ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
125-15 |
124-29 |
-0-18 |
-0.4% |
131-00 |
| High |
125-31 |
125-24 |
-0-07 |
-0.2% |
131-01 |
| Low |
124-22 |
124-20 |
-0-02 |
-0.1% |
127-03 |
| Close |
124-29 |
125-16 |
0-19 |
0.5% |
127-05 |
| Range |
1-09 |
1-04 |
-0-05 |
-12.2% |
3-30 |
| ATR |
1-24 |
1-22 |
-0-01 |
-2.5% |
0-00 |
| Volume |
179,049 |
159,477 |
-19,572 |
-10.9% |
1,093,968 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-21 |
128-07 |
126-04 |
|
| R3 |
127-17 |
127-03 |
125-26 |
|
| R2 |
126-13 |
126-13 |
125-23 |
|
| R1 |
125-31 |
125-31 |
125-19 |
126-06 |
| PP |
125-09 |
125-09 |
125-09 |
125-13 |
| S1 |
124-27 |
124-27 |
125-13 |
125-02 |
| S2 |
124-05 |
124-05 |
125-09 |
|
| S3 |
123-01 |
123-23 |
125-06 |
|
| S4 |
121-29 |
122-19 |
124-28 |
|
|
| 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 |
128-28 |
124-20 |
4-08 |
3.4% |
1-11 |
1.1% |
21% |
False |
True |
172,016 |
| 10 |
132-15 |
124-20 |
7-27 |
6.3% |
1-17 |
1.2% |
11% |
False |
True |
215,291 |
| 20 |
132-15 |
124-20 |
7-27 |
6.3% |
1-22 |
1.4% |
11% |
False |
True |
264,262 |
| 40 |
132-15 |
117-30 |
14-17 |
11.6% |
1-23 |
1.4% |
52% |
False |
False |
199,047 |
| 60 |
132-15 |
117-14 |
15-01 |
12.0% |
1-24 |
1.4% |
54% |
False |
False |
132,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-17 |
|
2.618 |
128-22 |
|
1.618 |
127-18 |
|
1.000 |
126-28 |
|
0.618 |
126-14 |
|
HIGH |
125-24 |
|
0.618 |
125-10 |
|
0.500 |
125-06 |
|
0.382 |
125-02 |
|
LOW |
124-20 |
|
0.618 |
123-30 |
|
1.000 |
123-16 |
|
1.618 |
122-26 |
|
2.618 |
121-22 |
|
4.250 |
119-27 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
125-13 |
126-02 |
| PP |
125-09 |
125-28 |
| S1 |
125-06 |
125-22 |
|