ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
125-27 |
127-04 |
1-09 |
1.0% |
127-14 |
| High |
127-15 |
128-13 |
0-30 |
0.7% |
127-24 |
| Low |
125-13 |
127-04 |
1-23 |
1.4% |
124-31 |
| Close |
127-06 |
128-02 |
0-28 |
0.7% |
125-20 |
| Range |
2-02 |
1-09 |
-0-25 |
-37.9% |
2-25 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.8% |
0-00 |
| Volume |
215,452 |
34,763 |
-180,689 |
-83.9% |
2,665,127 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-23 |
131-05 |
128-25 |
|
| R3 |
130-14 |
129-28 |
128-13 |
|
| R2 |
129-05 |
129-05 |
128-10 |
|
| R1 |
128-19 |
128-19 |
128-06 |
128-28 |
| PP |
127-28 |
127-28 |
127-28 |
128-00 |
| S1 |
127-10 |
127-10 |
127-30 |
127-19 |
| S2 |
126-19 |
126-19 |
127-26 |
|
| S3 |
125-10 |
126-01 |
127-23 |
|
| S4 |
124-01 |
124-24 |
127-11 |
|
|
| 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 |
128-13 |
124-31 |
3-14 |
2.7% |
1-12 |
1.1% |
90% |
True |
False |
387,213 |
| 10 |
129-21 |
124-31 |
4-22 |
3.7% |
1-09 |
1.0% |
66% |
False |
False |
402,131 |
| 20 |
133-00 |
124-31 |
8-01 |
6.3% |
1-11 |
1.1% |
39% |
False |
False |
347,815 |
| 40 |
134-14 |
124-31 |
9-15 |
7.4% |
1-13 |
1.1% |
33% |
False |
False |
302,583 |
| 60 |
134-14 |
124-16 |
9-30 |
7.8% |
1-23 |
1.3% |
36% |
False |
False |
348,465 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
46% |
False |
False |
313,073 |
| 100 |
134-16 |
122-22 |
11-26 |
9.2% |
1-20 |
1.3% |
46% |
False |
False |
250,527 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-17 |
1.2% |
46% |
False |
False |
208,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-27 |
|
2.618 |
131-24 |
|
1.618 |
130-15 |
|
1.000 |
129-22 |
|
0.618 |
129-06 |
|
HIGH |
128-13 |
|
0.618 |
127-29 |
|
0.500 |
127-24 |
|
0.382 |
127-20 |
|
LOW |
127-04 |
|
0.618 |
126-11 |
|
1.000 |
125-27 |
|
1.618 |
125-02 |
|
2.618 |
123-25 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-31 |
127-19 |
| PP |
127-28 |
127-05 |
| S1 |
127-24 |
126-22 |
|