ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 25-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
130-01 |
131-05 |
1-04 |
0.9% |
130-02 |
| High |
131-04 |
131-21 |
0-17 |
0.4% |
132-31 |
| Low |
129-16 |
130-16 |
1-00 |
0.8% |
128-24 |
| Close |
130-27 |
130-26 |
-0-01 |
0.0% |
130-15 |
| Range |
1-20 |
1-05 |
-0-15 |
-28.8% |
4-07 |
| ATR |
1-25 |
1-23 |
-0-01 |
-2.5% |
0-00 |
| Volume |
271,907 |
298,348 |
26,441 |
9.7% |
1,424,738 |
|
| Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-15 |
133-25 |
131-14 |
|
| R3 |
133-10 |
132-20 |
131-04 |
|
| R2 |
132-05 |
132-05 |
131-01 |
|
| R1 |
131-15 |
131-15 |
130-29 |
131-08 |
| PP |
131-00 |
131-00 |
131-00 |
130-28 |
| S1 |
130-10 |
130-10 |
130-23 |
130-02 |
| S2 |
129-27 |
129-27 |
130-19 |
|
| S3 |
128-22 |
129-05 |
130-16 |
|
| S4 |
127-17 |
128-00 |
130-06 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-12 |
141-05 |
132-25 |
|
| R3 |
139-05 |
136-30 |
131-20 |
|
| R2 |
134-30 |
134-30 |
131-08 |
|
| R1 |
132-23 |
132-23 |
130-27 |
133-26 |
| PP |
130-23 |
130-23 |
130-23 |
131-09 |
| S1 |
128-16 |
128-16 |
130-03 |
129-20 |
| S2 |
126-16 |
126-16 |
129-22 |
|
| S3 |
122-09 |
124-09 |
129-10 |
|
| S4 |
118-02 |
120-02 |
128-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-31 |
129-16 |
3-15 |
2.7% |
1-15 |
1.1% |
38% |
False |
False |
285,153 |
| 10 |
132-31 |
127-30 |
5-01 |
3.8% |
1-24 |
1.3% |
57% |
False |
False |
330,775 |
| 20 |
132-31 |
124-11 |
8-20 |
6.6% |
1-23 |
1.3% |
75% |
False |
False |
298,820 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-24 |
1.3% |
75% |
False |
False |
298,133 |
| 60 |
132-31 |
117-30 |
15-01 |
11.5% |
1-23 |
1.3% |
86% |
False |
False |
223,677 |
| 80 |
132-31 |
117-14 |
15-17 |
11.9% |
1-24 |
1.3% |
86% |
False |
False |
167,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-18 |
|
2.618 |
134-22 |
|
1.618 |
133-17 |
|
1.000 |
132-26 |
|
0.618 |
132-12 |
|
HIGH |
131-21 |
|
0.618 |
131-07 |
|
0.500 |
131-02 |
|
0.382 |
130-30 |
|
LOW |
130-16 |
|
0.618 |
129-25 |
|
1.000 |
129-11 |
|
1.618 |
128-20 |
|
2.618 |
127-15 |
|
4.250 |
125-19 |
|
|
| Fisher Pivots for day following 25-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-02 |
130-24 |
| PP |
131-00 |
130-21 |
| S1 |
130-29 |
130-18 |
|