ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
126-04 |
1-04 |
0.9% |
124-30 |
| High |
126-07 |
129-19 |
3-12 |
2.7% |
129-19 |
| Low |
124-19 |
126-03 |
1-16 |
1.2% |
124-16 |
| Close |
125-27 |
129-11 |
3-16 |
2.8% |
129-11 |
| Range |
1-20 |
3-16 |
1-28 |
115.4% |
5-03 |
| ATR |
1-17 |
1-22 |
0-05 |
10.4% |
0-00 |
| Volume |
380,819 |
716,530 |
335,711 |
88.2% |
2,141,186 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
137-19 |
131-09 |
|
| R3 |
135-11 |
134-03 |
130-10 |
|
| R2 |
131-27 |
131-27 |
130-00 |
|
| R1 |
130-19 |
130-19 |
129-21 |
131-07 |
| PP |
128-11 |
128-11 |
128-11 |
128-21 |
| S1 |
127-03 |
127-03 |
129-01 |
127-23 |
| S2 |
124-27 |
124-27 |
128-22 |
|
| S3 |
121-11 |
123-19 |
128-12 |
|
| S4 |
117-27 |
120-03 |
127-13 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-03 |
141-10 |
132-05 |
|
| R3 |
138-00 |
136-07 |
130-24 |
|
| R2 |
132-29 |
132-29 |
130-09 |
|
| R1 |
131-04 |
131-04 |
129-26 |
132-00 |
| PP |
127-26 |
127-26 |
127-26 |
128-08 |
| S1 |
126-01 |
126-01 |
128-28 |
126-30 |
| S2 |
122-23 |
122-23 |
128-13 |
|
| S3 |
117-20 |
120-30 |
127-30 |
|
| S4 |
112-17 |
115-27 |
126-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-19 |
124-16 |
5-03 |
3.9% |
1-28 |
1.5% |
95% |
True |
False |
428,237 |
| 10 |
129-19 |
122-22 |
6-29 |
5.3% |
1-22 |
1.3% |
96% |
True |
False |
405,022 |
| 20 |
130-04 |
122-22 |
7-14 |
5.8% |
1-21 |
1.3% |
89% |
False |
False |
299,469 |
| 40 |
134-16 |
122-22 |
11-26 |
9.1% |
1-19 |
1.2% |
56% |
False |
False |
150,104 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-13 |
1.1% |
56% |
False |
False |
100,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-15 |
|
2.618 |
138-24 |
|
1.618 |
135-08 |
|
1.000 |
133-03 |
|
0.618 |
131-24 |
|
HIGH |
129-19 |
|
0.618 |
128-08 |
|
0.500 |
127-27 |
|
0.382 |
127-14 |
|
LOW |
126-03 |
|
0.618 |
123-30 |
|
1.000 |
122-19 |
|
1.618 |
120-14 |
|
2.618 |
116-30 |
|
4.250 |
111-07 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-27 |
128-19 |
| PP |
128-11 |
127-27 |
| S1 |
127-27 |
127-03 |
|