ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-27 |
133-08 |
1-13 |
1.1% |
129-31 |
| High |
132-28 |
133-08 |
0-12 |
0.3% |
132-27 |
| Low |
131-24 |
131-24 |
0-00 |
0.0% |
129-31 |
| Close |
132-03 |
132-12 |
0-09 |
0.2% |
131-29 |
| Range |
1-04 |
1-16 |
0-12 |
33.3% |
2-28 |
| ATR |
1-15 |
1-15 |
0-00 |
0.1% |
0-00 |
| Volume |
1,747 |
1,104 |
-643 |
-36.8% |
988 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-05 |
133-06 |
|
| R3 |
135-15 |
134-21 |
132-25 |
|
| R2 |
133-31 |
133-31 |
132-21 |
|
| R1 |
133-05 |
133-05 |
132-16 |
132-26 |
| PP |
132-15 |
132-15 |
132-15 |
132-09 |
| S1 |
131-21 |
131-21 |
132-08 |
131-10 |
| S2 |
130-31 |
130-31 |
132-03 |
|
| S3 |
129-15 |
130-05 |
131-31 |
|
| S4 |
127-31 |
128-21 |
131-18 |
|
|
| 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 |
133-08 |
129-09 |
3-31 |
3.0% |
1-28 |
1.4% |
78% |
True |
False |
1,225 |
| 10 |
133-08 |
129-09 |
3-31 |
3.0% |
1-13 |
1.1% |
78% |
True |
False |
685 |
| 20 |
133-16 |
129-09 |
4-07 |
3.2% |
1-06 |
0.9% |
73% |
False |
False |
371 |
| 40 |
134-15 |
126-12 |
8-03 |
6.1% |
1-17 |
1.1% |
74% |
False |
False |
190 |
| 60 |
134-15 |
123-04 |
11-11 |
8.6% |
1-06 |
0.9% |
82% |
False |
False |
128 |
| 80 |
134-15 |
123-04 |
11-11 |
8.6% |
0-29 |
0.7% |
82% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-20 |
|
2.618 |
137-06 |
|
1.618 |
135-22 |
|
1.000 |
134-24 |
|
0.618 |
134-06 |
|
HIGH |
133-08 |
|
0.618 |
132-22 |
|
0.500 |
132-16 |
|
0.382 |
132-10 |
|
LOW |
131-24 |
|
0.618 |
130-26 |
|
1.000 |
130-08 |
|
1.618 |
129-10 |
|
2.618 |
127-26 |
|
4.250 |
125-12 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-16 |
132-03 |
| PP |
132-15 |
131-27 |
| S1 |
132-13 |
131-18 |
|