ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
124-06 |
123-26 |
-0-12 |
-0.3% |
123-30 |
| High |
124-24 |
124-19 |
-0-05 |
-0.1% |
124-17 |
| Low |
123-17 |
123-17 |
0-00 |
0.0% |
121-27 |
| Close |
123-19 |
124-00 |
0-13 |
0.3% |
123-27 |
| Range |
1-07 |
1-02 |
-0-05 |
-12.8% |
2-22 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.1% |
0-00 |
| Volume |
389 |
8,076 |
7,687 |
1,976.1% |
232,443 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-07 |
126-22 |
124-19 |
|
| R3 |
126-05 |
125-20 |
124-09 |
|
| R2 |
125-03 |
125-03 |
124-06 |
|
| R1 |
124-18 |
124-18 |
124-03 |
124-26 |
| PP |
124-01 |
124-01 |
124-01 |
124-06 |
| S1 |
123-16 |
123-16 |
123-29 |
123-24 |
| S2 |
122-31 |
122-31 |
123-26 |
|
| S3 |
121-29 |
122-14 |
123-23 |
|
| S4 |
120-27 |
121-12 |
123-13 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-11 |
125-10 |
|
| R3 |
128-25 |
127-21 |
124-19 |
|
| R2 |
126-03 |
126-03 |
124-11 |
|
| R1 |
124-31 |
124-31 |
124-03 |
124-06 |
| PP |
123-13 |
123-13 |
123-13 |
123-00 |
| S1 |
122-09 |
122-09 |
123-19 |
121-16 |
| S2 |
120-23 |
120-23 |
123-11 |
|
| S3 |
118-01 |
119-19 |
123-03 |
|
| S4 |
115-11 |
116-29 |
122-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
121-27 |
2-29 |
2.3% |
1-12 |
1.1% |
74% |
False |
False |
5,428 |
| 10 |
125-12 |
121-27 |
3-17 |
2.8% |
1-11 |
1.1% |
61% |
False |
False |
237,844 |
| 20 |
129-13 |
121-27 |
7-18 |
6.1% |
1-14 |
1.1% |
29% |
False |
False |
302,871 |
| 40 |
132-31 |
121-27 |
11-04 |
9.0% |
1-17 |
1.2% |
19% |
False |
False |
318,202 |
| 60 |
132-31 |
121-27 |
11-04 |
9.0% |
1-18 |
1.3% |
19% |
False |
False |
299,106 |
| 80 |
132-31 |
118-31 |
14-00 |
11.3% |
1-20 |
1.3% |
36% |
False |
False |
278,074 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-21 |
1.3% |
42% |
False |
False |
222,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
127-12 |
|
1.618 |
126-10 |
|
1.000 |
125-21 |
|
0.618 |
125-08 |
|
HIGH |
124-19 |
|
0.618 |
124-06 |
|
0.500 |
124-02 |
|
0.382 |
123-30 |
|
LOW |
123-17 |
|
0.618 |
122-28 |
|
1.000 |
122-15 |
|
1.618 |
121-26 |
|
2.618 |
120-24 |
|
4.250 |
119-00 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-02 |
123-26 |
| PP |
124-01 |
123-20 |
| S1 |
124-01 |
123-14 |
|