ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
130-06 |
130-00 |
-0-06 |
-0.1% |
131-27 |
| High |
130-22 |
131-02 |
0-12 |
0.3% |
133-08 |
| Low |
129-25 |
129-29 |
0-04 |
0.1% |
129-09 |
| Close |
129-29 |
130-29 |
1-00 |
0.8% |
131-06 |
| Range |
0-29 |
1-05 |
0-08 |
27.6% |
3-31 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.5% |
0-00 |
| Volume |
9,720 |
3,100 |
-6,620 |
-68.1% |
6,572 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-03 |
133-21 |
131-17 |
|
| R3 |
132-30 |
132-16 |
131-07 |
|
| R2 |
131-25 |
131-25 |
131-04 |
|
| R1 |
131-11 |
131-11 |
131-00 |
131-18 |
| PP |
130-20 |
130-20 |
130-20 |
130-24 |
| S1 |
130-06 |
130-06 |
130-26 |
130-13 |
| S2 |
129-15 |
129-15 |
130-22 |
|
| S3 |
128-10 |
129-01 |
130-19 |
|
| S4 |
127-05 |
127-28 |
130-09 |
|
|
| 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 |
2.6% |
1-10 |
1.0% |
32% |
False |
False |
3,288 |
| 10 |
133-08 |
129-09 |
3-31 |
3.0% |
1-17 |
1.2% |
41% |
False |
False |
2,154 |
| 20 |
133-08 |
129-09 |
3-31 |
3.0% |
1-09 |
1.0% |
41% |
False |
False |
1,134 |
| 40 |
134-15 |
129-09 |
5-06 |
4.0% |
1-10 |
1.0% |
31% |
False |
False |
572 |
| 60 |
134-15 |
123-04 |
11-11 |
8.7% |
1-08 |
0.9% |
69% |
False |
False |
384 |
| 80 |
134-15 |
123-04 |
11-11 |
8.7% |
0-31 |
0.7% |
69% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-31 |
|
2.618 |
134-03 |
|
1.618 |
132-30 |
|
1.000 |
132-07 |
|
0.618 |
131-25 |
|
HIGH |
131-02 |
|
0.618 |
130-20 |
|
0.500 |
130-16 |
|
0.382 |
130-11 |
|
LOW |
129-29 |
|
0.618 |
129-06 |
|
1.000 |
128-24 |
|
1.618 |
128-01 |
|
2.618 |
126-28 |
|
4.250 |
125-00 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-24 |
130-27 |
| PP |
130-20 |
130-24 |
| S1 |
130-16 |
130-22 |
|