ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
131-07 |
-0-19 |
-0.5% |
129-14 |
| High |
133-29 |
131-28 |
-2-01 |
-1.5% |
133-16 |
| Low |
131-03 |
129-27 |
-1-08 |
-1.0% |
128-07 |
| Close |
131-14 |
130-00 |
-1-14 |
-1.1% |
132-23 |
| Range |
2-26 |
2-01 |
-0-25 |
-27.8% |
5-09 |
| ATR |
2-09 |
2-08 |
-0-01 |
-0.7% |
0-00 |
| Volume |
402,137 |
331,310 |
-70,827 |
-17.6% |
3,510,256 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-21 |
135-12 |
131-04 |
|
| R3 |
134-20 |
133-11 |
130-18 |
|
| R2 |
132-19 |
132-19 |
130-12 |
|
| R1 |
131-10 |
131-10 |
130-06 |
130-30 |
| PP |
130-18 |
130-18 |
130-18 |
130-12 |
| S1 |
129-09 |
129-09 |
129-26 |
128-29 |
| S2 |
128-17 |
128-17 |
129-20 |
|
| S3 |
126-16 |
127-08 |
129-14 |
|
| S4 |
124-15 |
125-07 |
128-28 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
145-10 |
135-20 |
|
| R3 |
142-01 |
140-01 |
134-05 |
|
| R2 |
136-24 |
136-24 |
133-22 |
|
| R1 |
134-24 |
134-24 |
133-06 |
135-24 |
| PP |
131-15 |
131-15 |
131-15 |
132-00 |
| S1 |
129-15 |
129-15 |
132-08 |
130-15 |
| S2 |
126-06 |
126-06 |
131-24 |
|
| S3 |
120-29 |
124-06 |
131-09 |
|
| S4 |
115-20 |
118-29 |
129-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-29 |
129-01 |
4-28 |
3.8% |
2-30 |
2.3% |
20% |
False |
False |
519,327 |
| 10 |
133-29 |
124-19 |
9-10 |
7.2% |
2-29 |
2.2% |
58% |
False |
False |
575,042 |
| 20 |
133-29 |
122-22 |
11-07 |
8.6% |
2-06 |
1.7% |
65% |
False |
False |
495,282 |
| 40 |
134-09 |
122-22 |
11-19 |
8.9% |
1-26 |
1.4% |
63% |
False |
False |
256,167 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-22 |
1.3% |
62% |
False |
False |
170,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-16 |
|
2.618 |
137-06 |
|
1.618 |
135-05 |
|
1.000 |
133-29 |
|
0.618 |
133-04 |
|
HIGH |
131-28 |
|
0.618 |
131-03 |
|
0.500 |
130-28 |
|
0.382 |
130-20 |
|
LOW |
129-27 |
|
0.618 |
128-19 |
|
1.000 |
127-26 |
|
1.618 |
126-18 |
|
2.618 |
124-17 |
|
4.250 |
121-07 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-28 |
131-28 |
| PP |
130-18 |
131-08 |
| S1 |
130-09 |
130-20 |
|