ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-05 |
130-00 |
-1-05 |
-0.9% |
131-26 |
| High |
131-13 |
130-16 |
-0-29 |
-0.7% |
133-00 |
| Low |
129-26 |
129-18 |
-0-08 |
-0.2% |
129-02 |
| Close |
129-28 |
129-22 |
-0-06 |
-0.1% |
130-31 |
| Range |
1-19 |
0-30 |
-0-21 |
-41.2% |
3-30 |
| ATR |
1-21 |
1-20 |
-0-02 |
-3.1% |
0-00 |
| Volume |
217,752 |
234,937 |
17,185 |
7.9% |
1,628,305 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-23 |
132-05 |
130-06 |
|
| R3 |
131-25 |
131-07 |
129-30 |
|
| R2 |
130-27 |
130-27 |
129-28 |
|
| R1 |
130-09 |
130-09 |
129-25 |
130-03 |
| PP |
129-29 |
129-29 |
129-29 |
129-26 |
| S1 |
129-11 |
129-11 |
129-19 |
129-05 |
| S2 |
128-31 |
128-31 |
129-16 |
|
| S3 |
128-01 |
128-13 |
129-14 |
|
| S4 |
127-03 |
127-15 |
129-06 |
|
|
| 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 |
129-18 |
3-14 |
2.7% |
1-13 |
1.1% |
4% |
False |
True |
284,206 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-21 |
1.3% |
16% |
False |
False |
302,759 |
| 20 |
133-15 |
129-02 |
4-13 |
3.4% |
1-16 |
1.2% |
14% |
False |
False |
273,983 |
| 40 |
134-14 |
129-01 |
5-13 |
4.2% |
1-24 |
1.3% |
12% |
False |
False |
313,602 |
| 60 |
134-14 |
122-22 |
11-24 |
9.1% |
1-25 |
1.4% |
60% |
False |
False |
324,980 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-22 |
1.3% |
59% |
False |
False |
243,951 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-19 |
1.2% |
59% |
False |
False |
195,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
132-31 |
|
1.618 |
132-01 |
|
1.000 |
131-14 |
|
0.618 |
131-03 |
|
HIGH |
130-16 |
|
0.618 |
130-05 |
|
0.500 |
130-01 |
|
0.382 |
129-29 |
|
LOW |
129-18 |
|
0.618 |
128-31 |
|
1.000 |
128-20 |
|
1.618 |
128-01 |
|
2.618 |
127-03 |
|
4.250 |
125-18 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-01 |
130-24 |
| PP |
129-29 |
130-13 |
| S1 |
129-26 |
130-01 |
|