ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
127-05 |
126-16 |
-0-21 |
-0.5% |
130-25 |
| High |
127-21 |
126-24 |
-0-29 |
-0.7% |
130-30 |
| Low |
126-14 |
125-21 |
-0-25 |
-0.6% |
127-01 |
| Close |
126-26 |
125-27 |
-0-31 |
-0.8% |
127-11 |
| Range |
1-07 |
1-03 |
-0-04 |
-10.3% |
3-29 |
| ATR |
1-11 |
1-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
473,485 |
360,526 |
-112,959 |
-23.9% |
160,860 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-22 |
126-14 |
|
| R3 |
128-09 |
127-19 |
126-05 |
|
| R2 |
127-06 |
127-06 |
126-01 |
|
| R1 |
126-16 |
126-16 |
125-30 |
126-10 |
| PP |
126-03 |
126-03 |
126-03 |
125-31 |
| S1 |
125-13 |
125-13 |
125-24 |
125-06 |
| S2 |
125-00 |
125-00 |
125-21 |
|
| S3 |
123-29 |
124-10 |
125-17 |
|
| S4 |
122-26 |
123-07 |
125-08 |
|
|
| 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 |
128-12 |
125-21 |
2-23 |
2.2% |
1-04 |
0.9% |
7% |
False |
True |
273,032 |
| 10 |
132-03 |
125-21 |
6-14 |
5.1% |
1-07 |
1.0% |
3% |
False |
True |
146,841 |
| 20 |
133-08 |
125-21 |
7-19 |
6.0% |
1-13 |
1.1% |
2% |
False |
True |
74,788 |
| 40 |
134-15 |
125-21 |
8-26 |
7.0% |
1-08 |
1.0% |
2% |
False |
True |
37,428 |
| 60 |
134-15 |
123-29 |
10-18 |
8.4% |
1-13 |
1.1% |
18% |
False |
False |
24,955 |
| 80 |
134-15 |
123-04 |
11-11 |
9.0% |
1-04 |
0.9% |
24% |
False |
False |
18,716 |
| 100 |
134-15 |
123-04 |
11-11 |
9.0% |
0-29 |
0.7% |
24% |
False |
False |
14,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-13 |
|
2.618 |
129-20 |
|
1.618 |
128-17 |
|
1.000 |
127-27 |
|
0.618 |
127-14 |
|
HIGH |
126-24 |
|
0.618 |
126-11 |
|
0.500 |
126-06 |
|
0.382 |
126-02 |
|
LOW |
125-21 |
|
0.618 |
124-31 |
|
1.000 |
124-18 |
|
1.618 |
123-28 |
|
2.618 |
122-25 |
|
4.250 |
121-00 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-06 |
126-21 |
| PP |
126-03 |
126-12 |
| S1 |
125-31 |
126-04 |
|