ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
126-04 |
129-14 |
3-10 |
2.6% |
124-30 |
| High |
129-19 |
132-30 |
3-11 |
2.6% |
129-19 |
| Low |
126-03 |
128-07 |
2-04 |
1.7% |
124-16 |
| Close |
129-11 |
131-17 |
2-06 |
1.7% |
129-11 |
| Range |
3-16 |
4-23 |
1-07 |
34.8% |
5-03 |
| ATR |
1-22 |
1-29 |
0-07 |
12.9% |
0-00 |
| Volume |
716,530 |
967,884 |
251,354 |
35.1% |
2,141,186 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-02 |
143-00 |
134-04 |
|
| R3 |
140-11 |
138-09 |
132-27 |
|
| R2 |
135-20 |
135-20 |
132-13 |
|
| R1 |
133-18 |
133-18 |
131-31 |
134-19 |
| PP |
130-29 |
130-29 |
130-29 |
131-13 |
| S1 |
128-27 |
128-27 |
131-03 |
129-28 |
| S2 |
126-06 |
126-06 |
130-21 |
|
| S3 |
121-15 |
124-04 |
130-07 |
|
| S4 |
116-24 |
119-13 |
128-30 |
|
|
| 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 |
132-30 |
124-16 |
8-14 |
6.4% |
2-18 |
1.9% |
83% |
True |
False |
565,715 |
| 10 |
132-30 |
122-22 |
10-08 |
7.8% |
2-01 |
1.6% |
86% |
True |
False |
469,202 |
| 20 |
132-30 |
122-22 |
10-08 |
7.8% |
1-26 |
1.4% |
86% |
True |
False |
347,735 |
| 40 |
134-16 |
122-22 |
11-26 |
9.0% |
1-21 |
1.2% |
75% |
False |
False |
174,300 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-15 |
1.1% |
75% |
False |
False |
116,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-00 |
|
2.618 |
145-09 |
|
1.618 |
140-18 |
|
1.000 |
137-21 |
|
0.618 |
135-27 |
|
HIGH |
132-30 |
|
0.618 |
131-04 |
|
0.500 |
130-18 |
|
0.382 |
130-01 |
|
LOW |
128-07 |
|
0.618 |
125-10 |
|
1.000 |
123-16 |
|
1.618 |
120-19 |
|
2.618 |
115-28 |
|
4.250 |
108-05 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-07 |
130-20 |
| PP |
130-29 |
129-22 |
| S1 |
130-18 |
128-24 |
|