ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
129-16 |
132-02 |
2-18 |
2.0% |
129-05 |
| High |
132-09 |
132-31 |
0-22 |
0.5% |
131-10 |
| Low |
129-14 |
131-09 |
1-27 |
1.4% |
127-30 |
| Close |
132-02 |
131-24 |
-0-10 |
-0.2% |
130-00 |
| Range |
2-27 |
1-22 |
-1-05 |
-40.7% |
3-12 |
| ATR |
1-27 |
1-27 |
0-00 |
-0.6% |
0-00 |
| Volume |
508,870 |
310,173 |
-198,697 |
-39.0% |
1,661,103 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-02 |
136-03 |
132-22 |
|
| R3 |
135-12 |
134-13 |
132-07 |
|
| R2 |
133-22 |
133-22 |
132-02 |
|
| R1 |
132-23 |
132-23 |
131-29 |
132-12 |
| PP |
132-00 |
132-00 |
132-00 |
131-26 |
| S1 |
131-01 |
131-01 |
131-19 |
130-22 |
| S2 |
130-10 |
130-10 |
131-14 |
|
| S3 |
128-20 |
129-11 |
131-09 |
|
| S4 |
126-30 |
127-21 |
130-26 |
|
|
| 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 |
132-31 |
127-30 |
5-01 |
3.8% |
2-03 |
1.6% |
76% |
True |
False |
379,346 |
| 10 |
132-31 |
126-15 |
6-16 |
4.9% |
1-30 |
1.5% |
81% |
True |
False |
342,433 |
| 20 |
132-31 |
124-11 |
8-20 |
6.5% |
1-23 |
1.3% |
86% |
True |
False |
287,162 |
| 40 |
132-31 |
124-11 |
8-20 |
6.5% |
1-24 |
1.3% |
86% |
True |
False |
304,744 |
| 60 |
132-31 |
117-14 |
15-17 |
11.8% |
1-25 |
1.3% |
92% |
True |
False |
205,145 |
| 80 |
132-31 |
117-14 |
15-17 |
11.8% |
1-26 |
1.4% |
92% |
True |
False |
153,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-04 |
|
2.618 |
137-12 |
|
1.618 |
135-22 |
|
1.000 |
134-21 |
|
0.618 |
134-00 |
|
HIGH |
132-31 |
|
0.618 |
132-10 |
|
0.500 |
132-04 |
|
0.382 |
131-30 |
|
LOW |
131-09 |
|
0.618 |
130-08 |
|
1.000 |
129-19 |
|
1.618 |
128-18 |
|
2.618 |
126-28 |
|
4.250 |
124-04 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-04 |
131-14 |
| PP |
132-00 |
131-05 |
| S1 |
131-28 |
130-28 |
|