ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-20 |
132-30 |
1-10 |
1.0% |
129-26 |
| High |
132-29 |
133-00 |
0-03 |
0.1% |
132-21 |
| Low |
131-16 |
131-14 |
-0-02 |
0.0% |
129-26 |
| Close |
131-28 |
132-04 |
0-08 |
0.2% |
131-21 |
| Range |
1-13 |
1-18 |
0-05 |
11.1% |
2-27 |
| ATR |
1-22 |
1-21 |
0-00 |
-0.5% |
0-00 |
| Volume |
339,588 |
391,121 |
51,533 |
15.2% |
1,427,209 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-28 |
136-02 |
133-00 |
|
| R3 |
135-10 |
134-16 |
132-18 |
|
| R2 |
133-24 |
133-24 |
132-13 |
|
| R1 |
132-30 |
132-30 |
132-09 |
132-18 |
| PP |
132-06 |
132-06 |
132-06 |
132-00 |
| S1 |
131-12 |
131-12 |
131-31 |
131-00 |
| S2 |
130-20 |
130-20 |
131-27 |
|
| S3 |
129-02 |
129-26 |
131-22 |
|
| S4 |
127-16 |
128-08 |
131-08 |
|
|
| 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 |
133-00 |
129-02 |
3-30 |
3.0% |
2-00 |
1.5% |
78% |
True |
False |
355,415 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-21 |
1.3% |
78% |
True |
False |
302,759 |
| 20 |
134-14 |
129-02 |
5-12 |
4.1% |
1-14 |
1.1% |
57% |
False |
False |
266,765 |
| 40 |
134-14 |
124-19 |
9-27 |
7.5% |
1-29 |
1.4% |
77% |
False |
False |
347,975 |
| 60 |
134-14 |
122-22 |
11-24 |
8.9% |
1-25 |
1.3% |
80% |
False |
False |
313,610 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-22 |
1.3% |
80% |
False |
False |
235,338 |
| 100 |
134-16 |
122-22 |
11-26 |
8.9% |
1-19 |
1.2% |
80% |
False |
False |
188,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-20 |
|
2.618 |
137-03 |
|
1.618 |
135-17 |
|
1.000 |
134-18 |
|
0.618 |
133-31 |
|
HIGH |
133-00 |
|
0.618 |
132-13 |
|
0.500 |
132-07 |
|
0.382 |
132-01 |
|
LOW |
131-14 |
|
0.618 |
130-15 |
|
1.000 |
129-28 |
|
1.618 |
128-29 |
|
2.618 |
127-11 |
|
4.250 |
124-26 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-07 |
131-27 |
| PP |
132-06 |
131-18 |
| S1 |
132-05 |
131-10 |
|