ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
124-29 |
125-19 |
0-22 |
0.6% |
127-11 |
| High |
125-24 |
125-21 |
-0-03 |
-0.1% |
127-15 |
| Low |
124-20 |
124-11 |
-0-09 |
-0.2% |
124-11 |
| Close |
125-16 |
125-11 |
-0-05 |
-0.1% |
125-11 |
| Range |
1-04 |
1-10 |
0-06 |
16.7% |
3-04 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.6% |
0-00 |
| Volume |
159,477 |
274,460 |
114,983 |
72.1% |
795,631 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
128-16 |
126-02 |
|
| R3 |
127-24 |
127-06 |
125-23 |
|
| R2 |
126-14 |
126-14 |
125-19 |
|
| R1 |
125-28 |
125-28 |
125-15 |
125-16 |
| PP |
125-04 |
125-04 |
125-04 |
124-30 |
| S1 |
124-18 |
124-18 |
125-07 |
124-06 |
| S2 |
123-26 |
123-26 |
125-03 |
|
| S3 |
122-16 |
123-08 |
124-31 |
|
| S4 |
121-06 |
121-30 |
124-20 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
133-11 |
127-02 |
|
| R3 |
131-31 |
130-07 |
126-06 |
|
| R2 |
128-27 |
128-27 |
125-29 |
|
| R1 |
127-03 |
127-03 |
125-20 |
126-13 |
| PP |
125-23 |
125-23 |
125-23 |
125-12 |
| S1 |
123-31 |
123-31 |
125-02 |
123-09 |
| S2 |
122-19 |
122-19 |
124-25 |
|
| S3 |
119-15 |
120-27 |
124-16 |
|
| S4 |
116-11 |
117-23 |
123-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-09 |
124-11 |
3-30 |
3.1% |
1-13 |
1.1% |
25% |
False |
True |
192,755 |
| 10 |
132-01 |
124-11 |
7-22 |
6.1% |
1-16 |
1.2% |
13% |
False |
True |
215,411 |
| 20 |
132-15 |
124-11 |
8-04 |
6.5% |
1-21 |
1.3% |
12% |
False |
True |
257,977 |
| 40 |
132-15 |
117-30 |
14-17 |
11.6% |
1-23 |
1.4% |
51% |
False |
False |
205,853 |
| 60 |
132-15 |
117-14 |
15-01 |
12.0% |
1-23 |
1.4% |
53% |
False |
False |
137,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-08 |
|
2.618 |
129-03 |
|
1.618 |
127-25 |
|
1.000 |
126-31 |
|
0.618 |
126-15 |
|
HIGH |
125-21 |
|
0.618 |
125-05 |
|
0.500 |
125-00 |
|
0.382 |
124-27 |
|
LOW |
124-11 |
|
0.618 |
123-17 |
|
1.000 |
123-01 |
|
1.618 |
122-07 |
|
2.618 |
120-29 |
|
4.250 |
118-24 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-07 |
125-09 |
| PP |
125-04 |
125-07 |
| S1 |
125-00 |
125-05 |
|