ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
129-00 |
129-00 |
0-00 |
0.0% |
124-06 |
| High |
131-14 |
130-14 |
-1-00 |
-0.8% |
128-09 |
| Low |
127-00 |
128-04 |
1-04 |
0.9% |
123-17 |
| Close |
130-04 |
128-19 |
-1-17 |
-1.2% |
128-01 |
| Range |
4-14 |
2-10 |
-2-04 |
-47.9% |
4-24 |
| ATR |
1-26 |
1-27 |
0-01 |
1.9% |
0-00 |
| Volume |
609 |
13 |
-596 |
-97.9% |
14,933 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
134-19 |
129-28 |
|
| R3 |
133-22 |
132-09 |
129-07 |
|
| R2 |
131-12 |
131-12 |
129-01 |
|
| R1 |
129-31 |
129-31 |
128-26 |
129-16 |
| PP |
129-02 |
129-02 |
129-02 |
128-26 |
| S1 |
127-21 |
127-21 |
128-12 |
127-06 |
| S2 |
126-24 |
126-24 |
128-05 |
|
| S3 |
124-14 |
125-11 |
127-31 |
|
| S4 |
122-04 |
123-01 |
127-10 |
|
|
| 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 |
123-19 |
7-27 |
6.1% |
2-15 |
1.9% |
64% |
False |
False |
1,418 |
| 10 |
131-14 |
121-27 |
9-19 |
7.5% |
1-30 |
1.5% |
70% |
False |
False |
3,423 |
| 20 |
131-14 |
121-27 |
9-19 |
7.5% |
1-24 |
1.4% |
70% |
False |
False |
225,310 |
| 40 |
132-31 |
121-27 |
11-04 |
8.7% |
1-20 |
1.3% |
61% |
False |
False |
276,852 |
| 60 |
132-31 |
121-27 |
11-04 |
8.7% |
1-20 |
1.3% |
61% |
False |
False |
274,167 |
| 80 |
132-31 |
121-27 |
11-04 |
8.7% |
1-21 |
1.3% |
61% |
False |
False |
277,869 |
| 100 |
132-31 |
117-14 |
15-17 |
12.1% |
1-22 |
1.3% |
72% |
False |
False |
222,668 |
| 120 |
132-31 |
117-14 |
15-17 |
12.1% |
1-23 |
1.3% |
72% |
False |
False |
185,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-08 |
|
2.618 |
136-16 |
|
1.618 |
134-06 |
|
1.000 |
132-24 |
|
0.618 |
131-28 |
|
HIGH |
130-14 |
|
0.618 |
129-18 |
|
0.500 |
129-09 |
|
0.382 |
129-00 |
|
LOW |
128-04 |
|
0.618 |
126-22 |
|
1.000 |
125-26 |
|
1.618 |
124-12 |
|
2.618 |
122-02 |
|
4.250 |
118-10 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-09 |
128-19 |
| PP |
129-02 |
128-18 |
| S1 |
128-26 |
128-18 |
|