ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
130-09 |
130-09 |
0-00 |
0.0% |
130-17 |
| High |
130-13 |
130-16 |
0-03 |
0.1% |
131-21 |
| Low |
129-10 |
129-12 |
0-02 |
0.0% |
129-10 |
| Close |
130-05 |
129-25 |
-0-12 |
-0.3% |
130-05 |
| Range |
1-03 |
1-04 |
0-01 |
2.9% |
2-11 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.3% |
0-00 |
| Volume |
233,597 |
276,531 |
42,934 |
18.4% |
1,317,467 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-21 |
130-13 |
|
| R3 |
132-04 |
131-17 |
130-03 |
|
| R2 |
131-00 |
131-00 |
130-00 |
|
| R1 |
130-13 |
130-13 |
129-28 |
130-04 |
| PP |
129-28 |
129-28 |
129-28 |
129-24 |
| S1 |
129-09 |
129-09 |
129-22 |
129-00 |
| S2 |
128-24 |
128-24 |
129-18 |
|
| S3 |
127-20 |
128-05 |
129-15 |
|
| S4 |
126-16 |
127-01 |
129-05 |
|
|
| 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% |
20% |
False |
False |
271,361 |
| 10 |
132-31 |
128-24 |
4-07 |
3.3% |
1-16 |
1.2% |
24% |
False |
False |
301,873 |
| 20 |
132-31 |
124-11 |
8-20 |
6.6% |
1-22 |
1.3% |
63% |
False |
False |
312,089 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-22 |
1.3% |
63% |
False |
False |
288,175 |
| 60 |
132-31 |
117-30 |
15-01 |
11.6% |
1-22 |
1.3% |
79% |
False |
False |
236,728 |
| 80 |
132-31 |
117-14 |
15-17 |
12.0% |
1-23 |
1.3% |
79% |
False |
False |
177,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-09 |
|
2.618 |
133-14 |
|
1.618 |
132-10 |
|
1.000 |
131-20 |
|
0.618 |
131-06 |
|
HIGH |
130-16 |
|
0.618 |
130-02 |
|
0.500 |
129-30 |
|
0.382 |
129-26 |
|
LOW |
129-12 |
|
0.618 |
128-22 |
|
1.000 |
128-08 |
|
1.618 |
127-18 |
|
2.618 |
126-14 |
|
4.250 |
124-19 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-30 |
130-09 |
| PP |
129-28 |
130-04 |
| S1 |
129-27 |
129-30 |
|