ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-00 |
130-29 |
0-29 |
0.7% |
131-27 |
| High |
131-02 |
132-13 |
1-11 |
1.0% |
133-08 |
| Low |
129-29 |
130-25 |
0-28 |
0.7% |
129-09 |
| Close |
130-29 |
131-24 |
0-27 |
0.6% |
131-06 |
| Range |
1-05 |
1-20 |
0-15 |
40.5% |
3-31 |
| ATR |
1-14 |
1-14 |
0-00 |
1.0% |
0-00 |
| Volume |
3,100 |
5,888 |
2,788 |
89.9% |
6,572 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-17 |
135-24 |
132-21 |
|
| R3 |
134-29 |
134-04 |
132-06 |
|
| R2 |
133-09 |
133-09 |
132-02 |
|
| R1 |
132-16 |
132-16 |
131-29 |
132-28 |
| PP |
131-21 |
131-21 |
131-21 |
131-27 |
| S1 |
130-28 |
130-28 |
131-19 |
131-08 |
| S2 |
130-01 |
130-01 |
131-14 |
|
| S3 |
128-13 |
129-08 |
131-10 |
|
| S4 |
126-25 |
127-20 |
130-27 |
|
|
| 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 |
132-13 |
129-25 |
2-20 |
2.0% |
1-11 |
1.0% |
75% |
True |
False |
4,245 |
| 10 |
133-08 |
129-09 |
3-31 |
3.0% |
1-19 |
1.2% |
62% |
False |
False |
2,735 |
| 20 |
133-08 |
129-09 |
3-31 |
3.0% |
1-09 |
1.0% |
62% |
False |
False |
1,428 |
| 40 |
134-15 |
129-09 |
5-06 |
3.9% |
1-09 |
1.0% |
48% |
False |
False |
719 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-08 |
0.9% |
76% |
False |
False |
481 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-31 |
0.7% |
76% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-10 |
|
2.618 |
136-21 |
|
1.618 |
135-01 |
|
1.000 |
134-01 |
|
0.618 |
133-13 |
|
HIGH |
132-13 |
|
0.618 |
131-25 |
|
0.500 |
131-19 |
|
0.382 |
131-13 |
|
LOW |
130-25 |
|
0.618 |
129-25 |
|
1.000 |
129-05 |
|
1.618 |
128-05 |
|
2.618 |
126-17 |
|
4.250 |
123-28 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-22 |
131-17 |
| PP |
131-21 |
131-10 |
| S1 |
131-19 |
131-03 |
|