ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
130-11 |
129-30 |
-0-13 |
-0.3% |
131-26 |
| High |
130-25 |
130-07 |
-0-18 |
-0.4% |
133-29 |
| Low |
129-26 |
129-06 |
-0-20 |
-0.5% |
129-08 |
| Close |
129-30 |
129-26 |
-0-04 |
-0.1% |
132-11 |
| Range |
0-31 |
1-01 |
0-02 |
6.5% |
4-21 |
| ATR |
2-05 |
2-02 |
-0-03 |
-3.7% |
0-00 |
| Volume |
232,730 |
240,216 |
7,486 |
3.2% |
1,882,067 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-27 |
132-11 |
130-12 |
|
| R3 |
131-26 |
131-10 |
130-03 |
|
| R2 |
130-25 |
130-25 |
130-00 |
|
| R1 |
130-09 |
130-09 |
129-29 |
130-00 |
| PP |
129-24 |
129-24 |
129-24 |
129-19 |
| S1 |
129-08 |
129-08 |
129-23 |
129-00 |
| S2 |
128-23 |
128-23 |
129-20 |
|
| S3 |
127-22 |
128-07 |
129-17 |
|
| S4 |
126-21 |
127-06 |
129-08 |
|
|
| 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 |
129-06 |
4-03 |
3.2% |
1-21 |
1.3% |
15% |
False |
True |
299,319 |
| 10 |
133-29 |
129-06 |
4-23 |
3.6% |
2-05 |
1.7% |
13% |
False |
True |
368,202 |
| 20 |
133-29 |
122-22 |
11-07 |
8.6% |
2-10 |
1.8% |
64% |
False |
False |
449,544 |
| 40 |
134-09 |
122-22 |
11-19 |
8.9% |
1-30 |
1.5% |
61% |
False |
False |
302,928 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-24 |
1.4% |
60% |
False |
False |
202,031 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-18 |
1.2% |
60% |
False |
False |
151,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-19 |
|
2.618 |
132-29 |
|
1.618 |
131-28 |
|
1.000 |
131-08 |
|
0.618 |
130-27 |
|
HIGH |
130-07 |
|
0.618 |
129-26 |
|
0.500 |
129-22 |
|
0.382 |
129-19 |
|
LOW |
129-06 |
|
0.618 |
128-18 |
|
1.000 |
128-05 |
|
1.618 |
127-17 |
|
2.618 |
126-16 |
|
4.250 |
124-26 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-25 |
130-28 |
| PP |
129-24 |
130-17 |
| S1 |
129-22 |
130-06 |
|