ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
133-08 |
132-05 |
-1-03 |
-0.8% |
131-27 |
| High |
133-08 |
132-05 |
-1-03 |
-0.8% |
133-08 |
| Low |
131-24 |
130-23 |
-1-01 |
-0.8% |
129-09 |
| Close |
132-12 |
131-06 |
-1-06 |
-0.9% |
131-06 |
| Range |
1-16 |
1-14 |
-0-02 |
-4.2% |
3-31 |
| ATR |
1-15 |
1-16 |
0-00 |
0.8% |
0-00 |
| Volume |
1,104 |
777 |
-327 |
-29.6% |
6,572 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-21 |
134-28 |
131-31 |
|
| R3 |
134-07 |
133-14 |
131-19 |
|
| R2 |
132-25 |
132-25 |
131-14 |
|
| R1 |
132-00 |
132-00 |
131-10 |
131-22 |
| PP |
131-11 |
131-11 |
131-11 |
131-06 |
| S1 |
130-18 |
130-18 |
131-02 |
130-08 |
| S2 |
129-29 |
129-29 |
130-30 |
|
| S3 |
128-15 |
129-04 |
130-25 |
|
| S4 |
127-01 |
127-22 |
130-13 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-05 |
141-04 |
133-12 |
|
| R3 |
139-06 |
137-05 |
132-09 |
|
| R2 |
135-07 |
135-07 |
131-29 |
|
| R1 |
133-06 |
133-06 |
131-18 |
132-07 |
| PP |
131-08 |
131-08 |
131-08 |
130-24 |
| S1 |
129-07 |
129-07 |
130-26 |
128-08 |
| S2 |
127-09 |
127-09 |
130-15 |
|
| S3 |
123-10 |
125-08 |
130-03 |
|
| S4 |
119-11 |
121-09 |
129-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-08 |
129-09 |
3-31 |
3.0% |
1-24 |
1.3% |
48% |
False |
False |
1,314 |
| 10 |
133-08 |
129-09 |
3-31 |
3.0% |
1-14 |
1.1% |
48% |
False |
False |
756 |
| 20 |
133-16 |
129-09 |
4-07 |
3.2% |
1-09 |
1.0% |
45% |
False |
False |
410 |
| 40 |
134-15 |
129-07 |
5-08 |
4.0% |
1-15 |
1.1% |
38% |
False |
False |
209 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-06 |
0.9% |
71% |
False |
False |
141 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-29 |
0.7% |
71% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-08 |
|
2.618 |
135-29 |
|
1.618 |
134-15 |
|
1.000 |
133-19 |
|
0.618 |
133-01 |
|
HIGH |
132-05 |
|
0.618 |
131-19 |
|
0.500 |
131-14 |
|
0.382 |
131-09 |
|
LOW |
130-23 |
|
0.618 |
129-27 |
|
1.000 |
129-09 |
|
1.618 |
128-13 |
|
2.618 |
126-31 |
|
4.250 |
124-20 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-14 |
132-00 |
| PP |
131-11 |
131-23 |
| S1 |
131-09 |
131-14 |
|