ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 130-19 129-24 -0-27 -0.6% 131-05
High 130-24 130-12 -0-12 -0.3% 132-08
Low 129-20 128-22 -0-30 -0.7% 129-18
Close 129-25 129-04 -0-21 -0.5% 130-23
Range 1-04 1-22 0-18 50.0% 2-22
ATR 1-18 1-18 0-00 0.6% 0-00
Volume 264,149 398,789 134,640 51.0% 1,303,711
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 134-15 133-15 130-02
R3 132-25 131-25 129-19
R2 131-03 131-03 129-14
R1 130-03 130-03 129-09 129-24
PP 129-13 129-13 129-13 129-07
S1 128-13 128-13 128-31 128-02
S2 127-23 127-23 128-26
S3 126-01 126-23 128-21
S4 124-11 125-01 128-06
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
5 132-08 128-22 3-18 2.8% 1-14 1.1% 12% False True 302,792
10 133-00 128-22 4-10 3.3% 1-14 1.1% 10% False True 293,499
20 133-00 128-22 4-10 3.3% 1-16 1.2% 10% False True 287,472
40 134-14 128-22 5-24 4.5% 1-17 1.2% 8% False True 277,838
60 134-14 122-22 11-24 9.1% 1-24 1.4% 55% False False 348,706
80 134-14 122-22 11-24 9.1% 1-22 1.3% 55% False False 262,864
100 134-16 122-22 11-26 9.1% 1-20 1.2% 54% False False 210,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-18
2.618 134-25
1.618 133-03
1.000 132-02
0.618 131-13
HIGH 130-12
0.618 129-23
0.500 129-17
0.382 129-11
LOW 128-22
0.618 127-21
1.000 127-00
1.618 125-31
2.618 124-09
4.250 121-16
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 129-17 130-10
PP 129-13 129-29
S1 129-08 129-17

These figures are updated between 7pm and 10pm EST after a trading day.

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