ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-07 |
129-00 |
-0-07 |
-0.2% |
131-05 |
| High |
129-21 |
129-09 |
-0-12 |
-0.3% |
132-08 |
| Low |
128-22 |
127-25 |
-0-29 |
-0.7% |
129-18 |
| Close |
128-25 |
127-29 |
-0-28 |
-0.7% |
130-23 |
| Range |
0-31 |
1-16 |
0-17 |
54.8% |
2-22 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.1% |
0-00 |
| Volume |
365,015 |
359,494 |
-5,521 |
-1.5% |
1,303,711 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-26 |
131-28 |
128-23 |
|
| R3 |
131-10 |
130-12 |
128-10 |
|
| R2 |
129-26 |
129-26 |
128-06 |
|
| R1 |
128-28 |
128-28 |
128-01 |
128-19 |
| PP |
128-10 |
128-10 |
128-10 |
128-06 |
| S1 |
127-12 |
127-12 |
127-25 |
127-03 |
| S2 |
126-26 |
126-26 |
127-20 |
|
| S3 |
125-10 |
125-28 |
127-16 |
|
| S4 |
123-26 |
124-12 |
127-03 |
|
|
| 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 |
131-30 |
127-25 |
4-05 |
3.2% |
1-11 |
1.0% |
3% |
False |
True |
323,054 |
| 10 |
132-08 |
127-25 |
4-15 |
3.5% |
1-12 |
1.1% |
3% |
False |
True |
292,879 |
| 20 |
133-00 |
127-25 |
5-07 |
4.1% |
1-17 |
1.2% |
2% |
False |
True |
297,819 |
| 40 |
134-14 |
127-25 |
6-21 |
5.2% |
1-16 |
1.2% |
2% |
False |
True |
278,267 |
| 60 |
134-14 |
122-22 |
11-24 |
9.2% |
1-24 |
1.4% |
44% |
False |
False |
345,902 |
| 80 |
134-14 |
122-22 |
11-24 |
9.2% |
1-21 |
1.3% |
44% |
False |
False |
271,917 |
| 100 |
134-16 |
122-22 |
11-26 |
9.2% |
1-20 |
1.3% |
44% |
False |
False |
217,560 |
| 120 |
134-16 |
122-22 |
11-26 |
9.2% |
1-15 |
1.2% |
44% |
False |
False |
181,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-21 |
|
2.618 |
133-07 |
|
1.618 |
131-23 |
|
1.000 |
130-25 |
|
0.618 |
130-07 |
|
HIGH |
129-09 |
|
0.618 |
128-23 |
|
0.500 |
128-17 |
|
0.382 |
128-11 |
|
LOW |
127-25 |
|
0.618 |
126-27 |
|
1.000 |
126-09 |
|
1.618 |
125-11 |
|
2.618 |
123-27 |
|
4.250 |
121-13 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-17 |
129-02 |
| PP |
128-10 |
128-22 |
| S1 |
128-04 |
128-10 |
|