |
125-00 |
| S2 |
124-10 |
124-10 |
126-14 |
|
| S3 |
120-12 |
121-25 |
126-02 |
|
| S4 |
116-14 |
117-27 |
125-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-24 |
126-26 |
3-30 |
3.1% |
1-11 |
1.0% |
9% |
False |
True |
353,781 |
| 10 |
132-08 |
126-26 |
5-14 |
4.3% |
1-12 |
1.1% |
6% |
False |
True |
307,261 |
| 20 |
133-00 |
126-26 |
6-06 |
4.9% |
1-17 |
1.2% |
6% |
False |
True |
306,406 |
| 40 |
134-14 |
126-26 |
7-20 |
6.0% |
1-15 |
1.2% |
5% |
False |
True |
278,522 |
| 60 |
134-14 |
122-22 |
11-24 |
9.2% |
1-24 |
1.4% |
38% |
False |
False |
342,910 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-22 |
1.3% |
38% |
False |
False |
276,682 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
38% |
False |
False |
221,374 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-16 |
1.2% |
38% |
False |
False |
184,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-01 |
|
2.618 |
131-25 |
|
1.618 |
130-13 |
|
1.000 |
129-18 |
|
0.618 |
129-01 |
|
HIGH |
128-06 |
|
0.618 |
127-21 |
|
0.500 |
127-16 |
|
0.382 |
127-11 |
|
LOW |
126-26 |
|
0.618 |
125-31 |
|
1.000 |
125-14 |
|
1.618 |
124-19 |
|
2.618 |
123-07 |
|
4.250 |
120-31 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-16 |
128-08 |
| PP |
127-12 |
127-28 |
| S1 |
127-09 |
127-16 |
|