ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
130-24 |
128-30 |
-1-26 |
-1.4% |
129-00 |
| High |
130-24 |
129-01 |
-1-23 |
-1.3% |
131-22 |
| Low |
128-14 |
128-05 |
-0-09 |
-0.2% |
127-00 |
| Close |
128-23 |
129-01 |
0-10 |
0.2% |
131-09 |
| Range |
2-10 |
0-28 |
-1-14 |
-62.2% |
4-22 |
| ATR |
2-01 |
1-30 |
-0-03 |
-4.1% |
0-00 |
| Volume |
20 |
31 |
11 |
55.0% |
1,755 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
131-02 |
129-16 |
|
| R3 |
130-16 |
130-06 |
129-09 |
|
| R2 |
129-20 |
129-20 |
129-06 |
|
| R1 |
129-10 |
129-10 |
129-04 |
129-15 |
| PP |
128-24 |
128-24 |
128-24 |
128-26 |
| S1 |
128-14 |
128-14 |
128-30 |
128-19 |
| S2 |
127-28 |
127-28 |
128-28 |
|
| S3 |
127-00 |
127-18 |
128-25 |
|
| S4 |
126-04 |
126-22 |
128-18 |
|
|
| 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 |
128-05 |
3-21 |
2.8% |
1-19 |
1.2% |
24% |
False |
True |
32 |
| 10 |
131-26 |
123-19 |
8-07 |
6.4% |
2-07 |
1.7% |
66% |
False |
False |
691 |
| 20 |
131-26 |
121-27 |
9-31 |
7.7% |
1-26 |
1.4% |
72% |
False |
False |
74,066 |
| 40 |
132-22 |
121-27 |
10-27 |
8.4% |
1-20 |
1.3% |
66% |
False |
False |
228,536 |
| 60 |
132-31 |
121-27 |
11-04 |
8.6% |
1-21 |
1.3% |
65% |
False |
False |
249,794 |
| 80 |
132-31 |
121-27 |
11-04 |
8.6% |
1-22 |
1.3% |
65% |
False |
False |
261,612 |
| 100 |
132-31 |
117-30 |
15-01 |
11.6% |
1-22 |
1.3% |
74% |
False |
False |
222,643 |
| 120 |
132-31 |
117-14 |
15-17 |
12.0% |
1-23 |
1.3% |
75% |
False |
False |
185,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
131-10 |
|
1.618 |
130-14 |
|
1.000 |
129-29 |
|
0.618 |
129-18 |
|
HIGH |
129-01 |
|
0.618 |
128-22 |
|
0.500 |
128-19 |
|
0.382 |
128-16 |
|
LOW |
128-05 |
|
0.618 |
127-20 |
|
1.000 |
127-09 |
|
1.618 |
126-24 |
|
2.618 |
125-28 |
|
4.250 |
124-14 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-28 |
130-00 |
| PP |
128-24 |
129-21 |
| S1 |
128-19 |
129-11 |
|