ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
129-15 |
129-07 |
-0-08 |
-0.2% |
131-07 |
| High |
129-27 |
129-15 |
-0-12 |
-0.3% |
132-13 |
| Low |
128-29 |
128-01 |
-0-28 |
-0.7% |
129-25 |
| Close |
128-31 |
128-04 |
-0-27 |
-0.7% |
130-30 |
| Range |
0-30 |
1-14 |
0-16 |
53.3% |
2-20 |
| ATR |
1-13 |
1-13 |
0-00 |
0.2% |
0-00 |
| Volume |
34,027 |
57,364 |
23,337 |
68.6% |
22,100 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-27 |
131-30 |
128-29 |
|
| R3 |
131-13 |
130-16 |
128-17 |
|
| R2 |
129-31 |
129-31 |
128-12 |
|
| R1 |
129-02 |
129-02 |
128-08 |
128-26 |
| PP |
128-17 |
128-17 |
128-17 |
128-13 |
| S1 |
127-20 |
127-20 |
128-00 |
127-12 |
| S2 |
127-03 |
127-03 |
127-28 |
|
| S3 |
125-21 |
126-06 |
127-23 |
|
| S4 |
124-07 |
124-24 |
127-11 |
|
|
| 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 |
132-03 |
128-01 |
4-02 |
3.2% |
1-09 |
1.0% |
2% |
False |
True |
20,650 |
| 10 |
132-13 |
128-01 |
4-12 |
3.4% |
1-10 |
1.0% |
2% |
False |
True |
12,447 |
| 20 |
133-08 |
128-01 |
5-07 |
4.1% |
1-11 |
1.1% |
2% |
False |
True |
6,566 |
| 40 |
134-15 |
128-01 |
6-14 |
5.0% |
1-07 |
1.0% |
1% |
False |
True |
3,300 |
| 60 |
134-15 |
123-04 |
11-11 |
8.9% |
1-11 |
1.0% |
44% |
False |
False |
2,202 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-02 |
0.8% |
44% |
False |
False |
1,652 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
0-27 |
0.7% |
44% |
False |
False |
1,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-18 |
|
2.618 |
133-07 |
|
1.618 |
131-25 |
|
1.000 |
130-29 |
|
0.618 |
130-11 |
|
HIGH |
129-15 |
|
0.618 |
128-29 |
|
0.500 |
128-24 |
|
0.382 |
128-19 |
|
LOW |
128-01 |
|
0.618 |
127-05 |
|
1.000 |
126-19 |
|
1.618 |
125-23 |
|
2.618 |
124-09 |
|
4.250 |
121-30 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-24 |
129-10 |
| PP |
128-17 |
128-29 |
| S1 |
128-11 |
128-16 |
|