ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
129-05 |
129-19 |
0-14 |
0.3% |
125-16 |
| High |
130-01 |
129-27 |
-0-06 |
-0.1% |
129-16 |
| Low |
128-16 |
127-30 |
-0-18 |
-0.4% |
125-03 |
| Close |
129-29 |
128-07 |
-1-22 |
-1.3% |
129-07 |
| Range |
1-17 |
1-29 |
0-12 |
24.5% |
4-13 |
| ATR |
1-24 |
1-24 |
0-01 |
0.9% |
0-00 |
| Volume |
304,125 |
281,414 |
-22,711 |
-7.5% |
1,287,495 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
133-07 |
129-09 |
|
| R3 |
132-15 |
131-10 |
128-24 |
|
| R2 |
130-18 |
130-18 |
128-18 |
|
| R1 |
129-13 |
129-13 |
128-13 |
129-01 |
| PP |
128-21 |
128-21 |
128-21 |
128-16 |
| S1 |
127-16 |
127-16 |
128-01 |
127-04 |
| S2 |
126-24 |
126-24 |
127-28 |
|
| S3 |
124-27 |
125-19 |
127-22 |
|
| S4 |
122-30 |
123-22 |
127-05 |
|
|
| 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 |
126-15 |
3-18 |
2.8% |
1-26 |
1.4% |
49% |
False |
False |
310,221 |
| 10 |
130-01 |
124-11 |
5-22 |
4.4% |
1-22 |
1.3% |
68% |
False |
False |
266,866 |
| 20 |
132-15 |
124-11 |
8-04 |
6.3% |
1-22 |
1.3% |
48% |
False |
False |
264,092 |
| 40 |
132-15 |
122-22 |
9-25 |
7.6% |
1-22 |
1.3% |
57% |
False |
False |
252,469 |
| 60 |
132-15 |
117-14 |
15-01 |
11.7% |
1-24 |
1.4% |
72% |
False |
False |
168,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-30 |
|
2.618 |
134-27 |
|
1.618 |
132-30 |
|
1.000 |
131-24 |
|
0.618 |
131-01 |
|
HIGH |
129-27 |
|
0.618 |
129-04 |
|
0.500 |
128-28 |
|
0.382 |
128-21 |
|
LOW |
127-30 |
|
0.618 |
126-24 |
|
1.000 |
126-01 |
|
1.618 |
124-27 |
|
2.618 |
122-30 |
|
4.250 |
119-27 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-28 |
128-14 |
| PP |
128-21 |
128-12 |
| S1 |
128-14 |
128-09 |
|