ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
126-08 |
125-15 |
-0-25 |
-0.6% |
127-14 |
| High |
126-16 |
126-04 |
-0-12 |
-0.3% |
127-24 |
| Low |
125-12 |
124-31 |
-0-13 |
-0.3% |
124-31 |
| Close |
125-17 |
125-20 |
0-03 |
0.1% |
125-20 |
| Range |
1-04 |
1-05 |
0-01 |
2.8% |
2-25 |
| ATR |
1-13 |
1-13 |
-0-01 |
-1.3% |
0-00 |
| Volume |
597,813 |
362,720 |
-235,093 |
-39.3% |
2,665,127 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
128-16 |
126-08 |
|
| R3 |
127-28 |
127-11 |
125-30 |
|
| R2 |
126-23 |
126-23 |
125-27 |
|
| R1 |
126-06 |
126-06 |
125-23 |
126-14 |
| PP |
125-18 |
125-18 |
125-18 |
125-23 |
| S1 |
125-01 |
125-01 |
125-17 |
125-10 |
| S2 |
124-13 |
124-13 |
125-13 |
|
| S3 |
123-08 |
123-28 |
125-10 |
|
| S4 |
122-03 |
122-23 |
125-00 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-15 |
132-26 |
127-05 |
|
| R3 |
131-22 |
130-01 |
126-12 |
|
| R2 |
128-29 |
128-29 |
126-04 |
|
| R1 |
127-08 |
127-08 |
125-28 |
126-22 |
| PP |
126-04 |
126-04 |
126-04 |
125-26 |
| S1 |
124-15 |
124-15 |
125-12 |
123-29 |
| S2 |
123-11 |
123-11 |
125-04 |
|
| S3 |
120-18 |
121-22 |
124-28 |
|
| S4 |
117-25 |
118-29 |
124-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-24 |
124-31 |
2-25 |
2.2% |
1-04 |
0.9% |
24% |
False |
True |
533,025 |
| 10 |
130-24 |
124-31 |
5-25 |
4.6% |
1-07 |
1.0% |
11% |
False |
True |
443,403 |
| 20 |
133-00 |
124-31 |
8-01 |
6.4% |
1-14 |
1.1% |
8% |
False |
True |
368,302 |
| 40 |
134-14 |
124-31 |
9-15 |
7.5% |
1-14 |
1.1% |
7% |
False |
True |
311,194 |
| 60 |
134-14 |
122-30 |
11-16 |
9.2% |
1-23 |
1.4% |
23% |
False |
False |
355,116 |
| 80 |
134-14 |
122-22 |
11-24 |
9.4% |
1-21 |
1.3% |
25% |
False |
False |
309,960 |
| 100 |
134-16 |
122-22 |
11-26 |
9.4% |
1-20 |
1.3% |
25% |
False |
False |
248,025 |
| 120 |
134-16 |
122-22 |
11-26 |
9.4% |
1-16 |
1.2% |
25% |
False |
False |
206,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-01 |
|
2.618 |
129-05 |
|
1.618 |
128-00 |
|
1.000 |
127-09 |
|
0.618 |
126-27 |
|
HIGH |
126-04 |
|
0.618 |
125-22 |
|
0.500 |
125-18 |
|
0.382 |
125-13 |
|
LOW |
124-31 |
|
0.618 |
124-08 |
|
1.000 |
123-26 |
|
1.618 |
123-03 |
|
2.618 |
121-30 |
|
4.250 |
120-02 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-19 |
126-06 |
| PP |
125-18 |
126-00 |
| S1 |
125-18 |
125-26 |
|