ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
128-14 |
128-08 |
-0-06 |
-0.1% |
131-00 |
| High |
128-28 |
128-09 |
-0-19 |
-0.5% |
131-01 |
| Low |
128-00 |
127-03 |
-0-29 |
-0.7% |
127-03 |
| Close |
128-14 |
127-05 |
-1-09 |
-1.0% |
127-05 |
| Range |
0-28 |
1-06 |
0-10 |
35.7% |
3-30 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.7% |
0-00 |
| Volume |
170,765 |
168,148 |
-2,617 |
-1.5% |
1,093,968 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-02 |
130-10 |
127-26 |
|
| R3 |
129-28 |
129-04 |
127-15 |
|
| R2 |
128-22 |
128-22 |
127-12 |
|
| R1 |
127-30 |
127-30 |
127-08 |
127-23 |
| PP |
127-16 |
127-16 |
127-16 |
127-13 |
| S1 |
126-24 |
126-24 |
127-02 |
126-17 |
| S2 |
126-10 |
126-10 |
126-30 |
|
| S3 |
125-04 |
125-18 |
126-27 |
|
| S4 |
123-30 |
124-12 |
126-16 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
137-20 |
129-10 |
|
| R3 |
136-10 |
133-22 |
128-08 |
|
| R2 |
132-12 |
132-12 |
127-28 |
|
| R1 |
129-24 |
129-24 |
127-17 |
129-03 |
| PP |
128-14 |
128-14 |
128-14 |
128-03 |
| S1 |
125-26 |
125-26 |
126-25 |
125-05 |
| S2 |
124-16 |
124-16 |
126-14 |
|
| S3 |
120-18 |
121-28 |
126-02 |
|
| S4 |
116-20 |
117-30 |
125-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-01 |
127-03 |
3-30 |
3.1% |
1-14 |
1.1% |
2% |
False |
True |
218,793 |
| 10 |
132-15 |
127-03 |
5-12 |
4.2% |
1-21 |
1.3% |
1% |
False |
True |
261,318 |
| 20 |
132-15 |
126-00 |
6-15 |
5.1% |
1-24 |
1.4% |
18% |
False |
False |
297,446 |
| 40 |
132-15 |
117-30 |
14-17 |
11.4% |
1-23 |
1.4% |
63% |
False |
False |
186,106 |
| 60 |
132-15 |
117-14 |
15-01 |
11.8% |
1-24 |
1.4% |
65% |
False |
False |
124,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-10 |
|
2.618 |
131-12 |
|
1.618 |
130-06 |
|
1.000 |
129-15 |
|
0.618 |
129-00 |
|
HIGH |
128-09 |
|
0.618 |
127-26 |
|
0.500 |
127-22 |
|
0.382 |
127-18 |
|
LOW |
127-03 |
|
0.618 |
126-12 |
|
1.000 |
125-29 |
|
1.618 |
125-06 |
|
2.618 |
124-00 |
|
4.250 |
122-02 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
128-00 |
| PP |
127-16 |
127-23 |
| S1 |
127-11 |
127-14 |
|