ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
131-08 |
130-25 |
-0-15 |
-0.4% |
129-00 |
| High |
131-10 |
131-13 |
0-03 |
0.1% |
131-22 |
| Low |
129-04 |
130-25 |
1-21 |
1.3% |
127-00 |
| Close |
129-05 |
131-09 |
2-04 |
1.6% |
131-09 |
| Range |
2-06 |
0-20 |
-1-18 |
-71.4% |
4-22 |
| ATR |
2-00 |
2-00 |
0-01 |
0.9% |
0-00 |
| Volume |
83 |
20 |
-63 |
-75.9% |
1,755 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-01 |
132-25 |
131-20 |
|
| R3 |
132-13 |
132-05 |
131-14 |
|
| R2 |
131-25 |
131-25 |
131-13 |
|
| R1 |
131-17 |
131-17 |
131-11 |
131-21 |
| PP |
131-05 |
131-05 |
131-05 |
131-07 |
| S1 |
130-29 |
130-29 |
131-07 |
131-01 |
| S2 |
130-17 |
130-17 |
131-05 |
|
| S3 |
129-29 |
130-09 |
131-04 |
|
| S4 |
129-09 |
129-21 |
130-30 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-02 |
142-11 |
133-28 |
|
| R3 |
139-12 |
137-21 |
132-18 |
|
| R2 |
134-22 |
134-22 |
132-04 |
|
| R1 |
132-31 |
132-31 |
131-23 |
133-26 |
| PP |
130-00 |
130-00 |
130-00 |
130-13 |
| S1 |
128-09 |
128-09 |
130-27 |
129-04 |
| S2 |
125-10 |
125-10 |
130-14 |
|
| S3 |
120-20 |
123-19 |
130-00 |
|
| S4 |
115-30 |
118-29 |
128-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-22 |
127-00 |
4-22 |
3.6% |
2-20 |
2.0% |
91% |
False |
False |
351 |
| 10 |
131-22 |
123-17 |
8-05 |
6.2% |
2-04 |
1.6% |
95% |
False |
False |
1,668 |
| 20 |
131-22 |
121-27 |
9-27 |
7.5% |
1-25 |
1.4% |
96% |
False |
False |
163,783 |
| 40 |
132-22 |
121-27 |
10-27 |
8.3% |
1-20 |
1.2% |
87% |
False |
False |
248,966 |
| 60 |
132-31 |
121-27 |
11-04 |
8.5% |
1-21 |
1.3% |
85% |
False |
False |
261,698 |
| 80 |
132-31 |
121-27 |
11-04 |
8.5% |
1-22 |
1.3% |
85% |
False |
False |
276,855 |
| 100 |
132-31 |
117-14 |
15-17 |
11.8% |
1-23 |
1.3% |
89% |
False |
False |
222,673 |
| 120 |
132-31 |
117-14 |
15-17 |
11.8% |
1-24 |
1.3% |
89% |
False |
False |
185,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-02 |
|
2.618 |
133-01 |
|
1.618 |
132-13 |
|
1.000 |
132-01 |
|
0.618 |
131-25 |
|
HIGH |
131-13 |
|
0.618 |
131-05 |
|
0.500 |
131-03 |
|
0.382 |
131-01 |
|
LOW |
130-25 |
|
0.618 |
130-13 |
|
1.000 |
130-05 |
|
1.618 |
129-25 |
|
2.618 |
129-05 |
|
4.250 |
128-04 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-07 |
130-26 |
| PP |
131-05 |
130-11 |
| S1 |
131-03 |
129-28 |
|