ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-14 |
131-26 |
1-12 |
1.1% |
129-26 |
| High |
132-04 |
131-26 |
-0-10 |
-0.2% |
132-21 |
| Low |
130-02 |
129-02 |
-1-00 |
-0.8% |
129-26 |
| Close |
131-21 |
129-21 |
-2-00 |
-1.5% |
131-21 |
| Range |
2-02 |
2-24 |
0-22 |
33.3% |
2-27 |
| ATR |
1-18 |
1-21 |
0-03 |
5.4% |
0-00 |
| Volume |
386,405 |
308,559 |
-77,846 |
-20.1% |
1,427,209 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-14 |
136-25 |
131-05 |
|
| R3 |
135-22 |
134-01 |
130-13 |
|
| R2 |
132-30 |
132-30 |
130-05 |
|
| R1 |
131-09 |
131-09 |
129-29 |
130-24 |
| PP |
130-06 |
130-06 |
130-06 |
129-29 |
| S1 |
128-17 |
128-17 |
129-13 |
128-00 |
| S2 |
127-14 |
127-14 |
129-05 |
|
| S3 |
124-22 |
125-25 |
128-29 |
|
| S4 |
121-30 |
123-01 |
128-05 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-29 |
138-20 |
133-07 |
|
| R3 |
137-02 |
135-25 |
132-14 |
|
| R2 |
134-07 |
134-07 |
132-06 |
|
| R1 |
132-30 |
132-30 |
131-29 |
133-18 |
| PP |
131-12 |
131-12 |
131-12 |
131-22 |
| S1 |
130-03 |
130-03 |
131-13 |
130-24 |
| S2 |
128-17 |
128-17 |
131-04 |
|
| S3 |
125-22 |
127-08 |
130-28 |
|
| S4 |
122-27 |
124-13 |
130-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-21 |
129-02 |
3-19 |
2.8% |
1-27 |
1.4% |
17% |
False |
True |
313,614 |
| 10 |
132-21 |
129-02 |
3-19 |
2.8% |
1-14 |
1.1% |
17% |
False |
True |
267,282 |
| 20 |
134-14 |
129-02 |
5-12 |
4.1% |
1-15 |
1.1% |
11% |
False |
True |
253,146 |
| 40 |
134-14 |
124-16 |
9-30 |
7.7% |
1-28 |
1.4% |
52% |
False |
False |
347,018 |
| 60 |
134-14 |
122-22 |
11-24 |
9.1% |
1-25 |
1.4% |
59% |
False |
False |
295,648 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-22 |
1.3% |
59% |
False |
False |
221,813 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-18 |
1.2% |
59% |
False |
False |
177,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-16 |
|
2.618 |
139-00 |
|
1.618 |
136-08 |
|
1.000 |
134-18 |
|
0.618 |
133-16 |
|
HIGH |
131-26 |
|
0.618 |
130-24 |
|
0.500 |
130-14 |
|
0.382 |
130-04 |
|
LOW |
129-02 |
|
0.618 |
127-12 |
|
1.000 |
126-10 |
|
1.618 |
124-20 |
|
2.618 |
121-28 |
|
4.250 |
117-12 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-14 |
130-19 |
| PP |
130-06 |
130-09 |
| S1 |
129-29 |
129-31 |
|