ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-29 |
131-27 |
1-30 |
1.5% |
129-31 |
| High |
131-30 |
132-28 |
0-30 |
0.7% |
132-27 |
| Low |
129-28 |
131-24 |
1-28 |
1.4% |
129-31 |
| Close |
131-20 |
132-03 |
0-15 |
0.4% |
131-29 |
| Range |
2-02 |
1-04 |
-0-30 |
-45.5% |
2-28 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.2% |
0-00 |
| Volume |
1,588 |
1,747 |
159 |
10.0% |
988 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
134-31 |
132-23 |
|
| R3 |
134-16 |
133-27 |
132-13 |
|
| R2 |
133-12 |
133-12 |
132-10 |
|
| R1 |
132-23 |
132-23 |
132-06 |
133-02 |
| PP |
132-08 |
132-08 |
132-08 |
132-13 |
| S1 |
131-19 |
131-19 |
132-00 |
131-30 |
| S2 |
131-04 |
131-04 |
131-28 |
|
| S3 |
130-00 |
130-15 |
131-25 |
|
| S4 |
128-28 |
129-11 |
131-15 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
138-30 |
133-16 |
|
| R3 |
137-10 |
136-02 |
132-22 |
|
| R2 |
134-14 |
134-14 |
132-14 |
|
| R1 |
133-06 |
133-06 |
132-05 |
133-26 |
| PP |
131-18 |
131-18 |
131-18 |
131-28 |
| S1 |
130-10 |
130-10 |
131-21 |
130-30 |
| S2 |
128-22 |
128-22 |
131-12 |
|
| S3 |
125-26 |
127-14 |
131-04 |
|
| S4 |
122-30 |
124-18 |
130-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-28 |
129-09 |
3-19 |
2.7% |
1-24 |
1.3% |
78% |
True |
False |
1,020 |
| 10 |
132-28 |
129-09 |
3-19 |
2.7% |
1-11 |
1.0% |
78% |
True |
False |
605 |
| 20 |
134-15 |
129-09 |
5-06 |
3.9% |
1-05 |
0.9% |
54% |
False |
False |
316 |
| 40 |
134-15 |
125-11 |
9-04 |
6.9% |
1-16 |
1.1% |
74% |
False |
False |
163 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-05 |
0.9% |
79% |
False |
False |
110 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-28 |
0.7% |
79% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-21 |
|
2.618 |
135-26 |
|
1.618 |
134-22 |
|
1.000 |
134-00 |
|
0.618 |
133-18 |
|
HIGH |
132-28 |
|
0.618 |
132-14 |
|
0.500 |
132-10 |
|
0.382 |
132-06 |
|
LOW |
131-24 |
|
0.618 |
131-02 |
|
1.000 |
130-20 |
|
1.618 |
129-30 |
|
2.618 |
128-26 |
|
4.250 |
126-31 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-10 |
131-24 |
| PP |
132-08 |
131-13 |
| S1 |
132-05 |
131-02 |
|