ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-18 |
130-19 |
-0-31 |
-0.7% |
131-05 |
| High |
131-30 |
130-24 |
-1-06 |
-0.9% |
132-08 |
| Low |
130-17 |
129-20 |
-0-29 |
-0.7% |
129-18 |
| Close |
130-23 |
129-25 |
-0-30 |
-0.7% |
130-23 |
| Range |
1-13 |
1-04 |
-0-09 |
-20.0% |
2-22 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.1% |
0-00 |
| Volume |
227,827 |
264,149 |
36,322 |
15.9% |
1,303,711 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
132-23 |
130-13 |
|
| R3 |
132-10 |
131-19 |
130-03 |
|
| R2 |
131-06 |
131-06 |
130-00 |
|
| R1 |
130-15 |
130-15 |
129-28 |
130-08 |
| PP |
130-02 |
130-02 |
130-02 |
129-30 |
| S1 |
129-11 |
129-11 |
129-22 |
129-04 |
| S2 |
128-30 |
128-30 |
129-18 |
|
| S3 |
127-26 |
128-07 |
129-15 |
|
| S4 |
126-22 |
127-03 |
129-05 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-16 |
132-06 |
|
| R3 |
136-07 |
134-26 |
131-15 |
|
| R2 |
133-17 |
133-17 |
131-07 |
|
| R1 |
132-04 |
132-04 |
130-31 |
131-16 |
| PP |
130-27 |
130-27 |
130-27 |
130-17 |
| S1 |
129-14 |
129-14 |
130-15 |
128-26 |
| S2 |
128-05 |
128-05 |
130-07 |
|
| S3 |
125-15 |
126-24 |
129-31 |
|
| S4 |
122-25 |
124-02 |
129-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-08 |
129-18 |
2-22 |
2.1% |
1-10 |
1.0% |
8% |
False |
False |
270,021 |
| 10 |
133-00 |
129-18 |
3-14 |
2.6% |
1-15 |
1.1% |
6% |
False |
False |
288,760 |
| 20 |
133-00 |
129-02 |
3-30 |
3.0% |
1-15 |
1.1% |
18% |
False |
False |
278,021 |
| 40 |
134-14 |
129-02 |
5-12 |
4.1% |
1-18 |
1.2% |
13% |
False |
False |
277,922 |
| 60 |
134-14 |
122-22 |
11-24 |
9.1% |
1-24 |
1.4% |
60% |
False |
False |
342,609 |
| 80 |
134-14 |
122-22 |
11-24 |
9.1% |
1-22 |
1.3% |
60% |
False |
False |
257,880 |
| 100 |
134-16 |
122-22 |
11-26 |
9.1% |
1-19 |
1.2% |
60% |
False |
False |
206,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
133-22 |
|
1.618 |
132-18 |
|
1.000 |
131-28 |
|
0.618 |
131-14 |
|
HIGH |
130-24 |
|
0.618 |
130-10 |
|
0.500 |
130-06 |
|
0.382 |
130-02 |
|
LOW |
129-20 |
|
0.618 |
128-30 |
|
1.000 |
128-16 |
|
1.618 |
127-26 |
|
2.618 |
126-22 |
|
4.250 |
124-27 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-06 |
130-30 |
| PP |
130-02 |
130-18 |
| S1 |
129-29 |
130-05 |
|