ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
131-23 |
131-12 |
-0-11 |
-0.3% |
131-26 |
| High |
132-08 |
133-09 |
1-01 |
0.8% |
133-29 |
| Low |
130-14 |
131-06 |
0-24 |
0.6% |
129-08 |
| Close |
131-25 |
132-11 |
0-18 |
0.4% |
132-11 |
| Range |
1-26 |
2-03 |
0-09 |
15.5% |
4-21 |
| ATR |
2-08 |
2-07 |
0-00 |
-0.5% |
0-00 |
| Volume |
371,247 |
401,320 |
30,073 |
8.1% |
1,882,067 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-18 |
137-17 |
133-16 |
|
| R3 |
136-15 |
135-14 |
132-29 |
|
| R2 |
134-12 |
134-12 |
132-23 |
|
| R1 |
133-11 |
133-11 |
132-17 |
133-28 |
| PP |
132-09 |
132-09 |
132-09 |
132-17 |
| S1 |
131-08 |
131-08 |
132-05 |
131-24 |
| S2 |
130-06 |
130-06 |
131-31 |
|
| S3 |
128-03 |
129-05 |
131-25 |
|
| S4 |
126-00 |
127-02 |
131-06 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
143-23 |
134-29 |
|
| R3 |
141-05 |
139-02 |
133-20 |
|
| R2 |
136-16 |
136-16 |
133-06 |
|
| R1 |
134-13 |
134-13 |
132-25 |
135-14 |
| PP |
131-27 |
131-27 |
131-27 |
132-11 |
| S1 |
129-24 |
129-24 |
131-29 |
130-26 |
| S2 |
127-06 |
127-06 |
131-16 |
|
| S3 |
122-17 |
125-03 |
131-02 |
|
| S4 |
117-28 |
120-14 |
129-25 |
|
|
| 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% |
2-09 |
1.7% |
66% |
False |
False |
376,413 |
| 10 |
133-29 |
128-07 |
5-22 |
4.3% |
2-28 |
2.2% |
73% |
False |
False |
539,232 |
| 20 |
133-29 |
122-22 |
11-07 |
8.5% |
2-09 |
1.7% |
86% |
False |
False |
472,127 |
| 40 |
134-09 |
122-22 |
11-19 |
8.8% |
1-29 |
1.4% |
83% |
False |
False |
284,870 |
| 60 |
134-16 |
122-22 |
11-26 |
8.9% |
1-23 |
1.3% |
82% |
False |
False |
189,964 |
| 80 |
134-16 |
122-22 |
11-26 |
8.9% |
1-17 |
1.1% |
82% |
False |
False |
142,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-06 |
|
2.618 |
138-24 |
|
1.618 |
136-21 |
|
1.000 |
135-12 |
|
0.618 |
134-18 |
|
HIGH |
133-09 |
|
0.618 |
132-15 |
|
0.500 |
132-08 |
|
0.382 |
132-00 |
|
LOW |
131-06 |
|
0.618 |
129-29 |
|
1.000 |
129-03 |
|
1.618 |
127-26 |
|
2.618 |
125-23 |
|
4.250 |
122-09 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-10 |
132-00 |
| PP |
132-09 |
131-20 |
| S1 |
132-08 |
131-08 |
|