ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
128-12 |
131-08 |
2-28 |
2.2% |
124-06 |
| High |
131-22 |
131-10 |
-0-12 |
-0.3% |
128-09 |
| Low |
128-02 |
129-04 |
1-02 |
0.8% |
123-17 |
| Close |
130-07 |
129-05 |
-1-02 |
-0.8% |
128-01 |
| Range |
3-20 |
2-06 |
-1-14 |
-39.7% |
4-24 |
| ATR |
1-31 |
2-00 |
0-00 |
0.7% |
0-00 |
| Volume |
1,030 |
83 |
-947 |
-91.9% |
14,933 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-14 |
134-31 |
130-12 |
|
| R3 |
134-08 |
132-25 |
129-24 |
|
| R2 |
132-02 |
132-02 |
129-18 |
|
| R1 |
130-19 |
130-19 |
129-11 |
130-08 |
| PP |
129-28 |
129-28 |
129-28 |
129-22 |
| S1 |
128-13 |
128-13 |
128-31 |
128-02 |
| S2 |
127-22 |
127-22 |
128-24 |
|
| S3 |
125-16 |
126-07 |
128-18 |
|
| S4 |
123-10 |
124-01 |
127-30 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-28 |
139-06 |
130-21 |
|
| R3 |
136-04 |
134-14 |
129-11 |
|
| R2 |
131-12 |
131-12 |
128-29 |
|
| R1 |
129-22 |
129-22 |
128-15 |
130-17 |
| PP |
126-20 |
126-20 |
126-20 |
127-01 |
| S1 |
124-30 |
124-30 |
127-19 |
125-25 |
| S2 |
121-28 |
121-28 |
127-05 |
|
| S3 |
117-04 |
120-06 |
126-23 |
|
| S4 |
112-12 |
115-14 |
125-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-22 |
125-22 |
6-00 |
4.6% |
3-01 |
2.3% |
58% |
False |
False |
941 |
| 10 |
131-22 |
122-03 |
9-19 |
7.4% |
2-08 |
1.7% |
74% |
False |
False |
2,225 |
| 20 |
131-22 |
121-27 |
9-27 |
7.6% |
1-27 |
1.4% |
74% |
False |
False |
183,932 |
| 40 |
132-31 |
121-27 |
11-04 |
8.6% |
1-21 |
1.3% |
66% |
False |
False |
256,719 |
| 60 |
132-31 |
121-27 |
11-04 |
8.6% |
1-22 |
1.3% |
66% |
False |
False |
265,223 |
| 80 |
132-31 |
121-27 |
11-04 |
8.6% |
1-22 |
1.3% |
66% |
False |
False |
277,422 |
| 100 |
132-31 |
117-14 |
15-17 |
12.0% |
1-23 |
1.3% |
75% |
False |
False |
222,675 |
| 120 |
132-31 |
117-14 |
15-17 |
12.0% |
1-24 |
1.4% |
75% |
False |
False |
185,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-20 |
|
2.618 |
137-01 |
|
1.618 |
134-27 |
|
1.000 |
133-16 |
|
0.618 |
132-21 |
|
HIGH |
131-10 |
|
0.618 |
130-15 |
|
0.500 |
130-07 |
|
0.382 |
129-31 |
|
LOW |
129-04 |
|
0.618 |
127-25 |
|
1.000 |
126-30 |
|
1.618 |
125-19 |
|
2.618 |
123-13 |
|
4.250 |
119-26 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-07 |
129-28 |
| PP |
129-28 |
129-20 |
| S1 |
129-16 |
129-13 |
|