ECBOT 30 Year Treasury Bond Future March 2023
Trading Metrics calculated at close of trading on 09-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
127-16 |
129-05 |
1-21 |
1.3% |
125-16 |
High |
129-16 |
130-01 |
0-17 |
0.4% |
129-16 |
Low |
126-27 |
128-16 |
1-21 |
1.3% |
125-03 |
Close |
129-07 |
129-29 |
0-22 |
0.5% |
129-07 |
Range |
2-21 |
1-17 |
-1-04 |
-42.4% |
4-13 |
ATR |
1-24 |
1-24 |
-0-01 |
-0.9% |
0-00 |
Volume |
392,821 |
304,125 |
-88,696 |
-22.6% |
1,287,495 |
|
Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-02 |
133-17 |
130-24 |
|
R3 |
132-17 |
132-00 |
130-10 |
|
R2 |
131-00 |
131-00 |
130-06 |
|
R1 |
130-15 |
130-15 |
130-01 |
130-24 |
PP |
129-15 |
129-15 |
129-15 |
129-20 |
S1 |
128-30 |
128-30 |
129-25 |
129-06 |
S2 |
127-30 |
127-30 |
129-20 |
|
S3 |
126-13 |
127-13 |
129-16 |
|
S4 |
124-28 |
125-28 |
129-02 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-05 |
139-19 |
131-21 |
|
R3 |
136-24 |
135-06 |
130-14 |
|
R2 |
132-11 |
132-11 |
130-01 |
|
R1 |
130-25 |
130-25 |
129-20 |
131-18 |
PP |
127-30 |
127-30 |
127-30 |
128-10 |
S1 |
126-12 |
126-12 |
128-26 |
127-05 |
S2 |
123-17 |
123-17 |
128-13 |
|
S3 |
119-04 |
121-31 |
128-00 |
|
S4 |
114-23 |
117-18 |
126-25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-01 |
125-03 |
4-30 |
3.8% |
1-27 |
1.4% |
97% |
True |
False |
318,324 |
10 |
130-01 |
124-11 |
5-22 |
4.4% |
1-20 |
1.3% |
98% |
True |
False |
255,539 |
20 |
132-15 |
124-11 |
8-04 |
6.3% |
1-22 |
1.3% |
68% |
False |
False |
262,429 |
40 |
132-15 |
119-24 |
12-23 |
9.8% |
1-23 |
1.3% |
80% |
False |
False |
245,522 |
60 |
132-15 |
117-14 |
15-01 |
11.6% |
1-24 |
1.3% |
83% |
False |
False |
163,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-17 |
2.618 |
134-01 |
1.618 |
132-16 |
1.000 |
131-18 |
0.618 |
130-31 |
HIGH |
130-01 |
0.618 |
129-14 |
0.500 |
129-08 |
0.382 |
129-03 |
LOW |
128-16 |
0.618 |
127-18 |
1.000 |
126-31 |
1.618 |
126-01 |
2.618 |
124-16 |
4.250 |
122-00 |
|
|
Fisher Pivots for day following 09-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
129-22 |
129-11 |
PP |
129-15 |
128-26 |
S1 |
129-08 |
128-08 |
|