ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 125-27 127-04 1-09 1.0% 127-14
High 127-15 128-13 0-30 0.7% 127-24
Low 125-13 127-04 1-23 1.4% 124-31
Close 127-06 128-02 0-28 0.7% 125-20
Range 2-02 1-09 -0-25 -37.9% 2-25
ATR 1-14 1-14 0-00 -0.8% 0-00
Volume 215,452 34,763 -180,689 -83.9% 2,665,127
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 131-23 131-05 128-25
R3 130-14 129-28 128-13
R2 129-05 129-05 128-10
R1 128-19 128-19 128-06 128-28
PP 127-28 127-28 127-28 128-00
S1 127-10 127-10 127-30 127-19
S2 126-19 126-19 127-26
S3 125-10 126-01 127-23
S4 124-01 124-24 127-11
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
5 128-13 124-31 3-14 2.7% 1-12 1.1% 90% True False 387,213
10 129-21 124-31 4-22 3.7% 1-09 1.0% 66% False False 402,131
20 133-00 124-31 8-01 6.3% 1-11 1.1% 39% False False 347,815
40 134-14 124-31 9-15 7.4% 1-13 1.1% 33% False False 302,583
60 134-14 124-16 9-30 7.8% 1-23 1.3% 36% False False 348,465
80 134-14 122-22 11-24 9.2% 1-21 1.3% 46% False False 313,073
100 134-16 122-22 11-26 9.2% 1-20 1.3% 46% False False 250,527
120 134-16 122-22 11-26 9.2% 1-17 1.2% 46% False False 208,776
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-27
2.618 131-24
1.618 130-15
1.000 129-22
0.618 129-06
HIGH 128-13
0.618 127-29
0.500 127-24
0.382 127-20
LOW 127-04
0.618 126-11
1.000 125-27
1.618 125-02
2.618 123-25
4.250 121-22
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 127-31 127-19
PP 127-28 127-05
S1 127-24 126-22

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

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