ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
123-26 |
123-26 |
0-00 |
0.0% |
123-30 |
| High |
124-19 |
125-08 |
0-21 |
0.5% |
124-17 |
| Low |
123-17 |
123-21 |
0-04 |
0.1% |
121-27 |
| Close |
124-00 |
124-06 |
0-06 |
0.2% |
123-27 |
| Range |
1-02 |
1-19 |
0-17 |
50.0% |
2-22 |
| ATR |
1-15 |
1-15 |
0-00 |
0.6% |
0-00 |
| Volume |
8,076 |
1,362 |
-6,714 |
-83.1% |
232,443 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-05 |
128-08 |
125-02 |
|
| R3 |
127-18 |
126-21 |
124-20 |
|
| R2 |
125-31 |
125-31 |
124-15 |
|
| R1 |
125-02 |
125-02 |
124-11 |
125-16 |
| PP |
124-12 |
124-12 |
124-12 |
124-19 |
| S1 |
123-15 |
123-15 |
124-01 |
123-30 |
| S2 |
122-25 |
122-25 |
123-29 |
|
| S3 |
121-06 |
121-28 |
123-24 |
|
| S4 |
119-19 |
120-09 |
123-10 |
|
|
| 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 |
125-08 |
121-27 |
3-13 |
2.7% |
1-14 |
1.1% |
69% |
True |
False |
3,985 |
| 10 |
125-12 |
121-27 |
3-17 |
2.8% |
1-13 |
1.1% |
66% |
False |
False |
147,440 |
| 20 |
129-13 |
121-27 |
7-18 |
6.1% |
1-14 |
1.2% |
31% |
False |
False |
284,407 |
| 40 |
132-31 |
121-27 |
11-04 |
9.0% |
1-17 |
1.2% |
21% |
False |
False |
310,633 |
| 60 |
132-31 |
121-27 |
11-04 |
9.0% |
1-19 |
1.3% |
21% |
False |
False |
294,565 |
| 80 |
132-31 |
119-24 |
13-07 |
10.6% |
1-20 |
1.3% |
34% |
False |
False |
278,078 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-21 |
1.3% |
43% |
False |
False |
222,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-01 |
|
2.618 |
129-14 |
|
1.618 |
127-27 |
|
1.000 |
126-27 |
|
0.618 |
126-08 |
|
HIGH |
125-08 |
|
0.618 |
124-21 |
|
0.500 |
124-14 |
|
0.382 |
124-08 |
|
LOW |
123-21 |
|
0.618 |
122-21 |
|
1.000 |
122-02 |
|
1.618 |
121-02 |
|
2.618 |
119-15 |
|
4.250 |
116-28 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-12 |
| PP |
124-12 |
124-10 |
| S1 |
124-09 |
124-08 |
|