ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
128-05 |
127-17 |
-0-20 |
-0.5% |
130-25 |
| High |
128-12 |
127-30 |
-0-14 |
-0.3% |
130-30 |
| Low |
127-01 |
126-27 |
-0-06 |
-0.1% |
127-01 |
| Close |
127-11 |
127-00 |
-0-11 |
-0.3% |
127-11 |
| Range |
1-11 |
1-03 |
-0-08 |
-18.6% |
3-29 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.5% |
0-00 |
| Volume |
59,262 |
107,198 |
47,936 |
80.9% |
160,860 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-17 |
129-28 |
127-19 |
|
| R3 |
129-14 |
128-25 |
127-10 |
|
| R2 |
128-11 |
128-11 |
127-06 |
|
| R1 |
127-22 |
127-22 |
127-03 |
127-15 |
| PP |
127-08 |
127-08 |
127-08 |
127-05 |
| S1 |
126-19 |
126-19 |
126-29 |
126-12 |
| S2 |
126-05 |
126-05 |
126-26 |
|
| S3 |
125-02 |
125-16 |
126-22 |
|
| S4 |
123-31 |
124-13 |
126-13 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-05 |
137-21 |
129-16 |
|
| R3 |
136-08 |
133-24 |
128-13 |
|
| R2 |
132-11 |
132-11 |
128-02 |
|
| R1 |
129-27 |
129-27 |
127-22 |
129-04 |
| PP |
128-14 |
128-14 |
128-14 |
128-03 |
| S1 |
125-30 |
125-30 |
127-00 |
125-08 |
| S2 |
124-17 |
124-17 |
126-20 |
|
| S3 |
120-20 |
122-01 |
126-09 |
|
| S4 |
116-23 |
118-04 |
125-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-18 |
126-27 |
3-23 |
2.9% |
1-10 |
1.0% |
4% |
False |
True |
52,754 |
| 10 |
132-13 |
126-27 |
5-18 |
4.4% |
1-08 |
1.0% |
3% |
False |
True |
28,841 |
| 20 |
133-08 |
126-27 |
6-13 |
5.0% |
1-12 |
1.1% |
2% |
False |
True |
14,884 |
| 40 |
134-15 |
126-27 |
7-20 |
6.0% |
1-07 |
1.0% |
2% |
False |
True |
7,461 |
| 60 |
134-15 |
123-04 |
11-11 |
8.9% |
1-12 |
1.1% |
34% |
False |
False |
4,976 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-03 |
0.9% |
34% |
False |
False |
3,733 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
0-28 |
0.7% |
34% |
False |
False |
2,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-19 |
|
2.618 |
130-26 |
|
1.618 |
129-23 |
|
1.000 |
129-01 |
|
0.618 |
128-20 |
|
HIGH |
127-30 |
|
0.618 |
127-17 |
|
0.500 |
127-12 |
|
0.382 |
127-08 |
|
LOW |
126-27 |
|
0.618 |
126-05 |
|
1.000 |
125-24 |
|
1.618 |
125-02 |
|
2.618 |
123-31 |
|
4.250 |
122-06 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-12 |
128-05 |
| PP |
127-08 |
127-25 |
| S1 |
127-04 |
127-12 |
|