ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
128-07 |
129-06 |
0-31 |
0.8% |
125-16 |
| High |
129-16 |
130-31 |
1-15 |
1.1% |
129-16 |
| Low |
128-04 |
127-30 |
-0-06 |
-0.1% |
125-03 |
| Close |
129-03 |
130-21 |
1-18 |
1.2% |
129-07 |
| Range |
1-12 |
3-01 |
1-21 |
120.5% |
4-13 |
| ATR |
1-23 |
1-26 |
0-03 |
5.4% |
0-00 |
| Volume |
295,424 |
467,713 |
172,289 |
58.3% |
1,287,495 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-30 |
137-27 |
132-10 |
|
| R3 |
135-29 |
134-26 |
131-16 |
|
| R2 |
132-28 |
132-28 |
131-07 |
|
| R1 |
131-25 |
131-25 |
130-30 |
132-10 |
| PP |
129-27 |
129-27 |
129-27 |
130-04 |
| S1 |
128-24 |
128-24 |
130-12 |
129-10 |
| S2 |
126-26 |
126-26 |
130-03 |
|
| S3 |
123-25 |
125-23 |
129-26 |
|
| S4 |
120-24 |
122-22 |
129-00 |
|
|
| 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 |
130-31 |
126-27 |
4-04 |
3.2% |
2-03 |
1.6% |
92% |
True |
False |
348,299 |
| 10 |
130-31 |
124-11 |
6-20 |
5.1% |
1-26 |
1.4% |
95% |
True |
False |
307,010 |
| 20 |
132-15 |
124-11 |
8-04 |
6.2% |
1-22 |
1.3% |
78% |
False |
False |
268,264 |
| 40 |
132-15 |
123-10 |
9-05 |
7.0% |
1-23 |
1.3% |
80% |
False |
False |
271,417 |
| 60 |
132-15 |
117-14 |
15-01 |
11.5% |
1-24 |
1.3% |
88% |
False |
False |
181,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-27 |
|
2.618 |
138-29 |
|
1.618 |
135-28 |
|
1.000 |
134-00 |
|
0.618 |
132-27 |
|
HIGH |
130-31 |
|
0.618 |
129-26 |
|
0.500 |
129-14 |
|
0.382 |
129-03 |
|
LOW |
127-30 |
|
0.618 |
126-02 |
|
1.000 |
124-29 |
|
1.618 |
123-01 |
|
2.618 |
120-00 |
|
4.250 |
115-02 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-08 |
130-08 |
| PP |
129-27 |
129-27 |
| S1 |
129-14 |
129-14 |
|