ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
130-18 |
130-02 |
-0-16 |
-0.4% |
129-05 |
| High |
131-10 |
130-06 |
-1-04 |
-0.9% |
131-10 |
| Low |
129-27 |
128-24 |
-1-03 |
-0.8% |
127-30 |
| Close |
130-00 |
129-23 |
-0-09 |
-0.2% |
130-00 |
| Range |
1-15 |
1-14 |
-0-01 |
-2.1% |
3-12 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.4% |
0-00 |
| Volume |
312,427 |
297,548 |
-14,879 |
-4.8% |
1,661,103 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-28 |
133-07 |
130-16 |
|
| R3 |
132-14 |
131-25 |
130-04 |
|
| R2 |
131-00 |
131-00 |
129-31 |
|
| R1 |
130-11 |
130-11 |
129-27 |
129-30 |
| PP |
129-18 |
129-18 |
129-18 |
129-11 |
| S1 |
128-29 |
128-29 |
129-19 |
128-16 |
| S2 |
128-04 |
128-04 |
129-15 |
|
| S3 |
126-22 |
127-15 |
129-10 |
|
| S4 |
125-08 |
126-01 |
128-30 |
|
|
| 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% |
1-27 |
1.4% |
53% |
False |
False |
330,905 |
| 10 |
131-10 |
125-03 |
6-07 |
4.8% |
1-27 |
1.4% |
74% |
False |
False |
324,614 |
| 20 |
132-01 |
124-11 |
7-22 |
5.9% |
1-21 |
1.3% |
70% |
False |
False |
270,013 |
| 40 |
132-15 |
124-11 |
8-04 |
6.3% |
1-22 |
1.3% |
66% |
False |
False |
285,933 |
| 60 |
132-15 |
117-14 |
15-01 |
11.6% |
1-24 |
1.4% |
82% |
False |
False |
191,500 |
| 80 |
132-15 |
117-14 |
15-01 |
11.6% |
1-26 |
1.4% |
82% |
False |
False |
143,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-10 |
|
2.618 |
133-30 |
|
1.618 |
132-16 |
|
1.000 |
131-20 |
|
0.618 |
131-02 |
|
HIGH |
130-06 |
|
0.618 |
129-20 |
|
0.500 |
129-15 |
|
0.382 |
129-10 |
|
LOW |
128-24 |
|
0.618 |
127-28 |
|
1.000 |
127-10 |
|
1.618 |
126-14 |
|
2.618 |
125-00 |
|
4.250 |
122-20 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-20 |
129-22 |
| PP |
129-18 |
129-21 |
| S1 |
129-15 |
129-20 |
|