ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-27 |
129-29 |
-1-30 |
-1.5% |
129-31 |
| High |
131-31 |
131-30 |
-0-01 |
0.0% |
132-27 |
| Low |
129-09 |
129-28 |
0-19 |
0.5% |
129-31 |
| Close |
129-27 |
131-20 |
1-25 |
1.4% |
131-29 |
| Range |
2-22 |
2-02 |
-0-20 |
-23.3% |
2-28 |
| ATR |
1-15 |
1-16 |
0-01 |
3.1% |
0-00 |
| Volume |
1,356 |
1,588 |
232 |
17.1% |
988 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-11 |
136-17 |
132-24 |
|
| R3 |
135-09 |
134-15 |
132-06 |
|
| R2 |
133-07 |
133-07 |
132-00 |
|
| R1 |
132-13 |
132-13 |
131-26 |
132-26 |
| PP |
131-05 |
131-05 |
131-05 |
131-11 |
| S1 |
130-11 |
130-11 |
131-14 |
130-24 |
| S2 |
129-03 |
129-03 |
131-08 |
|
| S3 |
127-01 |
128-09 |
131-02 |
|
| S4 |
124-31 |
126-07 |
130-16 |
|
|
| 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% |
1-24 |
1.3% |
66% |
False |
False |
708 |
| 10 |
132-27 |
129-09 |
3-18 |
2.7% |
1-10 |
1.0% |
66% |
False |
False |
436 |
| 20 |
134-15 |
129-09 |
5-06 |
3.9% |
1-05 |
0.9% |
45% |
False |
False |
229 |
| 40 |
134-15 |
125-11 |
9-04 |
6.9% |
1-16 |
1.1% |
69% |
False |
False |
119 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-04 |
0.9% |
75% |
False |
False |
80 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-28 |
0.7% |
75% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-22 |
|
2.618 |
137-11 |
|
1.618 |
135-09 |
|
1.000 |
134-00 |
|
0.618 |
133-07 |
|
HIGH |
131-30 |
|
0.618 |
131-05 |
|
0.500 |
130-29 |
|
0.382 |
130-21 |
|
LOW |
129-28 |
|
0.618 |
128-19 |
|
1.000 |
127-26 |
|
1.618 |
126-17 |
|
2.618 |
124-15 |
|
4.250 |
121-04 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
131-11 |
| PP |
131-05 |
131-02 |
| S1 |
130-29 |
130-26 |
|