ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
125-26 |
126-05 |
0-11 |
0.3% |
127-17 |
| High |
126-14 |
127-25 |
1-11 |
1.1% |
127-30 |
| Low |
125-09 |
125-22 |
0-13 |
0.3% |
125-09 |
| Close |
125-29 |
127-17 |
1-20 |
1.3% |
125-29 |
| Range |
1-05 |
2-03 |
0-30 |
81.1% |
2-21 |
| ATR |
1-10 |
1-12 |
0-02 |
4.3% |
0-00 |
| Volume |
268,952 |
404,198 |
135,246 |
50.3% |
1,574,854 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-09 |
132-16 |
128-22 |
|
| R3 |
131-06 |
130-13 |
128-03 |
|
| R2 |
129-03 |
129-03 |
127-29 |
|
| R1 |
128-10 |
128-10 |
127-23 |
128-22 |
| PP |
127-00 |
127-00 |
127-00 |
127-06 |
| S1 |
126-07 |
126-07 |
127-11 |
126-20 |
| S2 |
124-29 |
124-29 |
127-05 |
|
| S3 |
122-26 |
124-04 |
126-31 |
|
| S4 |
120-23 |
122-01 |
126-12 |
|
|
| 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 |
127-25 |
125-09 |
2-16 |
2.0% |
1-10 |
1.0% |
90% |
True |
False |
374,370 |
| 10 |
130-18 |
125-09 |
5-09 |
4.1% |
1-10 |
1.0% |
43% |
False |
False |
213,562 |
| 20 |
133-08 |
125-09 |
7-31 |
6.2% |
1-11 |
1.0% |
28% |
False |
False |
108,361 |
| 40 |
134-15 |
125-09 |
9-06 |
7.2% |
1-08 |
1.0% |
24% |
False |
False |
54,256 |
| 60 |
134-15 |
125-07 |
9-08 |
7.3% |
1-13 |
1.1% |
25% |
False |
False |
36,174 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-05 |
0.9% |
39% |
False |
False |
27,131 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
0-30 |
0.7% |
39% |
False |
False |
21,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-22 |
|
2.618 |
133-08 |
|
1.618 |
131-05 |
|
1.000 |
129-28 |
|
0.618 |
129-02 |
|
HIGH |
127-25 |
|
0.618 |
126-31 |
|
0.500 |
126-24 |
|
0.382 |
126-16 |
|
LOW |
125-22 |
|
0.618 |
124-13 |
|
1.000 |
123-19 |
|
1.618 |
122-10 |
|
2.618 |
120-07 |
|
4.250 |
116-25 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-08 |
127-06 |
| PP |
127-00 |
126-28 |
| S1 |
126-24 |
126-17 |
|