ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
131-06 |
130-09 |
-0-29 |
-0.7% |
130-17 |
| High |
131-08 |
130-13 |
-0-27 |
-0.6% |
131-21 |
| Low |
130-00 |
129-10 |
-0-22 |
-0.5% |
129-10 |
| Close |
130-13 |
130-05 |
-0-08 |
-0.2% |
130-05 |
| Range |
1-08 |
1-03 |
-0-05 |
-12.5% |
2-11 |
| ATR |
1-22 |
1-21 |
-0-01 |
-2.5% |
0-00 |
| Volume |
276,422 |
233,597 |
-42,825 |
-15.5% |
1,317,467 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-25 |
130-24 |
|
| R3 |
132-05 |
131-22 |
130-15 |
|
| R2 |
131-02 |
131-02 |
130-11 |
|
| R1 |
130-19 |
130-19 |
130-08 |
130-09 |
| PP |
129-31 |
129-31 |
129-31 |
129-26 |
| S1 |
129-16 |
129-16 |
130-02 |
129-06 |
| S2 |
128-28 |
128-28 |
129-31 |
|
| S3 |
127-25 |
128-13 |
129-27 |
|
| S4 |
126-22 |
127-10 |
129-18 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-04 |
131-14 |
|
| R3 |
135-02 |
133-25 |
130-26 |
|
| R2 |
132-23 |
132-23 |
130-19 |
|
| R1 |
131-14 |
131-14 |
130-12 |
130-29 |
| PP |
130-12 |
130-12 |
130-12 |
130-04 |
| S1 |
129-03 |
129-03 |
129-30 |
128-18 |
| S2 |
128-01 |
128-01 |
129-23 |
|
| S3 |
125-22 |
126-24 |
129-16 |
|
| S4 |
123-11 |
124-13 |
128-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-21 |
129-10 |
2-11 |
1.8% |
1-08 |
1.0% |
36% |
False |
True |
263,493 |
| 10 |
132-31 |
128-24 |
4-07 |
3.2% |
1-18 |
1.2% |
33% |
False |
False |
305,463 |
| 20 |
132-31 |
124-11 |
8-20 |
6.6% |
1-22 |
1.3% |
67% |
False |
False |
306,237 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-23 |
1.3% |
67% |
False |
False |
295,281 |
| 60 |
132-31 |
117-30 |
15-01 |
11.5% |
1-23 |
1.3% |
81% |
False |
False |
232,136 |
| 80 |
132-31 |
117-14 |
15-17 |
11.9% |
1-23 |
1.3% |
82% |
False |
False |
174,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-02 |
|
2.618 |
133-09 |
|
1.618 |
132-06 |
|
1.000 |
131-16 |
|
0.618 |
131-03 |
|
HIGH |
130-13 |
|
0.618 |
130-00 |
|
0.500 |
129-28 |
|
0.382 |
129-23 |
|
LOW |
129-10 |
|
0.618 |
128-20 |
|
1.000 |
128-07 |
|
1.618 |
127-17 |
|
2.618 |
126-14 |
|
4.250 |
124-21 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-02 |
130-16 |
| PP |
129-31 |
130-12 |
| S1 |
129-28 |
130-08 |
|