ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
129-28 |
131-23 |
1-27 |
1.4% |
129-14 |
| High |
131-28 |
132-08 |
0-12 |
0.3% |
133-16 |
| Low |
129-08 |
130-14 |
1-06 |
0.9% |
128-07 |
| Close |
130-31 |
131-25 |
0-26 |
0.6% |
132-23 |
| Range |
2-20 |
1-26 |
-0-26 |
-31.0% |
5-09 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
376,053 |
371,247 |
-4,806 |
-1.3% |
3,510,256 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
136-05 |
132-25 |
|
| R3 |
135-04 |
134-11 |
132-09 |
|
| R2 |
133-10 |
133-10 |
132-04 |
|
| R1 |
132-17 |
132-17 |
131-30 |
132-30 |
| PP |
131-16 |
131-16 |
131-16 |
131-22 |
| S1 |
130-23 |
130-23 |
131-20 |
131-04 |
| S2 |
129-22 |
129-22 |
131-14 |
|
| S3 |
127-28 |
128-29 |
131-09 |
|
| S4 |
126-02 |
127-03 |
130-25 |
|
|
| 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 |
129-08 |
4-21 |
3.5% |
2-13 |
1.8% |
54% |
False |
False |
390,316 |
| 10 |
133-29 |
126-03 |
7-26 |
5.9% |
3-01 |
2.3% |
73% |
False |
False |
570,753 |
| 20 |
133-29 |
122-22 |
11-07 |
8.5% |
2-09 |
1.7% |
81% |
False |
False |
471,684 |
| 40 |
134-09 |
122-22 |
11-19 |
8.8% |
1-28 |
1.4% |
78% |
False |
False |
274,841 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-23 |
1.3% |
77% |
False |
False |
183,276 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-16 |
1.1% |
77% |
False |
False |
137,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-30 |
|
2.618 |
137-00 |
|
1.618 |
135-06 |
|
1.000 |
134-02 |
|
0.618 |
133-12 |
|
HIGH |
132-08 |
|
0.618 |
131-18 |
|
0.500 |
131-11 |
|
0.382 |
131-04 |
|
LOW |
130-14 |
|
0.618 |
129-10 |
|
1.000 |
128-20 |
|
1.618 |
127-16 |
|
2.618 |
125-22 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
131-14 |
| PP |
131-16 |
131-03 |
| S1 |
131-11 |
130-24 |
|