ECBOT 30 Year Treasury Bond Future September 2023
Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
130-00 |
131-21 |
1-21 |
1.3% |
125-14 |
High |
131-28 |
132-27 |
0-31 |
0.7% |
129-16 |
Low |
129-14 |
129-07 |
-0-07 |
-0.2% |
124-25 |
Close |
129-29 |
131-21 |
1-24 |
1.3% |
129-16 |
Range |
2-14 |
3-20 |
1-06 |
48.7% |
4-23 |
ATR |
1-15 |
1-20 |
0-05 |
10.5% |
0-00 |
Volume |
11 |
8 |
-3 |
-27.3% |
48 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-04 |
140-16 |
133-21 |
|
R3 |
138-16 |
136-28 |
132-21 |
|
R2 |
134-28 |
134-28 |
132-10 |
|
R1 |
133-08 |
133-08 |
132-00 |
133-15 |
PP |
131-08 |
131-08 |
131-08 |
131-11 |
S1 |
129-20 |
129-20 |
131-10 |
129-27 |
S2 |
127-20 |
127-20 |
131-00 |
|
S3 |
124-00 |
126-00 |
130-21 |
|
S4 |
120-12 |
122-12 |
129-21 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-03 |
140-16 |
132-03 |
|
R3 |
137-12 |
135-25 |
130-26 |
|
R2 |
132-21 |
132-21 |
130-12 |
|
R1 |
131-02 |
131-02 |
129-30 |
131-28 |
PP |
127-30 |
127-30 |
127-30 |
128-10 |
S1 |
126-11 |
126-11 |
129-02 |
127-04 |
S2 |
123-07 |
123-07 |
128-20 |
|
S3 |
118-16 |
121-20 |
128-06 |
|
S4 |
113-25 |
116-29 |
126-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-08 |
2.618 |
142-11 |
1.618 |
138-23 |
1.000 |
136-15 |
0.618 |
135-03 |
HIGH |
132-27 |
0.618 |
131-15 |
0.500 |
131-01 |
0.382 |
130-19 |
LOW |
129-07 |
0.618 |
126-31 |
1.000 |
125-19 |
1.618 |
123-11 |
2.618 |
119-23 |
4.250 |
113-26 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
131-14 |
131-18 |
PP |
131-08 |
131-15 |
S1 |
131-01 |
131-12 |
|