ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
131-12 |
132-18 |
1-06 |
0.9% |
131-26 |
| High |
133-09 |
132-19 |
-0-22 |
-0.5% |
133-29 |
| Low |
131-06 |
130-05 |
-1-01 |
-0.8% |
129-08 |
| Close |
132-11 |
130-11 |
-2-00 |
-1.5% |
132-11 |
| Range |
2-03 |
2-14 |
0-11 |
16.4% |
4-21 |
| ATR |
2-07 |
2-08 |
0-00 |
0.7% |
0-00 |
| Volume |
401,320 |
251,086 |
-150,234 |
-37.4% |
1,882,067 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-11 |
136-25 |
131-22 |
|
| R3 |
135-29 |
134-11 |
131-00 |
|
| R2 |
133-15 |
133-15 |
130-25 |
|
| R1 |
131-29 |
131-29 |
130-18 |
131-15 |
| PP |
131-01 |
131-01 |
131-01 |
130-26 |
| S1 |
129-15 |
129-15 |
130-04 |
129-01 |
| S2 |
128-19 |
128-19 |
129-29 |
|
| S3 |
126-05 |
127-01 |
129-22 |
|
| S4 |
123-23 |
124-19 |
129-00 |
|
|
| 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 |
133-09 |
129-08 |
4-01 |
3.1% |
2-06 |
1.7% |
27% |
False |
False |
346,203 |
| 10 |
133-29 |
129-01 |
4-28 |
3.7% |
2-21 |
2.0% |
27% |
False |
False |
467,552 |
| 20 |
133-29 |
122-22 |
11-07 |
8.6% |
2-11 |
1.8% |
68% |
False |
False |
468,377 |
| 40 |
134-09 |
122-22 |
11-19 |
8.9% |
1-30 |
1.5% |
66% |
False |
False |
291,146 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-24 |
1.3% |
65% |
False |
False |
194,149 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-17 |
1.2% |
65% |
False |
False |
145,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-30 |
|
2.618 |
138-31 |
|
1.618 |
136-17 |
|
1.000 |
135-01 |
|
0.618 |
134-03 |
|
HIGH |
132-19 |
|
0.618 |
131-21 |
|
0.500 |
131-12 |
|
0.382 |
131-03 |
|
LOW |
130-05 |
|
0.618 |
128-21 |
|
1.000 |
127-23 |
|
1.618 |
126-07 |
|
2.618 |
123-25 |
|
4.250 |
119-26 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
131-23 |
| PP |
131-01 |
131-08 |
| S1 |
130-22 |
130-26 |
|