ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
131-07 |
130-06 |
-1-01 |
-0.8% |
131-27 |
| High |
131-19 |
130-22 |
-0-29 |
-0.7% |
133-08 |
| Low |
130-02 |
129-25 |
-0-09 |
-0.2% |
129-09 |
| Close |
130-03 |
129-29 |
-0-06 |
-0.1% |
131-06 |
| Range |
1-17 |
0-29 |
-0-20 |
-40.8% |
3-31 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.8% |
0-00 |
| Volume |
1,740 |
9,720 |
7,980 |
458.6% |
6,572 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-27 |
132-09 |
130-13 |
|
| R3 |
131-30 |
131-12 |
130-05 |
|
| R2 |
131-01 |
131-01 |
130-02 |
|
| R1 |
130-15 |
130-15 |
130-00 |
130-10 |
| PP |
130-04 |
130-04 |
130-04 |
130-01 |
| S1 |
129-18 |
129-18 |
129-26 |
129-12 |
| S2 |
129-07 |
129-07 |
129-24 |
|
| S3 |
128-10 |
128-21 |
129-21 |
|
| S4 |
127-13 |
127-24 |
129-13 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-05 |
141-04 |
133-12 |
|
| R3 |
139-06 |
137-05 |
132-09 |
|
| R2 |
135-07 |
135-07 |
131-29 |
|
| R1 |
133-06 |
133-06 |
131-18 |
132-07 |
| PP |
131-08 |
131-08 |
131-08 |
130-24 |
| S1 |
129-07 |
129-07 |
130-26 |
128-08 |
| S2 |
127-09 |
127-09 |
130-15 |
|
| S3 |
123-10 |
125-08 |
130-03 |
|
| S4 |
119-11 |
121-09 |
129-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-08 |
129-25 |
3-15 |
2.7% |
1-10 |
1.0% |
4% |
False |
True |
3,017 |
| 10 |
133-08 |
129-09 |
3-31 |
3.1% |
1-17 |
1.2% |
16% |
False |
False |
1,863 |
| 20 |
133-16 |
129-09 |
4-07 |
3.2% |
1-10 |
1.0% |
15% |
False |
False |
981 |
| 40 |
134-15 |
129-07 |
5-08 |
4.0% |
1-12 |
1.1% |
13% |
False |
False |
494 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
1-07 |
0.9% |
60% |
False |
False |
332 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-30 |
0.7% |
60% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-17 |
|
2.618 |
133-02 |
|
1.618 |
132-05 |
|
1.000 |
131-19 |
|
0.618 |
131-08 |
|
HIGH |
130-22 |
|
0.618 |
130-11 |
|
0.500 |
130-08 |
|
0.382 |
130-04 |
|
LOW |
129-25 |
|
0.618 |
129-07 |
|
1.000 |
128-28 |
|
1.618 |
128-10 |
|
2.618 |
127-13 |
|
4.250 |
125-30 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-08 |
130-31 |
| PP |
130-04 |
130-20 |
| S1 |
130-00 |
130-08 |
|