ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
130-02 |
129-16 |
-0-18 |
-0.4% |
129-05 |
| High |
130-06 |
132-09 |
2-03 |
1.6% |
131-10 |
| Low |
128-24 |
129-14 |
0-22 |
0.5% |
127-30 |
| Close |
129-23 |
132-02 |
2-11 |
1.8% |
130-00 |
| Range |
1-14 |
2-27 |
1-13 |
97.8% |
3-12 |
| ATR |
1-25 |
1-27 |
0-02 |
4.3% |
0-00 |
| Volume |
297,548 |
508,870 |
211,322 |
71.0% |
1,661,103 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
138-25 |
133-20 |
|
| R3 |
136-30 |
135-30 |
132-27 |
|
| R2 |
134-03 |
134-03 |
132-19 |
|
| R1 |
133-03 |
133-03 |
132-10 |
133-19 |
| PP |
131-08 |
131-08 |
131-08 |
131-16 |
| S1 |
130-08 |
130-08 |
131-26 |
130-24 |
| S2 |
128-13 |
128-13 |
131-17 |
|
| S3 |
125-18 |
127-13 |
131-09 |
|
| S4 |
122-23 |
124-18 |
130-16 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-28 |
138-10 |
131-27 |
|
| R3 |
136-16 |
134-30 |
130-30 |
|
| R2 |
133-04 |
133-04 |
130-20 |
|
| R1 |
131-18 |
131-18 |
130-10 |
132-11 |
| PP |
129-24 |
129-24 |
129-24 |
130-04 |
| S1 |
128-06 |
128-06 |
129-22 |
128-31 |
| S2 |
126-12 |
126-12 |
129-12 |
|
| S3 |
123-00 |
124-26 |
129-02 |
|
| S4 |
119-20 |
121-14 |
128-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-09 |
127-30 |
4-11 |
3.3% |
2-01 |
1.5% |
95% |
True |
False |
376,396 |
| 10 |
132-09 |
126-15 |
5-26 |
4.4% |
1-29 |
1.5% |
96% |
True |
False |
343,309 |
| 20 |
132-09 |
124-11 |
7-30 |
6.0% |
1-23 |
1.3% |
97% |
True |
False |
282,230 |
| 40 |
132-15 |
124-11 |
8-04 |
6.2% |
1-23 |
1.3% |
95% |
False |
False |
298,126 |
| 60 |
132-15 |
117-14 |
15-01 |
11.4% |
1-25 |
1.3% |
97% |
False |
False |
199,979 |
| 80 |
132-15 |
117-14 |
15-01 |
11.4% |
1-26 |
1.4% |
97% |
False |
False |
150,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-12 |
|
2.618 |
139-23 |
|
1.618 |
136-28 |
|
1.000 |
135-04 |
|
0.618 |
134-01 |
|
HIGH |
132-09 |
|
0.618 |
131-06 |
|
0.500 |
130-28 |
|
0.382 |
130-17 |
|
LOW |
129-14 |
|
0.618 |
127-22 |
|
1.000 |
126-19 |
|
1.618 |
124-27 |
|
2.618 |
122-00 |
|
4.250 |
117-11 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-21 |
131-18 |
| PP |
131-08 |
131-01 |
| S1 |
130-28 |
130-16 |
|