ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
126-05 |
127-17 |
1-12 |
1.1% |
127-17 |
| High |
127-25 |
128-22 |
0-29 |
0.7% |
127-30 |
| Low |
125-22 |
127-14 |
1-24 |
1.4% |
125-09 |
| Close |
127-17 |
128-11 |
0-26 |
0.6% |
125-29 |
| Range |
2-03 |
1-08 |
-0-27 |
-40.3% |
2-21 |
| ATR |
1-12 |
1-11 |
0-00 |
-0.6% |
0-00 |
| Volume |
404,198 |
515,552 |
111,354 |
27.5% |
1,574,854 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-29 |
131-12 |
129-01 |
|
| R3 |
130-21 |
130-04 |
128-22 |
|
| R2 |
129-13 |
129-13 |
128-18 |
|
| R1 |
128-28 |
128-28 |
128-15 |
129-04 |
| PP |
128-05 |
128-05 |
128-05 |
128-09 |
| S1 |
127-20 |
127-20 |
128-07 |
127-28 |
| S2 |
126-29 |
126-29 |
128-04 |
|
| S3 |
125-21 |
126-12 |
128-00 |
|
| S4 |
124-13 |
125-04 |
127-21 |
|
|
| 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 |
128-22 |
125-09 |
3-13 |
2.7% |
1-12 |
1.1% |
90% |
True |
False |
404,542 |
| 10 |
129-27 |
125-09 |
4-18 |
3.6% |
1-08 |
1.0% |
67% |
False |
False |
264,525 |
| 20 |
133-08 |
125-09 |
7-31 |
6.2% |
1-09 |
1.0% |
38% |
False |
False |
134,059 |
| 40 |
134-15 |
125-09 |
9-06 |
7.2% |
1-07 |
1.0% |
33% |
False |
False |
67,144 |
| 60 |
134-15 |
125-09 |
9-06 |
7.2% |
1-14 |
1.1% |
33% |
False |
False |
44,766 |
| 80 |
134-15 |
123-04 |
11-11 |
8.8% |
1-06 |
0.9% |
46% |
False |
False |
33,575 |
| 100 |
134-15 |
123-04 |
11-11 |
8.8% |
0-30 |
0.7% |
46% |
False |
False |
26,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-00 |
|
2.618 |
131-31 |
|
1.618 |
130-23 |
|
1.000 |
129-30 |
|
0.618 |
129-15 |
|
HIGH |
128-22 |
|
0.618 |
128-07 |
|
0.500 |
128-02 |
|
0.382 |
127-29 |
|
LOW |
127-14 |
|
0.618 |
126-21 |
|
1.000 |
126-06 |
|
1.618 |
125-13 |
|
2.618 |
124-05 |
|
4.250 |
122-04 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-08 |
127-28 |
| PP |
128-05 |
127-14 |
| S1 |
128-02 |
127-00 |
|