ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
124-30 |
124-27 |
-0-03 |
-0.1% |
125-01 |
| High |
125-28 |
125-23 |
-0-05 |
-0.1% |
125-20 |
| Low |
124-17 |
124-16 |
-0-01 |
0.0% |
122-22 |
| Close |
124-20 |
125-02 |
0-14 |
0.4% |
124-28 |
| Range |
1-11 |
1-07 |
-0-04 |
-9.3% |
2-30 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
280,492 |
353,969 |
73,477 |
26.2% |
1,909,038 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-24 |
128-04 |
125-23 |
|
| R3 |
127-17 |
126-29 |
125-13 |
|
| R2 |
126-10 |
126-10 |
125-09 |
|
| R1 |
125-22 |
125-22 |
125-06 |
126-00 |
| PP |
125-03 |
125-03 |
125-03 |
125-08 |
| S1 |
124-15 |
124-15 |
124-30 |
124-25 |
| S2 |
123-28 |
123-28 |
124-27 |
|
| S3 |
122-21 |
123-08 |
124-23 |
|
| S4 |
121-14 |
122-01 |
124-13 |
|
|
| 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 |
2.5% |
1-17 |
1.2% |
75% |
False |
False |
350,754 |
| 10 |
126-18 |
122-22 |
3-28 |
3.1% |
1-15 |
1.2% |
61% |
False |
False |
415,522 |
| 20 |
130-27 |
122-22 |
8-05 |
6.5% |
1-16 |
1.2% |
29% |
False |
False |
224,564 |
| 40 |
134-16 |
122-22 |
11-26 |
9.4% |
1-16 |
1.2% |
20% |
False |
False |
112,468 |
| 60 |
134-16 |
122-22 |
11-26 |
9.4% |
1-11 |
1.1% |
20% |
False |
False |
74,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-29 |
|
2.618 |
128-29 |
|
1.618 |
127-22 |
|
1.000 |
126-30 |
|
0.618 |
126-15 |
|
HIGH |
125-23 |
|
0.618 |
125-08 |
|
0.500 |
125-04 |
|
0.382 |
124-31 |
|
LOW |
124-16 |
|
0.618 |
123-24 |
|
1.000 |
123-09 |
|
1.618 |
122-17 |
|
2.618 |
121-10 |
|
4.250 |
119-10 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-04 |
124-27 |
| PP |
125-03 |
124-20 |
| S1 |
125-02 |
124-13 |
|