ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-29 |
131-30 |
1-01 |
0.8% |
131-07 |
| High |
132-13 |
132-03 |
-0-10 |
-0.2% |
132-13 |
| Low |
130-25 |
130-25 |
0-00 |
0.0% |
129-25 |
| Close |
131-24 |
130-30 |
-0-26 |
-0.6% |
130-30 |
| Range |
1-20 |
1-10 |
-0-10 |
-19.2% |
2-20 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.7% |
0-00 |
| Volume |
5,888 |
1,652 |
-4,236 |
-71.9% |
22,100 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-07 |
134-12 |
131-21 |
|
| R3 |
133-29 |
133-02 |
131-10 |
|
| R2 |
132-19 |
132-19 |
131-06 |
|
| R1 |
131-24 |
131-24 |
131-02 |
131-16 |
| PP |
131-09 |
131-09 |
131-09 |
131-05 |
| S1 |
130-14 |
130-14 |
130-26 |
130-06 |
| S2 |
129-31 |
129-31 |
130-22 |
|
| S3 |
128-21 |
129-04 |
130-18 |
|
| S4 |
127-11 |
127-26 |
130-07 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-18 |
132-12 |
|
| R3 |
136-09 |
134-30 |
131-21 |
|
| R2 |
133-21 |
133-21 |
131-13 |
|
| R1 |
132-10 |
132-10 |
131-06 |
131-22 |
| PP |
131-01 |
131-01 |
131-01 |
130-23 |
| S1 |
129-22 |
129-22 |
130-22 |
129-02 |
| S2 |
128-13 |
128-13 |
130-15 |
|
| S3 |
125-25 |
127-02 |
130-07 |
|
| S4 |
123-05 |
124-14 |
129-16 |
|
|
| 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% |
1-10 |
1.0% |
44% |
False |
False |
4,420 |
| 10 |
133-08 |
129-09 |
3-31 |
3.0% |
1-17 |
1.2% |
42% |
False |
False |
2,867 |
| 20 |
133-08 |
129-09 |
3-31 |
3.0% |
1-09 |
1.0% |
42% |
False |
False |
1,508 |
| 40 |
134-15 |
129-09 |
5-06 |
4.0% |
1-09 |
1.0% |
32% |
False |
False |
760 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
1-08 |
1.0% |
69% |
False |
False |
509 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
1-00 |
0.8% |
69% |
False |
False |
382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-22 |
|
2.618 |
135-17 |
|
1.618 |
134-07 |
|
1.000 |
133-13 |
|
0.618 |
132-29 |
|
HIGH |
132-03 |
|
0.618 |
131-19 |
|
0.500 |
131-14 |
|
0.382 |
131-09 |
|
LOW |
130-25 |
|
0.618 |
129-31 |
|
1.000 |
129-15 |
|
1.618 |
128-21 |
|
2.618 |
127-11 |
|
4.250 |
125-06 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-14 |
131-05 |
| PP |
131-09 |
131-03 |
| S1 |
131-03 |
131-00 |
|