ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
123-05 |
124-30 |
1-25 |
1.4% |
125-01 |
| High |
125-00 |
125-28 |
0-28 |
0.7% |
125-20 |
| Low |
122-30 |
124-17 |
1-19 |
1.3% |
122-22 |
| Close |
124-28 |
124-20 |
-0-08 |
-0.2% |
124-28 |
| Range |
2-02 |
1-11 |
-0-23 |
-34.8% |
2-30 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.9% |
0-00 |
| Volume |
368,756 |
280,492 |
-88,264 |
-23.9% |
1,909,038 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
128-06 |
125-12 |
|
| R3 |
127-22 |
126-27 |
125-00 |
|
| R2 |
126-11 |
126-11 |
124-28 |
|
| R1 |
125-16 |
125-16 |
124-24 |
125-08 |
| PP |
125-00 |
125-00 |
125-00 |
124-28 |
| S1 |
124-05 |
124-05 |
124-16 |
123-29 |
| S2 |
123-21 |
123-21 |
124-12 |
|
| S3 |
122-10 |
122-26 |
124-08 |
|
| S4 |
120-31 |
121-15 |
123-28 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-07 |
131-31 |
126-16 |
|
| R3 |
130-09 |
129-01 |
125-22 |
|
| R2 |
127-11 |
127-11 |
125-13 |
|
| R1 |
126-03 |
126-03 |
125-05 |
125-08 |
| PP |
124-13 |
124-13 |
124-13 |
123-31 |
| S1 |
123-05 |
123-05 |
124-19 |
122-10 |
| S2 |
121-15 |
121-15 |
124-11 |
|
| S3 |
118-17 |
120-07 |
124-02 |
|
| S4 |
115-19 |
117-09 |
123-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-28 |
122-22 |
3-06 |
2.6% |
1-17 |
1.2% |
61% |
True |
False |
372,689 |
| 10 |
127-00 |
122-22 |
4-10 |
3.5% |
1-17 |
1.2% |
45% |
False |
False |
403,575 |
| 20 |
131-17 |
122-22 |
8-27 |
7.1% |
1-16 |
1.2% |
22% |
False |
False |
206,897 |
| 40 |
134-16 |
122-22 |
11-26 |
9.5% |
1-17 |
1.2% |
16% |
False |
False |
103,619 |
| 60 |
134-16 |
122-22 |
11-26 |
9.5% |
1-12 |
1.1% |
16% |
False |
False |
69,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-19 |
|
2.618 |
129-13 |
|
1.618 |
128-02 |
|
1.000 |
127-07 |
|
0.618 |
126-23 |
|
HIGH |
125-28 |
|
0.618 |
125-12 |
|
0.500 |
125-06 |
|
0.382 |
125-01 |
|
LOW |
124-17 |
|
0.618 |
123-22 |
|
1.000 |
123-06 |
|
1.618 |
122-11 |
|
2.618 |
121-00 |
|
4.250 |
118-26 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-06 |
124-16 |
| PP |
125-00 |
124-13 |
| S1 |
124-26 |
124-09 |
|