ECBOT 30 Year Treasury Bond Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 128-10 129-02 0-24 0.6% 126-05
High 129-16 129-03 -0-13 -0.3% 129-16
Low 127-26 127-26 0-00 0.0% 125-22
Close 128-27 127-30 -0-29 -0.7% 127-30
Range 1-22 1-09 -0-13 -24.1% 3-26
ATR 1-12 1-12 0-00 -0.5% 0-00
Volume 340,614 299,441 -41,173 -12.1% 1,559,805
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 132-04 131-10 128-21
R3 130-27 130-01 128-09
R2 129-18 129-18 128-06
R1 128-24 128-24 128-02 128-16
PP 128-09 128-09 128-09 128-05
S1 127-15 127-15 127-26 127-08
S2 127-00 127-00 127-22
S3 125-23 126-06 127-19
S4 124-14 124-29 127-07
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 139-05 137-11 130-01
R3 135-11 133-17 129-00
R2 131-17 131-17 128-20
R1 129-23 129-23 128-09 130-20
PP 127-23 127-23 127-23 128-05
S1 125-29 125-29 127-19 126-26
S2 123-29 123-29 127-08
S3 120-03 122-03 126-28
S4 116-09 118-09 125-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-16 125-09 4-07 3.3% 1-16 1.2% 63% False False 365,751
10 129-16 125-09 4-07 3.3% 1-10 1.0% 63% False False 319,392
20 132-13 125-09 7-04 5.6% 1-10 1.0% 37% False False 165,919
40 133-16 125-09 8-07 6.4% 1-08 1.0% 32% False False 83,145
60 134-15 125-09 9-06 7.2% 1-14 1.1% 29% False False 55,433
80 134-15 123-04 11-11 8.9% 1-07 0.9% 42% False False 41,576
100 134-15 123-04 11-11 8.9% 0-31 0.8% 42% False False 33,261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-17
2.618 132-14
1.618 131-05
1.000 130-12
0.618 129-28
HIGH 129-03
0.618 128-19
0.500 128-14
0.382 128-10
LOW 127-26
0.618 127-01
1.000 126-17
1.618 125-24
2.618 124-15
4.250 122-12
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 128-14 128-15
PP 128-09 128-09
S1 128-04 128-04

These figures are updated between 7pm and 10pm EST after a trading day.

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