ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
129-06 |
130-18 |
1-12 |
1.1% |
129-05 |
| High |
130-31 |
131-10 |
0-11 |
0.3% |
131-10 |
| Low |
127-30 |
129-27 |
1-29 |
1.5% |
127-30 |
| Close |
130-21 |
130-00 |
-0-21 |
-0.5% |
130-00 |
| Range |
3-01 |
1-15 |
-1-18 |
-51.5% |
3-12 |
| ATR |
1-26 |
1-26 |
-0-01 |
-1.4% |
0-00 |
| Volume |
467,713 |
312,427 |
-155,286 |
-33.2% |
1,661,103 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-25 |
133-28 |
130-26 |
|
| R3 |
133-10 |
132-13 |
130-13 |
|
| R2 |
131-27 |
131-27 |
130-09 |
|
| R1 |
130-30 |
130-30 |
130-04 |
130-21 |
| PP |
130-12 |
130-12 |
130-12 |
130-08 |
| S1 |
129-15 |
129-15 |
129-28 |
129-06 |
| S2 |
128-29 |
128-29 |
129-23 |
|
| S3 |
127-14 |
128-00 |
129-19 |
|
| S4 |
125-31 |
126-17 |
129-06 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-28 |
138-10 |
131-27 |
|
| R3 |
136-16 |
134-30 |
130-30 |
|
| R2 |
133-04 |
133-04 |
130-20 |
|
| R1 |
131-18 |
131-18 |
130-10 |
132-11 |
| PP |
129-24 |
129-24 |
129-24 |
130-04 |
| S1 |
128-06 |
128-06 |
129-22 |
128-31 |
| S2 |
126-12 |
126-12 |
129-12 |
|
| S3 |
123-00 |
124-26 |
129-02 |
|
| S4 |
119-20 |
121-14 |
128-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-10 |
127-30 |
3-12 |
2.6% |
1-28 |
1.4% |
61% |
True |
False |
332,220 |
| 10 |
131-10 |
124-11 |
6-31 |
5.4% |
1-27 |
1.4% |
81% |
True |
False |
322,305 |
| 20 |
132-15 |
124-11 |
8-04 |
6.3% |
1-22 |
1.3% |
70% |
False |
False |
268,798 |
| 40 |
132-15 |
123-28 |
8-19 |
6.6% |
1-23 |
1.3% |
71% |
False |
False |
278,887 |
| 60 |
132-15 |
117-14 |
15-01 |
11.6% |
1-24 |
1.3% |
84% |
False |
False |
186,546 |
| 80 |
132-15 |
117-14 |
15-01 |
11.6% |
1-25 |
1.4% |
84% |
False |
False |
139,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-18 |
|
2.618 |
135-05 |
|
1.618 |
133-22 |
|
1.000 |
132-25 |
|
0.618 |
132-07 |
|
HIGH |
131-10 |
|
0.618 |
130-24 |
|
0.500 |
130-18 |
|
0.382 |
130-13 |
|
LOW |
129-27 |
|
0.618 |
128-30 |
|
1.000 |
128-12 |
|
1.618 |
127-15 |
|
2.618 |
126-00 |
|
4.250 |
123-19 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-18 |
129-28 |
| PP |
130-12 |
129-24 |
| S1 |
130-06 |
129-20 |
|