ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
130-25 |
130-24 |
-0-01 |
0.0% |
129-00 |
| High |
131-13 |
131-26 |
0-13 |
0.3% |
131-22 |
| Low |
130-25 |
129-29 |
-0-28 |
-0.7% |
127-00 |
| Close |
131-09 |
130-00 |
-1-09 |
-1.0% |
131-09 |
| Range |
0-20 |
1-29 |
1-09 |
205.0% |
4-22 |
| ATR |
2-00 |
2-00 |
0-00 |
-0.4% |
0-00 |
| Volume |
20 |
6 |
-14 |
-70.0% |
1,755 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-09 |
135-02 |
131-02 |
|
| R3 |
134-12 |
133-05 |
130-17 |
|
| R2 |
132-15 |
132-15 |
130-11 |
|
| R1 |
131-08 |
131-08 |
130-06 |
130-29 |
| PP |
130-18 |
130-18 |
130-18 |
130-13 |
| S1 |
129-11 |
129-11 |
129-26 |
129-00 |
| S2 |
128-21 |
128-21 |
129-21 |
|
| S3 |
126-24 |
127-14 |
129-15 |
|
| S4 |
124-27 |
125-17 |
128-30 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-02 |
142-11 |
133-28 |
|
| R3 |
139-12 |
137-21 |
132-18 |
|
| R2 |
134-22 |
134-22 |
132-04 |
|
| R1 |
132-31 |
132-31 |
131-23 |
133-26 |
| PP |
130-00 |
130-00 |
130-00 |
130-13 |
| S1 |
128-09 |
128-09 |
130-27 |
129-04 |
| S2 |
125-10 |
125-10 |
130-14 |
|
| S3 |
120-20 |
123-19 |
130-00 |
|
| S4 |
115-30 |
118-29 |
128-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-26 |
128-02 |
3-24 |
2.9% |
2-04 |
1.6% |
52% |
True |
False |
230 |
| 10 |
131-26 |
123-17 |
8-09 |
6.4% |
2-06 |
1.7% |
78% |
True |
False |
1,630 |
| 20 |
131-26 |
121-27 |
9-31 |
7.7% |
1-26 |
1.4% |
82% |
True |
False |
148,203 |
| 40 |
132-22 |
121-27 |
10-27 |
8.3% |
1-20 |
1.3% |
75% |
False |
False |
241,262 |
| 60 |
132-31 |
121-27 |
11-04 |
8.6% |
1-21 |
1.3% |
73% |
False |
False |
256,511 |
| 80 |
132-31 |
121-27 |
11-04 |
8.6% |
1-22 |
1.3% |
73% |
False |
False |
274,297 |
| 100 |
132-31 |
117-30 |
15-01 |
11.6% |
1-23 |
1.3% |
80% |
False |
False |
222,667 |
| 120 |
132-31 |
117-14 |
15-17 |
11.9% |
1-24 |
1.3% |
81% |
False |
False |
185,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-29 |
|
2.618 |
136-26 |
|
1.618 |
134-29 |
|
1.000 |
133-23 |
|
0.618 |
133-00 |
|
HIGH |
131-26 |
|
0.618 |
131-03 |
|
0.500 |
130-28 |
|
0.382 |
130-20 |
|
LOW |
129-29 |
|
0.618 |
128-23 |
|
1.000 |
128-00 |
|
1.618 |
126-26 |
|
2.618 |
124-29 |
|
4.250 |
121-26 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-28 |
130-15 |
| PP |
130-18 |
130-10 |
| S1 |
130-09 |
130-05 |
|