ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
127-16 |
127-16 |
0-00 |
0.0% |
125-16 |
| High |
127-26 |
129-16 |
1-22 |
1.3% |
129-16 |
| Low |
126-15 |
126-27 |
0-12 |
0.3% |
125-03 |
| Close |
127-17 |
129-07 |
1-22 |
1.3% |
129-07 |
| Range |
1-11 |
2-21 |
1-10 |
97.7% |
4-13 |
| ATR |
1-22 |
1-24 |
0-02 |
4.1% |
0-00 |
| Volume |
253,816 |
392,821 |
139,005 |
54.8% |
1,287,495 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-16 |
135-16 |
130-22 |
|
| R3 |
133-27 |
132-27 |
129-30 |
|
| R2 |
131-06 |
131-06 |
129-23 |
|
| R1 |
130-06 |
130-06 |
129-15 |
130-22 |
| PP |
128-17 |
128-17 |
128-17 |
128-24 |
| S1 |
127-17 |
127-17 |
128-31 |
128-01 |
| S2 |
125-28 |
125-28 |
128-23 |
|
| S3 |
123-07 |
124-28 |
128-16 |
|
| S4 |
120-18 |
122-07 |
127-24 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-05 |
139-19 |
131-21 |
|
| R3 |
136-24 |
135-06 |
130-14 |
|
| R2 |
132-11 |
132-11 |
130-01 |
|
| R1 |
130-25 |
130-25 |
129-20 |
131-18 |
| PP |
127-30 |
127-30 |
127-30 |
128-10 |
| S1 |
126-12 |
126-12 |
128-26 |
127-05 |
| S2 |
123-17 |
123-17 |
128-13 |
|
| S3 |
119-04 |
121-31 |
128-00 |
|
| S4 |
114-23 |
117-18 |
126-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-16 |
124-11 |
5-05 |
4.0% |
1-26 |
1.4% |
95% |
True |
False |
312,391 |
| 10 |
129-16 |
124-11 |
5-05 |
4.0% |
1-18 |
1.2% |
95% |
True |
False |
242,203 |
| 20 |
132-15 |
124-11 |
8-04 |
6.3% |
1-21 |
1.3% |
60% |
False |
False |
260,912 |
| 40 |
132-15 |
118-31 |
13-16 |
10.4% |
1-23 |
1.3% |
76% |
False |
False |
237,945 |
| 60 |
132-15 |
117-14 |
15-01 |
11.6% |
1-24 |
1.4% |
78% |
False |
False |
158,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-25 |
|
2.618 |
136-15 |
|
1.618 |
133-26 |
|
1.000 |
132-05 |
|
0.618 |
131-05 |
|
HIGH |
129-16 |
|
0.618 |
128-16 |
|
0.500 |
128-06 |
|
0.382 |
127-27 |
|
LOW |
126-27 |
|
0.618 |
125-06 |
|
1.000 |
124-06 |
|
1.618 |
122-17 |
|
2.618 |
119-28 |
|
4.250 |
115-18 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-28 |
128-26 |
| PP |
128-17 |
128-13 |
| S1 |
128-06 |
128-00 |
|