ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
125-19 |
125-16 |
-0-03 |
-0.1% |
127-11 |
| High |
125-21 |
127-06 |
1-17 |
1.2% |
127-15 |
| Low |
124-11 |
125-03 |
0-24 |
0.6% |
124-11 |
| Close |
125-11 |
126-07 |
0-28 |
0.7% |
125-11 |
| Range |
1-10 |
2-03 |
0-25 |
59.5% |
3-04 |
| ATR |
1-21 |
1-22 |
0-01 |
1.8% |
0-00 |
| Volume |
274,460 |
321,925 |
47,465 |
17.3% |
795,631 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-14 |
131-14 |
127-12 |
|
| R3 |
130-11 |
129-11 |
126-25 |
|
| R2 |
128-08 |
128-08 |
126-19 |
|
| R1 |
127-08 |
127-08 |
126-13 |
127-24 |
| PP |
126-05 |
126-05 |
126-05 |
126-14 |
| S1 |
125-05 |
125-05 |
126-01 |
125-21 |
| S2 |
124-02 |
124-02 |
125-27 |
|
| S3 |
121-31 |
123-02 |
125-21 |
|
| S4 |
119-28 |
120-31 |
125-02 |
|
|
| 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 |
127-15 |
124-11 |
3-04 |
2.5% |
1-19 |
1.3% |
60% |
False |
False |
223,511 |
| 10 |
131-01 |
124-11 |
6-22 |
5.3% |
1-17 |
1.2% |
28% |
False |
False |
221,152 |
| 20 |
132-15 |
124-11 |
8-04 |
6.4% |
1-21 |
1.3% |
23% |
False |
False |
254,741 |
| 40 |
132-15 |
117-30 |
14-17 |
11.5% |
1-23 |
1.4% |
57% |
False |
False |
213,888 |
| 60 |
132-15 |
117-14 |
15-01 |
11.9% |
1-24 |
1.4% |
58% |
False |
False |
142,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-03 |
|
2.618 |
132-21 |
|
1.618 |
130-18 |
|
1.000 |
129-09 |
|
0.618 |
128-15 |
|
HIGH |
127-06 |
|
0.618 |
126-12 |
|
0.500 |
126-04 |
|
0.382 |
125-29 |
|
LOW |
125-03 |
|
0.618 |
123-26 |
|
1.000 |
123-00 |
|
1.618 |
121-23 |
|
2.618 |
119-20 |
|
4.250 |
116-06 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-06 |
126-02 |
| PP |
126-05 |
125-29 |
| S1 |
126-04 |
125-24 |
|