ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
130-24 |
130-24 |
0-00 |
0.0% |
129-00 |
| High |
131-26 |
130-24 |
-1-02 |
-0.8% |
131-22 |
| Low |
129-29 |
128-14 |
-1-15 |
-1.1% |
127-00 |
| Close |
130-00 |
128-23 |
-1-09 |
-1.0% |
131-09 |
| Range |
1-29 |
2-10 |
0-13 |
21.3% |
4-22 |
| ATR |
2-00 |
2-01 |
0-01 |
1.1% |
0-00 |
| Volume |
6 |
20 |
14 |
233.3% |
1,755 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-08 |
134-25 |
130-00 |
|
| R3 |
133-30 |
132-15 |
129-11 |
|
| R2 |
131-20 |
131-20 |
129-05 |
|
| R1 |
130-05 |
130-05 |
128-30 |
129-24 |
| PP |
129-10 |
129-10 |
129-10 |
129-03 |
| S1 |
127-27 |
127-27 |
128-16 |
127-14 |
| S2 |
127-00 |
127-00 |
128-09 |
|
| S3 |
124-22 |
125-17 |
128-03 |
|
| S4 |
122-12 |
123-07 |
127-14 |
|
|
| 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 |
1.7% |
18% |
False |
False |
231 |
| 10 |
131-26 |
123-19 |
8-07 |
6.4% |
2-10 |
1.8% |
62% |
False |
False |
824 |
| 20 |
131-26 |
121-27 |
9-31 |
7.7% |
1-26 |
1.4% |
69% |
False |
False |
119,334 |
| 40 |
132-22 |
121-27 |
10-27 |
8.4% |
1-21 |
1.3% |
63% |
False |
False |
235,333 |
| 60 |
132-31 |
121-27 |
11-04 |
8.6% |
1-21 |
1.3% |
62% |
False |
False |
252,640 |
| 80 |
132-31 |
121-27 |
11-04 |
8.6% |
1-22 |
1.3% |
62% |
False |
False |
266,483 |
| 100 |
132-31 |
117-30 |
15-01 |
11.7% |
1-22 |
1.3% |
72% |
False |
False |
222,660 |
| 120 |
132-31 |
117-14 |
15-17 |
12.1% |
1-24 |
1.4% |
73% |
False |
False |
185,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-18 |
|
2.618 |
136-26 |
|
1.618 |
134-16 |
|
1.000 |
133-02 |
|
0.618 |
132-06 |
|
HIGH |
130-24 |
|
0.618 |
129-28 |
|
0.500 |
129-19 |
|
0.382 |
129-10 |
|
LOW |
128-14 |
|
0.618 |
127-00 |
|
1.000 |
126-04 |
|
1.618 |
124-22 |
|
2.618 |
122-12 |
|
4.250 |
118-20 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-19 |
130-04 |
| PP |
129-10 |
129-21 |
| S1 |
129-00 |
129-06 |
|