ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
123-27 |
126-03 |
2-08 |
1.8% |
124-06 |
| High |
125-01 |
128-09 |
3-08 |
2.6% |
128-09 |
| Low |
123-19 |
125-22 |
2-03 |
1.7% |
123-17 |
| Close |
124-23 |
128-01 |
3-10 |
2.7% |
128-01 |
| Range |
1-14 |
2-19 |
1-05 |
80.4% |
4-24 |
| ATR |
1-15 |
1-20 |
0-05 |
10.2% |
0-00 |
| Volume |
2,135 |
2,971 |
836 |
39.2% |
14,933 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-04 |
134-05 |
129-15 |
|
| R3 |
132-17 |
131-18 |
128-24 |
|
| R2 |
129-30 |
129-30 |
128-16 |
|
| R1 |
128-31 |
128-31 |
128-09 |
129-14 |
| PP |
127-11 |
127-11 |
127-11 |
127-18 |
| S1 |
126-12 |
126-12 |
127-25 |
126-28 |
| S2 |
124-24 |
124-24 |
127-18 |
|
| S3 |
122-05 |
123-25 |
127-10 |
|
| S4 |
119-18 |
121-06 |
126-19 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-28 |
139-06 |
130-21 |
|
| R3 |
136-04 |
134-14 |
129-11 |
|
| R2 |
131-12 |
131-12 |
128-29 |
|
| R1 |
129-22 |
129-22 |
128-15 |
130-17 |
| PP |
126-20 |
126-20 |
126-20 |
127-01 |
| S1 |
124-30 |
124-30 |
127-19 |
125-25 |
| S2 |
121-28 |
121-28 |
127-05 |
|
| S3 |
117-04 |
120-06 |
126-23 |
|
| S4 |
112-12 |
115-14 |
125-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-09 |
123-17 |
4-24 |
3.7% |
1-19 |
1.2% |
95% |
True |
False |
2,986 |
| 10 |
128-09 |
121-27 |
6-14 |
5.0% |
1-15 |
1.2% |
96% |
True |
False |
24,737 |
| 20 |
128-26 |
121-27 |
6-31 |
5.4% |
1-16 |
1.2% |
89% |
False |
False |
252,402 |
| 40 |
132-31 |
121-27 |
11-04 |
8.7% |
1-18 |
1.2% |
56% |
False |
False |
296,340 |
| 60 |
132-31 |
121-27 |
11-04 |
8.7% |
1-19 |
1.2% |
56% |
False |
False |
285,832 |
| 80 |
132-31 |
121-27 |
11-04 |
8.7% |
1-20 |
1.3% |
56% |
False |
False |
278,085 |
| 100 |
132-31 |
117-14 |
15-17 |
12.1% |
1-21 |
1.3% |
68% |
False |
False |
222,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-10 |
|
2.618 |
135-02 |
|
1.618 |
132-15 |
|
1.000 |
130-28 |
|
0.618 |
129-28 |
|
HIGH |
128-09 |
|
0.618 |
127-09 |
|
0.500 |
127-00 |
|
0.382 |
126-22 |
|
LOW |
125-22 |
|
0.618 |
124-03 |
|
1.000 |
123-03 |
|
1.618 |
121-16 |
|
2.618 |
118-29 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
127-11 |
| PP |
127-11 |
126-20 |
| S1 |
127-00 |
125-30 |
|