ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
126-24 |
127-16 |
0-24 |
0.6% |
127-11 |
| High |
128-04 |
127-26 |
-0-10 |
-0.2% |
127-15 |
| Low |
126-17 |
126-15 |
-0-02 |
0.0% |
124-11 |
| Close |
127-16 |
127-17 |
0-01 |
0.0% |
125-11 |
| Range |
1-19 |
1-11 |
-0-08 |
-15.7% |
3-04 |
| ATR |
1-23 |
1-22 |
-0-01 |
-1.5% |
0-00 |
| Volume |
318,933 |
253,816 |
-65,117 |
-20.4% |
795,631 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
130-24 |
128-09 |
|
| R3 |
129-31 |
129-13 |
127-29 |
|
| R2 |
128-20 |
128-20 |
127-25 |
|
| R1 |
128-02 |
128-02 |
127-21 |
128-11 |
| PP |
127-09 |
127-09 |
127-09 |
127-13 |
| S1 |
126-23 |
126-23 |
127-13 |
127-00 |
| S2 |
125-30 |
125-30 |
127-09 |
|
| S3 |
124-19 |
125-12 |
127-05 |
|
| S4 |
123-08 |
124-01 |
126-25 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
133-11 |
127-02 |
|
| R3 |
131-31 |
130-07 |
126-06 |
|
| R2 |
128-27 |
128-27 |
125-29 |
|
| R1 |
127-03 |
127-03 |
125-20 |
126-13 |
| PP |
125-23 |
125-23 |
125-23 |
125-12 |
| S1 |
123-31 |
123-31 |
125-02 |
123-09 |
| S2 |
122-19 |
122-19 |
124-25 |
|
| S3 |
119-15 |
120-27 |
124-16 |
|
| S4 |
116-11 |
117-23 |
123-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-04 |
124-11 |
3-25 |
3.0% |
1-16 |
1.2% |
84% |
False |
False |
265,722 |
| 10 |
128-30 |
124-11 |
4-19 |
3.6% |
1-14 |
1.1% |
69% |
False |
False |
226,150 |
| 20 |
132-15 |
124-11 |
8-04 |
6.4% |
1-21 |
1.3% |
39% |
False |
False |
257,499 |
| 40 |
132-15 |
117-30 |
14-17 |
11.4% |
1-23 |
1.3% |
66% |
False |
False |
228,175 |
| 60 |
132-15 |
117-14 |
15-01 |
11.8% |
1-23 |
1.4% |
67% |
False |
False |
152,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-17 |
|
2.618 |
131-11 |
|
1.618 |
130-00 |
|
1.000 |
129-05 |
|
0.618 |
128-21 |
|
HIGH |
127-26 |
|
0.618 |
127-10 |
|
0.500 |
127-04 |
|
0.382 |
126-31 |
|
LOW |
126-15 |
|
0.618 |
125-20 |
|
1.000 |
125-04 |
|
1.618 |
124-09 |
|
2.618 |
122-30 |
|
4.250 |
120-24 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-13 |
127-07 |
| PP |
127-09 |
126-29 |
| S1 |
127-04 |
126-20 |
|