ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-20 |
131-27 |
1-07 |
0.9% |
129-31 |
| High |
132-10 |
131-31 |
-0-11 |
-0.3% |
132-27 |
| Low |
130-10 |
129-09 |
-1-01 |
-0.8% |
129-31 |
| Close |
131-29 |
129-27 |
-2-02 |
-1.6% |
131-29 |
| Range |
2-00 |
2-22 |
0-22 |
34.4% |
2-28 |
| ATR |
1-11 |
1-15 |
0-03 |
7.0% |
0-00 |
| Volume |
332 |
1,356 |
1,024 |
308.4% |
988 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-14 |
136-26 |
131-10 |
|
| R3 |
135-24 |
134-04 |
130-19 |
|
| R2 |
133-02 |
133-02 |
130-11 |
|
| R1 |
131-14 |
131-14 |
130-03 |
130-29 |
| PP |
130-12 |
130-12 |
130-12 |
130-03 |
| S1 |
128-24 |
128-24 |
129-19 |
128-07 |
| S2 |
127-22 |
127-22 |
129-11 |
|
| S3 |
125-00 |
126-02 |
129-03 |
|
| S4 |
122-10 |
123-12 |
128-12 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
138-30 |
133-16 |
|
| R3 |
137-10 |
136-02 |
132-22 |
|
| R2 |
134-14 |
134-14 |
132-14 |
|
| R1 |
133-06 |
133-06 |
132-05 |
133-26 |
| PP |
131-18 |
131-18 |
131-18 |
131-28 |
| S1 |
130-10 |
130-10 |
131-21 |
130-30 |
| S2 |
128-22 |
128-22 |
131-12 |
|
| S3 |
125-26 |
127-14 |
131-04 |
|
| S4 |
122-30 |
124-18 |
130-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-27 |
129-09 |
3-18 |
2.7% |
1-13 |
1.1% |
16% |
False |
True |
463 |
| 10 |
132-27 |
129-09 |
3-18 |
2.7% |
1-06 |
0.9% |
16% |
False |
True |
284 |
| 20 |
134-15 |
129-09 |
5-06 |
4.0% |
1-05 |
0.9% |
11% |
False |
True |
151 |
| 40 |
134-15 |
125-07 |
9-08 |
7.1% |
1-15 |
1.1% |
50% |
False |
False |
80 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
1-03 |
0.8% |
59% |
False |
False |
54 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-27 |
0.6% |
59% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-12 |
|
2.618 |
139-00 |
|
1.618 |
136-10 |
|
1.000 |
134-21 |
|
0.618 |
133-20 |
|
HIGH |
131-31 |
|
0.618 |
130-30 |
|
0.500 |
130-20 |
|
0.382 |
130-10 |
|
LOW |
129-09 |
|
0.618 |
127-20 |
|
1.000 |
126-19 |
|
1.618 |
124-30 |
|
2.618 |
122-08 |
|
4.250 |
117-28 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-20 |
130-26 |
| PP |
130-12 |
130-15 |
| S1 |
130-03 |
130-05 |
|