ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
127-14 |
126-24 |
-0-22 |
-0.5% |
130-19 |
| High |
127-24 |
127-03 |
-0-21 |
-0.5% |
130-24 |
| Low |
126-20 |
126-06 |
-0-14 |
-0.3% |
126-26 |
| Close |
126-25 |
126-30 |
0-05 |
0.1% |
127-05 |
| Range |
1-04 |
0-29 |
-0-07 |
-19.4% |
3-30 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.8% |
0-00 |
| Volume |
347,273 |
632,000 |
284,727 |
82.0% |
1,768,908 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-15 |
129-03 |
127-14 |
|
| R3 |
128-18 |
128-06 |
127-06 |
|
| R2 |
127-21 |
127-21 |
127-03 |
|
| R1 |
127-09 |
127-09 |
127-01 |
127-15 |
| PP |
126-24 |
126-24 |
126-24 |
126-26 |
| S1 |
126-12 |
126-12 |
126-27 |
126-18 |
| S2 |
125-27 |
125-27 |
126-25 |
|
| S3 |
124-30 |
125-15 |
126-22 |
|
| S4 |
124-01 |
124-18 |
126-14 |
|
|
| 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 |
129-21 |
126-06 |
3-15 |
2.7% |
1-06 |
0.9% |
22% |
False |
True |
417,048 |
| 10 |
132-08 |
126-06 |
6-02 |
4.8% |
1-10 |
1.0% |
12% |
False |
True |
359,920 |
| 20 |
133-00 |
126-06 |
6-26 |
5.4% |
1-16 |
1.2% |
11% |
False |
True |
331,340 |
| 40 |
134-14 |
126-06 |
8-08 |
6.5% |
1-13 |
1.1% |
9% |
False |
True |
286,694 |
| 60 |
134-14 |
122-22 |
11-24 |
9.3% |
1-23 |
1.4% |
36% |
False |
False |
347,255 |
| 80 |
134-14 |
122-22 |
11-24 |
9.3% |
1-21 |
1.3% |
36% |
False |
False |
288,920 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
36% |
False |
False |
231,167 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-16 |
1.2% |
36% |
False |
False |
192,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-30 |
|
2.618 |
129-15 |
|
1.618 |
128-18 |
|
1.000 |
128-00 |
|
0.618 |
127-21 |
|
HIGH |
127-03 |
|
0.618 |
126-24 |
|
0.500 |
126-20 |
|
0.382 |
126-17 |
|
LOW |
126-06 |
|
0.618 |
125-20 |
|
1.000 |
125-09 |
|
1.618 |
124-23 |
|
2.618 |
123-26 |
|
4.250 |
122-11 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-27 |
127-06 |
| PP |
126-24 |
127-03 |
| S1 |
126-20 |
127-01 |
|