ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
130-17 |
-1-09 |
-1.0% |
130-02 |
| High |
131-27 |
130-24 |
-1-03 |
-0.8% |
132-31 |
| Low |
130-03 |
129-18 |
-0-17 |
-0.4% |
128-24 |
| Close |
130-15 |
129-27 |
-0-20 |
-0.5% |
130-15 |
| Range |
1-24 |
1-06 |
-0-18 |
-32.1% |
4-07 |
| ATR |
1-27 |
1-25 |
-0-01 |
-2.5% |
0-00 |
| Volume |
308,147 |
237,193 |
-70,954 |
-23.0% |
1,424,738 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-20 |
132-29 |
130-16 |
|
| R3 |
132-14 |
131-23 |
130-05 |
|
| R2 |
131-08 |
131-08 |
130-02 |
|
| R1 |
130-17 |
130-17 |
129-30 |
130-10 |
| PP |
130-02 |
130-02 |
130-02 |
129-30 |
| S1 |
129-11 |
129-11 |
129-24 |
129-04 |
| S2 |
128-28 |
128-28 |
129-20 |
|
| S3 |
127-22 |
128-05 |
129-17 |
|
| S4 |
126-16 |
126-31 |
129-06 |
|
|
| 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% |
1-25 |
1.4% |
26% |
False |
False |
332,386 |
| 10 |
132-31 |
127-30 |
5-01 |
3.9% |
1-26 |
1.4% |
38% |
False |
False |
332,303 |
| 20 |
132-31 |
124-11 |
8-20 |
6.6% |
1-22 |
1.3% |
64% |
False |
False |
287,253 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-24 |
1.3% |
64% |
False |
False |
297,634 |
| 60 |
132-31 |
117-30 |
15-01 |
11.6% |
1-24 |
1.3% |
79% |
False |
False |
214,211 |
| 80 |
132-31 |
117-14 |
15-17 |
12.0% |
1-25 |
1.4% |
80% |
False |
False |
160,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-26 |
|
2.618 |
133-27 |
|
1.618 |
132-21 |
|
1.000 |
131-30 |
|
0.618 |
131-15 |
|
HIGH |
130-24 |
|
0.618 |
130-09 |
|
0.500 |
130-05 |
|
0.382 |
130-01 |
|
LOW |
129-18 |
|
0.618 |
128-27 |
|
1.000 |
128-12 |
|
1.618 |
127-21 |
|
2.618 |
126-15 |
|
4.250 |
124-16 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-05 |
131-08 |
| PP |
130-02 |
130-25 |
| S1 |
129-30 |
130-10 |
|