ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
132-02 |
131-26 |
-0-08 |
-0.2% |
130-02 |
| High |
132-31 |
131-27 |
-1-04 |
-0.8% |
132-31 |
| Low |
131-09 |
130-03 |
-1-06 |
-0.9% |
128-24 |
| Close |
131-24 |
130-15 |
-1-09 |
-1.0% |
130-15 |
| Range |
1-22 |
1-24 |
0-02 |
3.7% |
4-07 |
| ATR |
1-27 |
1-27 |
0-00 |
-0.3% |
0-00 |
| Volume |
310,173 |
308,147 |
-2,026 |
-0.7% |
1,424,738 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-02 |
135-00 |
131-14 |
|
| R3 |
134-10 |
133-08 |
130-30 |
|
| R2 |
132-18 |
132-18 |
130-25 |
|
| R1 |
131-16 |
131-16 |
130-20 |
131-05 |
| PP |
130-26 |
130-26 |
130-26 |
130-20 |
| S1 |
129-24 |
129-24 |
130-10 |
129-13 |
| S2 |
129-02 |
129-02 |
130-05 |
|
| S3 |
127-10 |
128-00 |
130-00 |
|
| S4 |
125-18 |
126-08 |
129-16 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-12 |
141-05 |
132-25 |
|
| R3 |
139-05 |
136-30 |
131-20 |
|
| R2 |
134-30 |
134-30 |
131-08 |
|
| R1 |
132-23 |
132-23 |
130-27 |
133-26 |
| PP |
130-23 |
130-23 |
130-23 |
131-09 |
| S1 |
128-16 |
128-16 |
130-03 |
129-20 |
| S2 |
126-16 |
126-16 |
129-22 |
|
| S3 |
122-09 |
124-09 |
129-10 |
|
| S4 |
118-02 |
120-02 |
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 |
128-24 |
4-07 |
3.2% |
1-27 |
1.4% |
41% |
False |
False |
347,433 |
| 10 |
132-31 |
126-27 |
6-04 |
4.7% |
1-31 |
1.5% |
59% |
False |
False |
347,866 |
| 20 |
132-31 |
124-11 |
8-20 |
6.6% |
1-22 |
1.3% |
71% |
False |
False |
287,008 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-24 |
1.3% |
71% |
False |
False |
307,332 |
| 60 |
132-31 |
117-30 |
15-01 |
11.5% |
1-24 |
1.3% |
83% |
False |
False |
210,270 |
| 80 |
132-31 |
117-14 |
15-17 |
11.9% |
1-26 |
1.4% |
84% |
False |
False |
157,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-09 |
|
2.618 |
136-14 |
|
1.618 |
134-22 |
|
1.000 |
133-19 |
|
0.618 |
132-30 |
|
HIGH |
131-27 |
|
0.618 |
131-06 |
|
0.500 |
130-31 |
|
0.382 |
130-24 |
|
LOW |
130-03 |
|
0.618 |
129-00 |
|
1.000 |
128-11 |
|
1.618 |
127-08 |
|
2.618 |
125-16 |
|
4.250 |
122-21 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-31 |
131-06 |
| PP |
130-26 |
130-31 |
| S1 |
130-20 |
130-23 |
|