ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
123-26 |
123-27 |
0-01 |
0.0% |
123-30 |
| High |
125-08 |
125-01 |
-0-07 |
-0.2% |
124-17 |
| Low |
123-21 |
123-19 |
-0-02 |
-0.1% |
121-27 |
| Close |
124-06 |
124-23 |
0-17 |
0.4% |
123-27 |
| Range |
1-19 |
1-14 |
-0-05 |
-9.8% |
2-22 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.2% |
0-00 |
| Volume |
1,362 |
2,135 |
773 |
56.8% |
232,443 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-24 |
128-06 |
125-16 |
|
| R3 |
127-10 |
126-24 |
125-04 |
|
| R2 |
125-28 |
125-28 |
124-31 |
|
| R1 |
125-10 |
125-10 |
124-27 |
125-19 |
| PP |
124-14 |
124-14 |
124-14 |
124-19 |
| S1 |
123-28 |
123-28 |
124-19 |
124-05 |
| S2 |
123-00 |
123-00 |
124-15 |
|
| S3 |
121-18 |
122-14 |
124-10 |
|
| S4 |
120-04 |
121-00 |
123-30 |
|
|
| 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 |
122-03 |
3-05 |
2.5% |
1-14 |
1.2% |
83% |
False |
False |
3,509 |
| 10 |
125-12 |
121-27 |
3-17 |
2.8% |
1-13 |
1.1% |
81% |
False |
False |
69,644 |
| 20 |
129-13 |
121-27 |
7-18 |
6.1% |
1-15 |
1.2% |
38% |
False |
False |
268,650 |
| 40 |
132-31 |
121-27 |
11-04 |
8.9% |
1-17 |
1.2% |
26% |
False |
False |
303,651 |
| 60 |
132-31 |
121-27 |
11-04 |
8.9% |
1-18 |
1.3% |
26% |
False |
False |
290,465 |
| 80 |
132-31 |
121-27 |
11-04 |
8.9% |
1-19 |
1.3% |
26% |
False |
False |
278,060 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-21 |
1.3% |
47% |
False |
False |
222,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-04 |
|
2.618 |
128-25 |
|
1.618 |
127-11 |
|
1.000 |
126-15 |
|
0.618 |
125-29 |
|
HIGH |
125-01 |
|
0.618 |
124-15 |
|
0.500 |
124-10 |
|
0.382 |
124-05 |
|
LOW |
123-19 |
|
0.618 |
122-23 |
|
1.000 |
122-05 |
|
1.618 |
121-09 |
|
2.618 |
119-27 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-19 |
124-20 |
| PP |
124-14 |
124-16 |
| S1 |
124-10 |
124-12 |
|