ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
125-15 |
125-27 |
0-12 |
0.3% |
127-14 |
| High |
126-04 |
127-15 |
1-11 |
1.1% |
127-24 |
| Low |
124-31 |
125-13 |
0-14 |
0.4% |
124-31 |
| Close |
125-20 |
127-06 |
1-18 |
1.2% |
125-20 |
| Range |
1-05 |
2-02 |
0-29 |
78.4% |
2-25 |
| ATR |
1-13 |
1-14 |
0-02 |
3.4% |
0-00 |
| Volume |
362,720 |
215,452 |
-147,268 |
-40.6% |
2,665,127 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-28 |
132-03 |
128-10 |
|
| R3 |
130-26 |
130-01 |
127-24 |
|
| R2 |
128-24 |
128-24 |
127-18 |
|
| R1 |
127-31 |
127-31 |
127-12 |
128-12 |
| PP |
126-22 |
126-22 |
126-22 |
126-28 |
| S1 |
125-29 |
125-29 |
127-00 |
126-10 |
| S2 |
124-20 |
124-20 |
126-26 |
|
| S3 |
122-18 |
123-27 |
126-20 |
|
| S4 |
120-16 |
121-25 |
126-02 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-15 |
132-26 |
127-05 |
|
| R3 |
131-22 |
130-01 |
126-12 |
|
| R2 |
128-29 |
128-29 |
126-04 |
|
| R1 |
127-08 |
127-08 |
125-28 |
126-22 |
| PP |
126-04 |
126-04 |
126-04 |
125-26 |
| S1 |
124-15 |
124-15 |
125-12 |
123-29 |
| S2 |
123-11 |
123-11 |
125-04 |
|
| S3 |
120-18 |
121-22 |
124-28 |
|
| S4 |
117-25 |
118-29 |
124-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-15 |
124-31 |
2-16 |
2.0% |
1-10 |
1.0% |
89% |
True |
False |
506,661 |
| 10 |
130-12 |
124-31 |
5-13 |
4.3% |
1-10 |
1.0% |
41% |
False |
False |
438,533 |
| 20 |
133-00 |
124-31 |
8-01 |
6.3% |
1-13 |
1.1% |
28% |
False |
False |
363,647 |
| 40 |
134-14 |
124-31 |
9-15 |
7.4% |
1-14 |
1.1% |
23% |
False |
False |
308,396 |
| 60 |
134-14 |
124-16 |
9-30 |
7.8% |
1-23 |
1.3% |
27% |
False |
False |
352,561 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-22 |
1.3% |
38% |
False |
False |
312,648 |
| 100 |
134-16 |
122-22 |
11-26 |
9.3% |
1-20 |
1.3% |
38% |
False |
False |
250,180 |
| 120 |
134-16 |
122-22 |
11-26 |
9.3% |
1-17 |
1.2% |
38% |
False |
False |
208,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-08 |
|
2.618 |
132-28 |
|
1.618 |
130-26 |
|
1.000 |
129-17 |
|
0.618 |
128-24 |
|
HIGH |
127-15 |
|
0.618 |
126-22 |
|
0.500 |
126-14 |
|
0.382 |
126-06 |
|
LOW |
125-13 |
|
0.618 |
124-04 |
|
1.000 |
123-11 |
|
1.618 |
122-02 |
|
2.618 |
120-00 |
|
4.250 |
116-20 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-30 |
126-28 |
| PP |
126-22 |
126-17 |
| S1 |
126-14 |
126-07 |
|