ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
129-14 |
130-27 |
1-13 |
1.1% |
124-30 |
| High |
132-30 |
132-04 |
-0-26 |
-0.6% |
129-19 |
| Low |
128-07 |
129-10 |
1-03 |
0.9% |
124-16 |
| Close |
131-17 |
129-30 |
-1-19 |
-1.2% |
129-11 |
| Range |
4-23 |
2-26 |
-1-29 |
-40.4% |
5-03 |
| ATR |
1-29 |
1-31 |
0-02 |
3.4% |
0-00 |
| Volume |
967,884 |
679,181 |
-288,703 |
-29.8% |
2,141,186 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-07 |
131-16 |
|
| R3 |
136-03 |
134-13 |
130-23 |
|
| R2 |
133-09 |
133-09 |
130-14 |
|
| R1 |
131-19 |
131-19 |
130-06 |
131-01 |
| PP |
130-15 |
130-15 |
130-15 |
130-06 |
| S1 |
128-25 |
128-25 |
129-22 |
128-07 |
| S2 |
127-21 |
127-21 |
129-14 |
|
| S3 |
124-27 |
125-31 |
129-05 |
|
| S4 |
122-01 |
123-05 |
128-12 |
|
|
| 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 |
124-19 |
8-11 |
6.4% |
2-28 |
2.2% |
64% |
False |
False |
630,758 |
| 10 |
132-30 |
122-22 |
10-08 |
7.9% |
2-06 |
1.7% |
71% |
False |
False |
490,756 |
| 20 |
132-30 |
122-22 |
10-08 |
7.9% |
1-29 |
1.5% |
71% |
False |
False |
381,406 |
| 40 |
134-16 |
122-22 |
11-26 |
9.1% |
1-22 |
1.3% |
61% |
False |
False |
191,269 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-17 |
1.2% |
61% |
False |
False |
127,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-02 |
|
2.618 |
139-16 |
|
1.618 |
136-22 |
|
1.000 |
134-30 |
|
0.618 |
133-28 |
|
HIGH |
132-04 |
|
0.618 |
131-02 |
|
0.500 |
130-23 |
|
0.382 |
130-12 |
|
LOW |
129-10 |
|
0.618 |
127-18 |
|
1.000 |
126-16 |
|
1.618 |
124-24 |
|
2.618 |
121-30 |
|
4.250 |
117-12 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-23 |
129-26 |
| PP |
130-15 |
129-21 |
| S1 |
130-06 |
129-16 |
|