ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 131-26 129-22 -2-04 -1.6% 129-26
High 131-26 131-24 -0-02 0.0% 132-21
Low 129-02 129-19 0-17 0.4% 129-26
Close 129-21 131-14 1-25 1.4% 131-21
Range 2-24 2-05 -0-19 -21.6% 2-27
ATR 1-21 1-22 0-01 2.2% 0-00
Volume 308,559 351,405 42,846 13.9% 1,427,209
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 137-13 136-18 132-20
R3 135-08 134-13 132-01
R2 133-03 133-03 131-27
R1 132-08 132-08 131-20 132-22
PP 130-30 130-30 130-30 131-04
S1 130-03 130-03 131-08 130-16
S2 128-25 128-25 131-01
S3 126-20 127-30 130-27
S4 124-15 125-25 130-08
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 2.7% 1-30 1.5% 66% False False 321,313
10 132-21 129-02 3-19 2.7% 1-18 1.2% 66% False False 281,446
20 134-14 129-02 5-12 4.1% 1-15 1.1% 44% False False 257,351
40 134-14 124-16 9-30 7.6% 1-29 1.4% 70% False False 348,791
60 134-14 122-22 11-24 8.9% 1-24 1.3% 74% False False 301,493
80 134-16 122-22 11-26 9.0% 1-23 1.3% 74% False False 226,205
100 134-16 122-22 11-26 9.0% 1-18 1.2% 74% False False 180,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-29
2.618 137-13
1.618 135-08
1.000 133-29
0.618 133-03
HIGH 131-24
0.618 130-30
0.500 130-22
0.382 130-13
LOW 129-19
0.618 128-08
1.000 127-14
1.618 126-03
2.618 123-30
4.250 120-14
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 131-06 131-05
PP 130-30 130-28
S1 130-22 130-19

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

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