ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
126-30 |
127-05 |
0-07 |
0.2% |
130-25 |
| High |
127-10 |
127-21 |
0-11 |
0.3% |
130-30 |
| Low |
126-12 |
126-14 |
0-02 |
0.0% |
127-01 |
| Close |
127-05 |
126-26 |
-0-11 |
-0.3% |
127-11 |
| Range |
0-30 |
1-07 |
0-09 |
30.0% |
3-29 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.7% |
0-00 |
| Volume |
364,693 |
473,485 |
108,792 |
29.8% |
160,860 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-20 |
129-30 |
127-15 |
|
| R3 |
129-13 |
128-23 |
127-05 |
|
| R2 |
128-06 |
128-06 |
127-01 |
|
| R1 |
127-16 |
127-16 |
126-30 |
127-08 |
| PP |
126-31 |
126-31 |
126-31 |
126-27 |
| S1 |
126-09 |
126-09 |
126-22 |
126-00 |
| S2 |
125-24 |
125-24 |
126-19 |
|
| S3 |
124-17 |
125-02 |
126-15 |
|
| S4 |
123-10 |
123-27 |
126-05 |
|
|
| 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 |
129-15 |
126-12 |
3-03 |
2.4% |
1-07 |
1.0% |
14% |
False |
False |
212,400 |
| 10 |
132-13 |
126-12 |
6-01 |
4.8% |
1-08 |
1.0% |
7% |
False |
False |
111,377 |
| 20 |
133-08 |
126-12 |
6-28 |
5.4% |
1-13 |
1.1% |
6% |
False |
False |
56,766 |
| 40 |
134-15 |
126-12 |
8-03 |
6.4% |
1-08 |
1.0% |
5% |
False |
False |
28,415 |
| 60 |
134-15 |
123-04 |
11-11 |
8.9% |
1-13 |
1.1% |
33% |
False |
False |
18,946 |
| 80 |
134-15 |
123-04 |
11-11 |
8.9% |
1-04 |
0.9% |
33% |
False |
False |
14,210 |
| 100 |
134-15 |
123-04 |
11-11 |
8.9% |
0-29 |
0.7% |
33% |
False |
False |
11,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-27 |
|
2.618 |
130-27 |
|
1.618 |
129-20 |
|
1.000 |
128-28 |
|
0.618 |
128-13 |
|
HIGH |
127-21 |
|
0.618 |
127-06 |
|
0.500 |
127-02 |
|
0.382 |
126-29 |
|
LOW |
126-14 |
|
0.618 |
125-22 |
|
1.000 |
125-07 |
|
1.618 |
124-15 |
|
2.618 |
123-08 |
|
4.250 |
121-08 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-02 |
127-05 |
| PP |
126-31 |
127-01 |
| S1 |
126-28 |
126-30 |
|