ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
129-19 |
128-07 |
-1-12 |
-1.1% |
125-16 |
| High |
129-27 |
129-16 |
-0-11 |
-0.3% |
129-16 |
| Low |
127-30 |
128-04 |
0-06 |
0.1% |
125-03 |
| Close |
128-07 |
129-03 |
0-28 |
0.7% |
129-07 |
| Range |
1-29 |
1-12 |
-0-17 |
-27.9% |
4-13 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.6% |
0-00 |
| Volume |
281,414 |
295,424 |
14,010 |
5.0% |
1,287,495 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-01 |
132-14 |
129-27 |
|
| R3 |
131-21 |
131-02 |
129-15 |
|
| R2 |
130-09 |
130-09 |
129-11 |
|
| R1 |
129-22 |
129-22 |
129-07 |
130-00 |
| PP |
128-29 |
128-29 |
128-29 |
129-02 |
| S1 |
128-10 |
128-10 |
128-31 |
128-20 |
| S2 |
127-17 |
127-17 |
128-27 |
|
| S3 |
126-05 |
126-30 |
128-23 |
|
| S4 |
124-25 |
125-18 |
128-11 |
|
|
| 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 |
130-01 |
126-15 |
3-18 |
2.8% |
1-24 |
1.4% |
74% |
False |
False |
305,520 |
| 10 |
130-01 |
124-11 |
5-22 |
4.4% |
1-20 |
1.3% |
84% |
False |
False |
278,144 |
| 20 |
132-15 |
124-11 |
8-04 |
6.3% |
1-21 |
1.3% |
58% |
False |
False |
264,816 |
| 40 |
132-15 |
122-22 |
9-25 |
7.6% |
1-22 |
1.3% |
65% |
False |
False |
259,830 |
| 60 |
132-15 |
117-14 |
15-01 |
11.6% |
1-23 |
1.3% |
78% |
False |
False |
173,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-11 |
|
2.618 |
133-03 |
|
1.618 |
131-23 |
|
1.000 |
130-28 |
|
0.618 |
130-11 |
|
HIGH |
129-16 |
|
0.618 |
128-31 |
|
0.500 |
128-26 |
|
0.382 |
128-21 |
|
LOW |
128-04 |
|
0.618 |
127-09 |
|
1.000 |
126-24 |
|
1.618 |
125-29 |
|
2.618 |
124-17 |
|
4.250 |
122-09 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-00 |
129-02 |
| PP |
128-29 |
129-01 |
| S1 |
128-26 |
129-00 |
|