ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-00 |
129-23 |
-0-09 |
-0.2% |
131-26 |
| High |
130-16 |
130-29 |
0-13 |
0.3% |
133-00 |
| Low |
129-18 |
129-19 |
0-01 |
0.0% |
129-02 |
| Close |
129-22 |
130-22 |
1-00 |
0.8% |
130-31 |
| Range |
0-30 |
1-10 |
0-12 |
40.0% |
3-30 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.3% |
0-00 |
| Volume |
234,937 |
277,924 |
42,987 |
18.3% |
1,628,305 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
133-26 |
131-13 |
|
| R3 |
133-01 |
132-16 |
131-02 |
|
| R2 |
131-23 |
131-23 |
130-30 |
|
| R1 |
131-06 |
131-06 |
130-26 |
131-14 |
| PP |
130-13 |
130-13 |
130-13 |
130-17 |
| S1 |
129-28 |
129-28 |
130-18 |
130-04 |
| S2 |
129-03 |
129-03 |
130-14 |
|
| S3 |
127-25 |
128-18 |
130-10 |
|
| S4 |
126-15 |
127-08 |
129-31 |
|
|
| 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 |
2.6% |
1-12 |
1.1% |
33% |
False |
False |
271,873 |
| 10 |
133-00 |
129-02 |
3-30 |
3.0% |
1-22 |
1.3% |
41% |
False |
False |
302,274 |
| 20 |
133-01 |
129-02 |
3-31 |
3.0% |
1-15 |
1.1% |
41% |
False |
False |
273,731 |
| 40 |
134-14 |
129-01 |
5-13 |
4.1% |
1-23 |
1.3% |
31% |
False |
False |
303,571 |
| 60 |
134-14 |
122-22 |
11-24 |
9.0% |
1-25 |
1.4% |
68% |
False |
False |
329,516 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-22 |
1.3% |
68% |
False |
False |
247,420 |
| 100 |
134-16 |
122-22 |
11-26 |
9.0% |
1-19 |
1.2% |
68% |
False |
False |
197,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-16 |
|
2.618 |
134-11 |
|
1.618 |
133-01 |
|
1.000 |
132-07 |
|
0.618 |
131-23 |
|
HIGH |
130-29 |
|
0.618 |
130-13 |
|
0.500 |
130-08 |
|
0.382 |
130-03 |
|
LOW |
129-19 |
|
0.618 |
128-25 |
|
1.000 |
128-09 |
|
1.618 |
127-15 |
|
2.618 |
126-05 |
|
4.250 |
124-00 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-17 |
130-20 |
| PP |
130-13 |
130-18 |
| S1 |
130-08 |
130-16 |
|