ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 129-24 129-07 -0-17 -0.4% 131-05
High 130-12 129-21 -0-23 -0.6% 132-08
Low 128-22 128-22 0-00 0.0% 129-18
Close 129-04 128-25 -0-11 -0.3% 130-23
Range 1-22 0-31 -0-23 -42.6% 2-22
ATR 1-18 1-17 -0-01 -2.7% 0-00
Volume 398,789 365,015 -33,774 -8.5% 1,303,711
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 131-30 131-11 129-10
R3 130-31 130-12 129-02
R2 130-00 130-00 128-31
R1 129-13 129-13 128-28 129-07
PP 129-01 129-01 129-01 128-30
S1 128-14 128-14 128-22 128-08
S2 128-02 128-02 128-19
S3 127-03 127-15 128-16
S4 126-04 126-16 128-08
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% 1-12 1.1% 3% False True 320,210
10 133-00 128-22 4-10 3.3% 1-12 1.1% 2% False True 296,041
20 133-00 128-22 4-10 3.3% 1-16 1.2% 2% False True 291,674
40 134-14 128-22 5-24 4.5% 1-16 1.2% 2% False True 278,681
60 134-14 122-22 11-24 9.1% 1-24 1.4% 52% False False 350,881
80 134-14 122-22 11-24 9.1% 1-21 1.3% 52% False False 267,424
100 134-16 122-22 11-26 9.2% 1-20 1.3% 52% False False 213,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-25
2.618 132-06
1.618 131-07
1.000 130-20
0.618 130-08
HIGH 129-21
0.618 129-09
0.500 129-06
0.382 129-02
LOW 128-22
0.618 128-03
1.000 127-23
1.618 127-04
2.618 126-05
4.250 124-18
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 129-06 129-23
PP 129-01 129-13
S1 128-29 129-03

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

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