ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-30 |
129-15 |
-0-15 |
-0.4% |
131-07 |
| High |
130-18 |
129-27 |
-0-23 |
-0.6% |
132-13 |
| Low |
128-28 |
128-29 |
0-01 |
0.0% |
129-25 |
| Close |
129-10 |
128-31 |
-0-11 |
-0.3% |
130-30 |
| Range |
1-22 |
0-30 |
-0-24 |
-44.4% |
2-20 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
5,923 |
34,027 |
28,104 |
474.5% |
22,100 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-02 |
131-14 |
129-16 |
|
| R3 |
131-04 |
130-16 |
129-07 |
|
| R2 |
130-06 |
130-06 |
129-04 |
|
| R1 |
129-18 |
129-18 |
129-02 |
129-13 |
| PP |
129-08 |
129-08 |
129-08 |
129-05 |
| S1 |
128-20 |
128-20 |
128-28 |
128-15 |
| S2 |
128-10 |
128-10 |
128-26 |
|
| S3 |
127-12 |
127-22 |
128-23 |
|
| S4 |
126-14 |
126-24 |
128-14 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-18 |
132-12 |
|
| R3 |
136-09 |
134-30 |
131-21 |
|
| R2 |
133-21 |
133-21 |
131-13 |
|
| R1 |
132-10 |
132-10 |
131-06 |
131-22 |
| PP |
131-01 |
131-01 |
131-01 |
130-23 |
| S1 |
129-22 |
129-22 |
130-22 |
129-02 |
| S2 |
128-13 |
128-13 |
130-15 |
|
| S3 |
125-25 |
127-02 |
130-07 |
|
| S4 |
123-05 |
124-14 |
129-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-13 |
128-28 |
3-17 |
2.7% |
1-10 |
1.0% |
3% |
False |
False |
10,354 |
| 10 |
133-08 |
128-28 |
4-12 |
3.4% |
1-10 |
1.0% |
2% |
False |
False |
6,821 |
| 20 |
133-08 |
128-28 |
4-12 |
3.4% |
1-11 |
1.0% |
2% |
False |
False |
3,713 |
| 40 |
134-15 |
128-28 |
5-19 |
4.3% |
1-07 |
1.0% |
2% |
False |
False |
1,866 |
| 60 |
134-15 |
123-04 |
11-11 |
8.8% |
1-10 |
1.0% |
52% |
False |
False |
1,246 |
| 80 |
134-15 |
123-04 |
11-11 |
8.8% |
1-01 |
0.8% |
52% |
False |
False |
935 |
| 100 |
134-15 |
123-04 |
11-11 |
8.8% |
0-27 |
0.6% |
52% |
False |
False |
748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-26 |
|
2.618 |
132-10 |
|
1.618 |
131-12 |
|
1.000 |
130-25 |
|
0.618 |
130-14 |
|
HIGH |
129-27 |
|
0.618 |
129-16 |
|
0.500 |
129-12 |
|
0.382 |
129-08 |
|
LOW |
128-29 |
|
0.618 |
128-10 |
|
1.000 |
127-31 |
|
1.618 |
127-12 |
|
2.618 |
126-14 |
|
4.250 |
124-30 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-12 |
129-29 |
| PP |
129-08 |
129-19 |
| S1 |
129-03 |
129-09 |
|