ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
127-00 |
126-08 |
-0-24 |
-0.6% |
130-19 |
| High |
127-14 |
126-16 |
-0-30 |
-0.7% |
130-24 |
| Low |
126-06 |
125-12 |
-0-26 |
-0.6% |
126-26 |
| Close |
126-18 |
125-17 |
-1-01 |
-0.8% |
127-05 |
| Range |
1-08 |
1-04 |
-0-04 |
-10.0% |
3-30 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.2% |
0-00 |
| Volume |
725,321 |
597,813 |
-127,508 |
-17.6% |
1,768,908 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-15 |
126-05 |
|
| R3 |
128-02 |
127-11 |
125-27 |
|
| R2 |
126-30 |
126-30 |
125-24 |
|
| R1 |
126-07 |
126-07 |
125-20 |
126-00 |
| PP |
125-26 |
125-26 |
125-26 |
125-22 |
| S1 |
125-03 |
125-03 |
125-14 |
124-28 |
| S2 |
124-22 |
124-22 |
125-10 |
|
| S3 |
123-18 |
123-31 |
125-07 |
|
| S4 |
122-14 |
122-27 |
124-29 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-02 |
137-17 |
129-10 |
|
| R3 |
136-04 |
133-19 |
128-08 |
|
| R2 |
132-06 |
132-06 |
127-28 |
|
| R1 |
129-21 |
129-21 |
127-17 |
128-30 |
| PP |
128-08 |
128-08 |
128-08 |
127-28 |
| S1 |
125-23 |
125-23 |
126-25 |
125-00 |
| S2 |
124-10 |
124-10 |
126-14 |
|
| S3 |
120-12 |
121-25 |
126-02 |
|
| S4 |
116-14 |
117-27 |
125-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-06 |
125-12 |
2-26 |
2.2% |
1-05 |
0.9% |
6% |
False |
True |
536,773 |
| 10 |
131-30 |
125-12 |
6-18 |
5.2% |
1-08 |
1.0% |
2% |
False |
True |
429,914 |
| 20 |
133-00 |
125-12 |
7-20 |
6.1% |
1-15 |
1.2% |
2% |
False |
True |
369,486 |
| 40 |
134-14 |
125-12 |
9-02 |
7.2% |
1-14 |
1.1% |
2% |
False |
True |
307,949 |
| 60 |
134-14 |
122-22 |
11-24 |
9.4% |
1-23 |
1.4% |
24% |
False |
False |
355,147 |
| 80 |
134-14 |
122-22 |
11-24 |
9.4% |
1-22 |
1.3% |
24% |
False |
False |
305,439 |
| 100 |
134-16 |
122-22 |
11-26 |
9.4% |
1-20 |
1.3% |
24% |
False |
False |
244,398 |
| 120 |
134-16 |
122-22 |
11-26 |
9.4% |
1-16 |
1.2% |
24% |
False |
False |
203,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-09 |
|
2.618 |
129-14 |
|
1.618 |
128-10 |
|
1.000 |
127-20 |
|
0.618 |
127-06 |
|
HIGH |
126-16 |
|
0.618 |
126-02 |
|
0.500 |
125-30 |
|
0.382 |
125-26 |
|
LOW |
125-12 |
|
0.618 |
124-22 |
|
1.000 |
124-08 |
|
1.618 |
123-18 |
|
2.618 |
122-14 |
|
4.250 |
120-19 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-30 |
126-13 |
| PP |
125-26 |
126-04 |
| S1 |
125-21 |
125-26 |
|