ECBOT 30 Year Treasury Bond Future June 2023
Trading Metrics calculated at close of trading on 08-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
124-27 |
125-09 |
0-14 |
0.4% |
125-01 |
High |
125-23 |
126-13 |
0-22 |
0.5% |
125-20 |
Low |
124-16 |
124-22 |
0-06 |
0.2% |
122-22 |
Close |
125-02 |
125-11 |
0-09 |
0.2% |
124-28 |
Range |
1-07 |
1-23 |
0-16 |
41.0% |
2-30 |
ATR |
1-16 |
1-17 |
0-00 |
1.0% |
0-00 |
Volume |
353,969 |
409,376 |
55,407 |
15.7% |
1,909,038 |
|
Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-20 |
129-23 |
126-09 |
|
R3 |
128-29 |
128-00 |
125-26 |
|
R2 |
127-06 |
127-06 |
125-21 |
|
R1 |
126-09 |
126-09 |
125-16 |
126-24 |
PP |
125-15 |
125-15 |
125-15 |
125-23 |
S1 |
124-18 |
124-18 |
125-06 |
125-00 |
S2 |
123-24 |
123-24 |
125-01 |
|
S3 |
122-01 |
122-27 |
124-28 |
|
S4 |
120-10 |
121-04 |
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 |
126-13 |
122-22 |
3-23 |
3.0% |
1-18 |
1.3% |
71% |
True |
False |
355,438 |
10 |
126-18 |
122-22 |
3-28 |
3.1% |
1-17 |
1.2% |
69% |
False |
False |
390,632 |
20 |
130-27 |
122-22 |
8-05 |
6.5% |
1-16 |
1.2% |
33% |
False |
False |
244,882 |
40 |
134-16 |
122-22 |
11-26 |
9.4% |
1-16 |
1.2% |
22% |
False |
False |
122,701 |
60 |
134-16 |
122-22 |
11-26 |
9.4% |
1-12 |
1.1% |
22% |
False |
False |
81,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-23 |
2.618 |
130-29 |
1.618 |
129-06 |
1.000 |
128-04 |
0.618 |
127-15 |
HIGH |
126-13 |
0.618 |
125-24 |
0.500 |
125-18 |
0.382 |
125-11 |
LOW |
124-22 |
0.618 |
123-20 |
1.000 |
122-31 |
1.618 |
121-29 |
2.618 |
120-06 |
4.250 |
117-12 |
|
|
Fisher Pivots for day following 08-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
125-18 |
125-14 |
PP |
125-15 |
125-13 |
S1 |
125-13 |
125-12 |
|