ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
130-09 |
129-27 |
-0-14 |
-0.3% |
130-17 |
| High |
130-16 |
130-19 |
0-03 |
0.1% |
131-21 |
| Low |
129-12 |
129-15 |
0-03 |
0.1% |
129-10 |
| Close |
129-25 |
129-28 |
0-03 |
0.1% |
130-05 |
| Range |
1-04 |
1-04 |
0-00 |
0.0% |
2-11 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.2% |
0-00 |
| Volume |
276,531 |
442,628 |
166,097 |
60.1% |
1,317,467 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-11 |
132-24 |
130-16 |
|
| R3 |
132-07 |
131-20 |
130-06 |
|
| R2 |
131-03 |
131-03 |
130-03 |
|
| R1 |
130-16 |
130-16 |
129-31 |
130-26 |
| PP |
129-31 |
129-31 |
129-31 |
130-04 |
| S1 |
129-12 |
129-12 |
129-25 |
129-22 |
| S2 |
128-27 |
128-27 |
129-21 |
|
| S3 |
127-23 |
128-08 |
129-18 |
|
| S4 |
126-19 |
127-04 |
129-08 |
|
|
| 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% |
1-05 |
0.9% |
24% |
False |
False |
305,505 |
| 10 |
132-31 |
129-10 |
3-21 |
2.8% |
1-16 |
1.1% |
15% |
False |
False |
316,381 |
| 20 |
132-31 |
125-03 |
7-28 |
6.1% |
1-21 |
1.3% |
61% |
False |
False |
320,498 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-21 |
1.3% |
64% |
False |
False |
289,237 |
| 60 |
132-31 |
117-30 |
15-01 |
11.6% |
1-22 |
1.3% |
79% |
False |
False |
244,068 |
| 80 |
132-31 |
117-14 |
15-17 |
12.0% |
1-23 |
1.3% |
80% |
False |
False |
183,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-12 |
|
2.618 |
133-17 |
|
1.618 |
132-13 |
|
1.000 |
131-23 |
|
0.618 |
131-09 |
|
HIGH |
130-19 |
|
0.618 |
130-05 |
|
0.500 |
130-01 |
|
0.382 |
129-29 |
|
LOW |
129-15 |
|
0.618 |
128-25 |
|
1.000 |
128-11 |
|
1.618 |
127-21 |
|
2.618 |
126-17 |
|
4.250 |
124-22 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-01 |
129-30 |
| PP |
129-31 |
129-30 |
| S1 |
129-30 |
129-29 |
|