ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
126-16 |
125-26 |
-0-22 |
-0.5% |
127-17 |
| High |
126-24 |
126-14 |
-0-10 |
-0.2% |
127-30 |
| Low |
125-21 |
125-09 |
-0-12 |
-0.3% |
125-09 |
| Close |
125-27 |
125-29 |
0-02 |
0.0% |
125-29 |
| Range |
1-03 |
1-05 |
0-02 |
5.7% |
2-21 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
360,526 |
268,952 |
-91,574 |
-25.4% |
1,574,854 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
128-25 |
126-17 |
|
| R3 |
128-06 |
127-20 |
126-07 |
|
| R2 |
127-01 |
127-01 |
126-04 |
|
| R1 |
126-15 |
126-15 |
126-00 |
126-24 |
| PP |
125-28 |
125-28 |
125-28 |
126-00 |
| S1 |
125-10 |
125-10 |
125-26 |
125-19 |
| S2 |
124-23 |
124-23 |
125-22 |
|
| S3 |
123-18 |
124-05 |
125-19 |
|
| S4 |
122-13 |
123-00 |
125-09 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
132-25 |
127-12 |
|
| R3 |
131-22 |
130-04 |
126-20 |
|
| R2 |
129-01 |
129-01 |
126-13 |
|
| R1 |
127-15 |
127-15 |
126-05 |
126-30 |
| PP |
126-12 |
126-12 |
126-12 |
126-03 |
| S1 |
124-26 |
124-26 |
125-21 |
124-08 |
| S2 |
123-23 |
123-23 |
125-13 |
|
| S3 |
121-02 |
122-05 |
125-06 |
|
| S4 |
118-13 |
119-16 |
124-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-30 |
125-09 |
2-21 |
2.1% |
1-03 |
0.9% |
24% |
False |
True |
314,970 |
| 10 |
130-30 |
125-09 |
5-21 |
4.5% |
1-06 |
1.0% |
11% |
False |
True |
173,571 |
| 20 |
133-08 |
125-09 |
7-31 |
6.3% |
1-12 |
1.1% |
8% |
False |
True |
88,219 |
| 40 |
134-15 |
125-09 |
9-06 |
7.3% |
1-08 |
1.0% |
7% |
False |
True |
44,152 |
| 60 |
134-15 |
124-25 |
9-22 |
7.7% |
1-13 |
1.1% |
12% |
False |
False |
29,437 |
| 80 |
134-15 |
123-04 |
11-11 |
9.0% |
1-04 |
0.9% |
25% |
False |
False |
22,078 |
| 100 |
134-15 |
123-04 |
11-11 |
9.0% |
0-29 |
0.7% |
25% |
False |
False |
17,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-11 |
|
2.618 |
129-15 |
|
1.618 |
128-10 |
|
1.000 |
127-19 |
|
0.618 |
127-05 |
|
HIGH |
126-14 |
|
0.618 |
126-00 |
|
0.500 |
125-28 |
|
0.382 |
125-23 |
|
LOW |
125-09 |
|
0.618 |
124-18 |
|
1.000 |
124-04 |
|
1.618 |
123-13 |
|
2.618 |
122-08 |
|
4.250 |
120-12 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
126-15 |
| PP |
125-28 |
126-09 |
| S1 |
125-28 |
126-03 |
|