ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
127-30 |
127-14 |
-0-16 |
-0.4% |
130-19 |
| High |
128-06 |
127-24 |
-0-14 |
-0.3% |
130-24 |
| Low |
126-26 |
126-20 |
-0-06 |
-0.1% |
126-26 |
| Close |
127-05 |
126-25 |
-0-12 |
-0.3% |
127-05 |
| Range |
1-12 |
1-04 |
-0-08 |
-18.2% |
3-30 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.8% |
0-00 |
| Volume |
381,461 |
347,273 |
-34,188 |
-9.0% |
1,768,908 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-14 |
129-23 |
127-13 |
|
| R3 |
129-10 |
128-19 |
127-03 |
|
| R2 |
128-06 |
128-06 |
127-00 |
|
| R1 |
127-15 |
127-15 |
126-28 |
127-08 |
| PP |
127-02 |
127-02 |
127-02 |
126-30 |
| S1 |
126-11 |
126-11 |
126-22 |
126-04 |
| S2 |
125-30 |
125-30 |
126-18 |
|
| S3 |
124-26 |
125-07 |
126-15 |
|
| S4 |
123-22 |
124-03 |
126-05 |
|
|
| 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 |
130-12 |
126-20 |
3-24 |
3.0% |
1-11 |
1.1% |
4% |
False |
True |
370,406 |
| 10 |
132-08 |
126-20 |
5-20 |
4.4% |
1-10 |
1.0% |
3% |
False |
True |
320,214 |
| 20 |
133-00 |
126-20 |
6-12 |
5.0% |
1-17 |
1.2% |
2% |
False |
True |
315,385 |
| 40 |
134-14 |
126-20 |
7-26 |
6.2% |
1-14 |
1.1% |
2% |
False |
True |
277,171 |
| 60 |
134-14 |
122-22 |
11-24 |
9.3% |
1-23 |
1.4% |
35% |
False |
False |
342,156 |
| 80 |
134-14 |
122-22 |
11-24 |
9.3% |
1-22 |
1.3% |
35% |
False |
False |
281,021 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
35% |
False |
False |
224,847 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-16 |
1.2% |
35% |
False |
False |
187,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-17 |
|
2.618 |
130-22 |
|
1.618 |
129-18 |
|
1.000 |
128-28 |
|
0.618 |
128-14 |
|
HIGH |
127-24 |
|
0.618 |
127-10 |
|
0.500 |
127-06 |
|
0.382 |
127-02 |
|
LOW |
126-20 |
|
0.618 |
125-30 |
|
1.000 |
125-16 |
|
1.618 |
124-26 |
|
2.618 |
123-22 |
|
4.250 |
121-27 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-06 |
127-30 |
| PP |
127-02 |
127-18 |
| S1 |
126-29 |
127-06 |
|