ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
126-03 |
129-00 |
2-29 |
2.3% |
124-06 |
| High |
128-09 |
131-14 |
3-05 |
2.5% |
128-09 |
| Low |
125-22 |
127-00 |
1-10 |
1.0% |
123-17 |
| Close |
128-01 |
130-04 |
2-03 |
1.6% |
128-01 |
| Range |
2-19 |
4-14 |
1-27 |
71.1% |
4-24 |
| ATR |
1-20 |
1-26 |
0-06 |
12.4% |
0-00 |
| Volume |
2,971 |
609 |
-2,362 |
-79.5% |
14,933 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-27 |
140-29 |
132-18 |
|
| R3 |
138-13 |
136-15 |
131-11 |
|
| R2 |
133-31 |
133-31 |
130-30 |
|
| R1 |
132-01 |
132-01 |
130-17 |
133-00 |
| PP |
129-17 |
129-17 |
129-17 |
130-00 |
| S1 |
127-19 |
127-19 |
129-23 |
128-18 |
| S2 |
125-03 |
125-03 |
129-10 |
|
| S3 |
120-21 |
123-05 |
128-29 |
|
| S4 |
116-07 |
118-23 |
127-22 |
|
|
| 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 |
131-14 |
123-17 |
7-29 |
6.1% |
2-07 |
1.7% |
83% |
True |
False |
3,030 |
| 10 |
131-14 |
121-27 |
9-19 |
7.4% |
1-26 |
1.4% |
86% |
True |
False |
5,986 |
| 20 |
131-14 |
121-27 |
9-19 |
7.4% |
1-21 |
1.3% |
86% |
True |
False |
237,993 |
| 40 |
132-31 |
121-27 |
11-04 |
8.5% |
1-19 |
1.2% |
74% |
False |
False |
284,662 |
| 60 |
132-31 |
121-27 |
11-04 |
8.5% |
1-20 |
1.2% |
74% |
False |
False |
279,196 |
| 80 |
132-31 |
121-27 |
11-04 |
8.5% |
1-21 |
1.3% |
74% |
False |
False |
278,039 |
| 100 |
132-31 |
117-14 |
15-17 |
11.9% |
1-22 |
1.3% |
82% |
False |
False |
222,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-10 |
|
2.618 |
143-02 |
|
1.618 |
138-20 |
|
1.000 |
135-28 |
|
0.618 |
134-06 |
|
HIGH |
131-14 |
|
0.618 |
129-24 |
|
0.500 |
129-07 |
|
0.382 |
128-22 |
|
LOW |
127-00 |
|
0.618 |
124-08 |
|
1.000 |
122-18 |
|
1.618 |
119-26 |
|
2.618 |
115-12 |
|
4.250 |
108-04 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-26 |
129-08 |
| PP |
129-17 |
128-12 |
| S1 |
129-07 |
127-16 |
|