ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
129-00 |
128-12 |
-0-20 |
-0.5% |
124-06 |
| High |
130-14 |
131-22 |
1-08 |
1.0% |
128-09 |
| Low |
128-04 |
128-02 |
-0-02 |
0.0% |
123-17 |
| Close |
128-19 |
130-07 |
1-20 |
1.3% |
128-01 |
| Range |
2-10 |
3-20 |
1-10 |
56.8% |
4-24 |
| ATR |
1-27 |
1-31 |
0-04 |
6.8% |
0-00 |
| Volume |
13 |
1,030 |
1,017 |
7,823.1% |
14,933 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-28 |
139-05 |
132-07 |
|
| R3 |
137-08 |
135-17 |
131-07 |
|
| R2 |
133-20 |
133-20 |
130-28 |
|
| R1 |
131-29 |
131-29 |
130-18 |
132-24 |
| PP |
130-00 |
130-00 |
130-00 |
130-13 |
| S1 |
128-09 |
128-09 |
129-28 |
129-04 |
| S2 |
126-12 |
126-12 |
129-18 |
|
| S3 |
122-24 |
124-21 |
129-07 |
|
| S4 |
119-04 |
121-01 |
128-07 |
|
|
| 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 |
131-22 |
123-19 |
8-03 |
6.2% |
2-28 |
2.2% |
82% |
True |
False |
1,351 |
| 10 |
131-22 |
121-27 |
9-27 |
7.6% |
2-05 |
1.7% |
85% |
True |
False |
2,668 |
| 20 |
131-22 |
121-27 |
9-27 |
7.6% |
1-26 |
1.4% |
85% |
True |
False |
204,970 |
| 40 |
132-31 |
121-27 |
11-04 |
8.5% |
1-21 |
1.3% |
75% |
False |
False |
269,439 |
| 60 |
132-31 |
121-27 |
11-04 |
8.5% |
1-21 |
1.3% |
75% |
False |
False |
269,630 |
| 80 |
132-31 |
121-27 |
11-04 |
8.5% |
1-22 |
1.3% |
75% |
False |
False |
277,686 |
| 100 |
132-31 |
117-14 |
15-17 |
11.9% |
1-23 |
1.3% |
82% |
False |
False |
222,676 |
| 120 |
132-31 |
117-14 |
15-17 |
11.9% |
1-24 |
1.4% |
82% |
False |
False |
185,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-03 |
|
2.618 |
141-06 |
|
1.618 |
137-18 |
|
1.000 |
135-10 |
|
0.618 |
133-30 |
|
HIGH |
131-22 |
|
0.618 |
130-10 |
|
0.500 |
129-28 |
|
0.382 |
129-14 |
|
LOW |
128-02 |
|
0.618 |
125-26 |
|
1.000 |
124-14 |
|
1.618 |
122-06 |
|
2.618 |
118-18 |
|
4.250 |
112-21 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-03 |
129-30 |
| PP |
130-00 |
129-20 |
| S1 |
129-28 |
129-11 |
|