ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
131-02 |
131-15 |
0-13 |
0.3% |
130-26 |
| High |
132-26 |
133-04 |
0-10 |
0.2% |
133-17 |
| Low |
131-02 |
131-10 |
0-08 |
0.2% |
129-07 |
| Close |
132-22 |
131-13 |
-1-09 |
-1.0% |
132-22 |
| Range |
1-24 |
1-26 |
0-02 |
3.6% |
4-10 |
| ATR |
1-24 |
1-24 |
0-00 |
0.3% |
0-00 |
| Volume |
2 |
3 |
1 |
50.0% |
75 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-12 |
136-07 |
132-13 |
|
| R3 |
135-18 |
134-13 |
131-29 |
|
| R2 |
133-24 |
133-24 |
131-24 |
|
| R1 |
132-19 |
132-19 |
131-18 |
132-08 |
| PP |
131-30 |
131-30 |
131-30 |
131-25 |
| S1 |
130-25 |
130-25 |
131-08 |
130-14 |
| S2 |
130-04 |
130-04 |
131-02 |
|
| S3 |
128-10 |
128-31 |
130-29 |
|
| S4 |
126-16 |
127-05 |
130-13 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-24 |
143-01 |
135-02 |
|
| R3 |
140-14 |
138-23 |
133-28 |
|
| R2 |
136-04 |
136-04 |
133-15 |
|
| R1 |
134-13 |
134-13 |
133-03 |
135-08 |
| PP |
131-26 |
131-26 |
131-26 |
132-08 |
| S1 |
130-03 |
130-03 |
132-09 |
130-30 |
| S2 |
127-16 |
127-16 |
131-29 |
|
| S3 |
123-06 |
125-25 |
131-16 |
|
| S4 |
118-28 |
121-15 |
130-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-26 |
|
2.618 |
137-28 |
|
1.618 |
136-02 |
|
1.000 |
134-30 |
|
0.618 |
134-08 |
|
HIGH |
133-04 |
|
0.618 |
132-14 |
|
0.500 |
132-07 |
|
0.382 |
132-00 |
|
LOW |
131-10 |
|
0.618 |
130-06 |
|
1.000 |
129-16 |
|
1.618 |
128-12 |
|
2.618 |
126-18 |
|
4.250 |
123-20 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-07 |
131-29 |
| PP |
131-30 |
131-24 |
| S1 |
131-22 |
131-18 |
|