ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-25 |
129-30 |
-0-27 |
-0.6% |
131-07 |
| High |
130-30 |
130-18 |
-0-12 |
-0.3% |
132-13 |
| Low |
129-28 |
128-28 |
-1-00 |
-0.8% |
129-25 |
| Close |
130-00 |
129-10 |
-0-22 |
-0.5% |
130-30 |
| Range |
1-02 |
1-22 |
0-20 |
58.8% |
2-20 |
| ATR |
1-13 |
1-14 |
0-01 |
1.4% |
0-00 |
| Volume |
4,284 |
5,923 |
1,639 |
38.3% |
22,100 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-21 |
133-21 |
130-08 |
|
| R3 |
132-31 |
131-31 |
129-25 |
|
| R2 |
131-09 |
131-09 |
129-20 |
|
| R1 |
130-09 |
130-09 |
129-15 |
129-30 |
| PP |
129-19 |
129-19 |
129-19 |
129-13 |
| S1 |
128-19 |
128-19 |
129-05 |
128-08 |
| S2 |
127-29 |
127-29 |
129-00 |
|
| S3 |
126-07 |
126-29 |
128-27 |
|
| S4 |
124-17 |
125-07 |
128-12 |
|
|
| 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 |
128-28 |
3-17 |
2.7% |
1-12 |
1.1% |
12% |
False |
True |
4,169 |
| 10 |
133-08 |
128-28 |
4-12 |
3.4% |
1-11 |
1.0% |
10% |
False |
True |
3,593 |
| 20 |
133-08 |
128-28 |
4-12 |
3.4% |
1-10 |
1.0% |
10% |
False |
True |
2,015 |
| 40 |
134-15 |
128-28 |
5-19 |
4.3% |
1-08 |
1.0% |
8% |
False |
True |
1,015 |
| 60 |
134-15 |
123-04 |
11-11 |
8.8% |
1-10 |
1.0% |
55% |
False |
False |
679 |
| 80 |
134-15 |
123-04 |
11-11 |
8.8% |
1-01 |
0.8% |
55% |
False |
False |
509 |
| 100 |
134-15 |
123-04 |
11-11 |
8.8% |
0-26 |
0.6% |
55% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-24 |
|
2.618 |
134-31 |
|
1.618 |
133-09 |
|
1.000 |
132-08 |
|
0.618 |
131-19 |
|
HIGH |
130-18 |
|
0.618 |
129-29 |
|
0.500 |
129-23 |
|
0.382 |
129-17 |
|
LOW |
128-28 |
|
0.618 |
127-27 |
|
1.000 |
127-06 |
|
1.618 |
126-05 |
|
2.618 |
124-15 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-23 |
130-16 |
| PP |
129-19 |
130-03 |
| S1 |
129-14 |
129-22 |
|