ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-07 |
128-05 |
-1-02 |
-0.8% |
130-25 |
| High |
129-15 |
128-12 |
-1-03 |
-0.8% |
130-30 |
| Low |
128-01 |
127-01 |
-1-00 |
-0.8% |
127-01 |
| Close |
128-04 |
127-11 |
-0-25 |
-0.6% |
127-11 |
| Range |
1-14 |
1-11 |
-0-03 |
-6.5% |
3-29 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.3% |
0-00 |
| Volume |
57,364 |
59,262 |
1,898 |
3.3% |
160,860 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-20 |
130-26 |
128-03 |
|
| R3 |
130-09 |
129-15 |
127-23 |
|
| R2 |
128-30 |
128-30 |
127-19 |
|
| R1 |
128-04 |
128-04 |
127-15 |
127-28 |
| PP |
127-19 |
127-19 |
127-19 |
127-14 |
| S1 |
126-25 |
126-25 |
127-07 |
126-16 |
| S2 |
126-08 |
126-08 |
127-03 |
|
| S3 |
124-29 |
125-14 |
126-31 |
|
| S4 |
123-18 |
124-03 |
126-19 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-05 |
137-21 |
129-16 |
|
| R3 |
136-08 |
133-24 |
128-13 |
|
| R2 |
132-11 |
132-11 |
128-02 |
|
| R1 |
129-27 |
129-27 |
127-22 |
129-04 |
| PP |
128-14 |
128-14 |
128-14 |
128-03 |
| S1 |
125-30 |
125-30 |
127-00 |
125-08 |
| S2 |
124-17 |
124-17 |
126-20 |
|
| S3 |
120-20 |
122-01 |
126-09 |
|
| S4 |
116-23 |
118-04 |
125-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-30 |
127-01 |
3-29 |
3.1% |
1-09 |
1.0% |
8% |
False |
True |
32,172 |
| 10 |
132-13 |
127-01 |
5-12 |
4.2% |
1-10 |
1.0% |
6% |
False |
True |
18,296 |
| 20 |
133-08 |
127-01 |
6-07 |
4.9% |
1-12 |
1.1% |
5% |
False |
True |
9,526 |
| 40 |
134-15 |
127-01 |
7-14 |
5.8% |
1-08 |
1.0% |
4% |
False |
True |
4,781 |
| 60 |
134-15 |
123-04 |
11-11 |
8.9% |
1-12 |
1.1% |
37% |
False |
False |
3,190 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-02 |
0.8% |
37% |
False |
False |
2,393 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
0-28 |
0.7% |
37% |
False |
False |
1,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-03 |
|
2.618 |
131-29 |
|
1.618 |
130-18 |
|
1.000 |
129-23 |
|
0.618 |
129-07 |
|
HIGH |
128-12 |
|
0.618 |
127-28 |
|
0.500 |
127-22 |
|
0.382 |
127-17 |
|
LOW |
127-01 |
|
0.618 |
126-06 |
|
1.000 |
125-22 |
|
1.618 |
124-27 |
|
2.618 |
123-16 |
|
4.250 |
121-10 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
128-14 |
| PP |
127-19 |
128-02 |
| S1 |
127-15 |
127-23 |
|