ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
127-17 |
126-30 |
-0-19 |
-0.5% |
130-25 |
| High |
127-30 |
127-10 |
-0-20 |
-0.5% |
130-30 |
| Low |
126-27 |
126-12 |
-0-15 |
-0.4% |
127-01 |
| Close |
127-00 |
127-05 |
0-05 |
0.1% |
127-11 |
| Range |
1-03 |
0-30 |
-0-05 |
-14.3% |
3-29 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
107,198 |
364,693 |
257,495 |
240.2% |
160,860 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
129-13 |
127-22 |
|
| R3 |
128-26 |
128-15 |
127-13 |
|
| R2 |
127-28 |
127-28 |
127-10 |
|
| R1 |
127-17 |
127-17 |
127-08 |
127-22 |
| PP |
126-30 |
126-30 |
126-30 |
127-01 |
| S1 |
126-19 |
126-19 |
127-02 |
126-24 |
| S2 |
126-00 |
126-00 |
127-00 |
|
| S3 |
125-02 |
125-21 |
126-29 |
|
| S4 |
124-04 |
124-23 |
126-20 |
|
|
| 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 |
129-27 |
126-12 |
3-15 |
2.7% |
1-05 |
0.9% |
23% |
False |
True |
124,508 |
| 10 |
132-13 |
126-12 |
6-01 |
4.7% |
1-08 |
1.0% |
13% |
False |
True |
64,339 |
| 20 |
133-08 |
126-12 |
6-28 |
5.4% |
1-13 |
1.1% |
11% |
False |
True |
33,101 |
| 40 |
134-15 |
126-12 |
8-03 |
6.4% |
1-07 |
1.0% |
10% |
False |
True |
16,578 |
| 60 |
134-15 |
123-04 |
11-11 |
8.9% |
1-12 |
1.1% |
36% |
False |
False |
11,055 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-03 |
0.9% |
36% |
False |
False |
8,291 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
0-28 |
0.7% |
36% |
False |
False |
6,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-10 |
|
2.618 |
129-25 |
|
1.618 |
128-27 |
|
1.000 |
128-08 |
|
0.618 |
127-29 |
|
HIGH |
127-10 |
|
0.618 |
126-31 |
|
0.500 |
126-27 |
|
0.382 |
126-23 |
|
LOW |
126-12 |
|
0.618 |
125-25 |
|
1.000 |
125-14 |
|
1.618 |
124-27 |
|
2.618 |
123-29 |
|
4.250 |
122-12 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-02 |
127-12 |
| PP |
126-30 |
127-10 |
| S1 |
126-27 |
127-07 |
|