ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
126-24 |
127-00 |
0-08 |
0.2% |
130-19 |
| High |
127-03 |
127-14 |
0-11 |
0.3% |
130-24 |
| Low |
126-06 |
126-06 |
0-00 |
0.0% |
126-26 |
| Close |
126-30 |
126-18 |
-0-12 |
-0.3% |
127-05 |
| Range |
0-29 |
1-08 |
0-11 |
37.9% |
3-30 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.9% |
0-00 |
| Volume |
632,000 |
725,321 |
93,321 |
14.8% |
1,768,908 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
129-25 |
127-08 |
|
| R3 |
129-07 |
128-17 |
126-29 |
|
| R2 |
127-31 |
127-31 |
126-25 |
|
| R1 |
127-09 |
127-09 |
126-22 |
127-00 |
| PP |
126-23 |
126-23 |
126-23 |
126-19 |
| S1 |
126-01 |
126-01 |
126-14 |
125-24 |
| S2 |
125-15 |
125-15 |
126-11 |
|
| S3 |
124-07 |
124-25 |
126-07 |
|
| S4 |
122-31 |
123-17 |
125-28 |
|
|
| 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 |
129-09 |
126-06 |
3-03 |
2.4% |
1-07 |
1.0% |
12% |
False |
True |
489,109 |
| 10 |
132-08 |
126-06 |
6-02 |
4.8% |
1-10 |
1.0% |
6% |
False |
True |
404,660 |
| 20 |
133-00 |
126-06 |
6-26 |
5.4% |
1-16 |
1.2% |
6% |
False |
True |
353,467 |
| 40 |
134-14 |
126-06 |
8-08 |
6.5% |
1-13 |
1.1% |
5% |
False |
True |
299,009 |
| 60 |
134-14 |
122-22 |
11-24 |
9.3% |
1-23 |
1.4% |
33% |
False |
False |
351,616 |
| 80 |
134-14 |
122-22 |
11-24 |
9.3% |
1-22 |
1.3% |
33% |
False |
False |
297,974 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
33% |
False |
False |
238,420 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-16 |
1.2% |
33% |
False |
False |
198,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
130-23 |
|
1.618 |
129-15 |
|
1.000 |
128-22 |
|
0.618 |
128-07 |
|
HIGH |
127-14 |
|
0.618 |
126-31 |
|
0.500 |
126-26 |
|
0.382 |
126-21 |
|
LOW |
126-06 |
|
0.618 |
125-13 |
|
1.000 |
124-30 |
|
1.618 |
124-05 |
|
2.618 |
122-29 |
|
4.250 |
120-28 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-26 |
126-31 |
| PP |
126-23 |
126-27 |
| S1 |
126-21 |
126-22 |
|