ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
127-11 |
125-15 |
-1-28 |
-1.5% |
131-00 |
| High |
127-15 |
125-31 |
-1-16 |
-1.2% |
131-01 |
| Low |
125-09 |
124-22 |
-0-19 |
-0.5% |
127-03 |
| Close |
125-10 |
124-29 |
-0-13 |
-0.3% |
127-05 |
| Range |
2-06 |
1-09 |
-0-29 |
-41.4% |
3-30 |
| ATR |
1-25 |
1-24 |
-0-01 |
-2.0% |
0-00 |
| Volume |
182,645 |
179,049 |
-3,596 |
-2.0% |
1,093,968 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
128-08 |
125-20 |
|
| R3 |
127-24 |
126-31 |
125-08 |
|
| R2 |
126-15 |
126-15 |
125-05 |
|
| R1 |
125-22 |
125-22 |
125-01 |
125-14 |
| PP |
125-06 |
125-06 |
125-06 |
125-02 |
| S1 |
124-13 |
124-13 |
124-25 |
124-05 |
| S2 |
123-29 |
123-29 |
124-21 |
|
| S3 |
122-20 |
123-04 |
124-18 |
|
| S4 |
121-11 |
121-27 |
124-06 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
137-20 |
129-10 |
|
| R3 |
136-10 |
133-22 |
128-08 |
|
| R2 |
132-12 |
132-12 |
127-28 |
|
| R1 |
129-24 |
129-24 |
127-17 |
129-03 |
| PP |
128-14 |
128-14 |
128-14 |
128-03 |
| S1 |
125-26 |
125-26 |
126-25 |
125-05 |
| S2 |
124-16 |
124-16 |
126-14 |
|
| S3 |
120-18 |
121-28 |
126-02 |
|
| S4 |
116-20 |
117-30 |
125-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-30 |
124-22 |
4-08 |
3.4% |
1-12 |
1.1% |
5% |
False |
True |
186,578 |
| 10 |
132-15 |
124-22 |
7-25 |
6.2% |
1-18 |
1.2% |
3% |
False |
True |
229,517 |
| 20 |
132-15 |
124-22 |
7-25 |
6.2% |
1-24 |
1.4% |
3% |
False |
True |
284,325 |
| 40 |
132-15 |
117-30 |
14-17 |
11.6% |
1-24 |
1.4% |
48% |
False |
False |
195,086 |
| 60 |
132-15 |
117-14 |
15-01 |
12.0% |
1-23 |
1.4% |
50% |
False |
False |
130,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-13 |
|
2.618 |
129-10 |
|
1.618 |
128-01 |
|
1.000 |
127-08 |
|
0.618 |
126-24 |
|
HIGH |
125-31 |
|
0.618 |
125-15 |
|
0.500 |
125-10 |
|
0.382 |
125-06 |
|
LOW |
124-22 |
|
0.618 |
123-29 |
|
1.000 |
123-13 |
|
1.618 |
122-20 |
|
2.618 |
121-11 |
|
4.250 |
119-08 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-10 |
126-16 |
| PP |
125-06 |
125-31 |
| S1 |
125-02 |
125-14 |
|