ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-25 |
131-05 |
-0-20 |
-0.5% |
131-26 |
| High |
131-30 |
131-13 |
-0-17 |
-0.4% |
133-00 |
| Low |
130-13 |
129-26 |
-0-19 |
-0.5% |
129-02 |
| Close |
130-31 |
129-28 |
-1-03 |
-0.8% |
130-31 |
| Range |
1-17 |
1-19 |
0-02 |
4.1% |
3-30 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.3% |
0-00 |
| Volume |
237,632 |
217,752 |
-19,880 |
-8.4% |
1,628,305 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-05 |
134-03 |
130-24 |
|
| R3 |
133-18 |
132-16 |
130-10 |
|
| R2 |
131-31 |
131-31 |
130-05 |
|
| R1 |
130-29 |
130-29 |
130-01 |
130-20 |
| PP |
130-12 |
130-12 |
130-12 |
130-07 |
| S1 |
129-10 |
129-10 |
129-23 |
129-02 |
| S2 |
128-25 |
128-25 |
129-19 |
|
| S3 |
127-06 |
127-23 |
129-14 |
|
| S4 |
125-19 |
126-04 |
129-00 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-26 |
140-27 |
133-04 |
|
| R3 |
138-28 |
136-29 |
132-02 |
|
| R2 |
134-30 |
134-30 |
131-22 |
|
| R1 |
132-31 |
132-31 |
131-11 |
132-00 |
| PP |
131-00 |
131-00 |
131-00 |
130-17 |
| S1 |
129-01 |
129-01 |
130-19 |
128-02 |
| S2 |
127-02 |
127-02 |
130-08 |
|
| S3 |
123-04 |
125-03 |
129-28 |
|
| S4 |
119-06 |
121-05 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-00 |
129-19 |
3-13 |
2.6% |
1-21 |
1.3% |
8% |
False |
False |
307,499 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-24 |
1.3% |
21% |
False |
False |
310,556 |
| 20 |
133-15 |
129-02 |
4-13 |
3.4% |
1-16 |
1.2% |
18% |
False |
False |
271,603 |
| 40 |
134-14 |
128-07 |
6-07 |
4.8% |
1-27 |
1.4% |
27% |
False |
False |
331,926 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-25 |
1.4% |
61% |
False |
False |
321,107 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-23 |
1.3% |
61% |
False |
False |
241,015 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-19 |
1.2% |
61% |
False |
False |
192,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
135-19 |
|
1.618 |
134-00 |
|
1.000 |
133-00 |
|
0.618 |
132-13 |
|
HIGH |
131-13 |
|
0.618 |
130-26 |
|
0.500 |
130-20 |
|
0.382 |
130-13 |
|
LOW |
129-26 |
|
0.618 |
128-26 |
|
1.000 |
128-07 |
|
1.618 |
127-07 |
|
2.618 |
125-20 |
|
4.250 |
123-01 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-20 |
131-13 |
| PP |
130-12 |
130-29 |
| S1 |
130-04 |
130-12 |
|