ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
125-09 |
125-00 |
-0-09 |
-0.2% |
125-01 |
| High |
126-13 |
126-07 |
-0-06 |
-0.1% |
125-20 |
| Low |
124-22 |
124-19 |
-0-03 |
-0.1% |
122-22 |
| Close |
125-11 |
125-27 |
0-16 |
0.4% |
124-28 |
| Range |
1-23 |
1-20 |
-0-03 |
-5.5% |
2-30 |
| ATR |
1-17 |
1-17 |
0-00 |
0.5% |
0-00 |
| Volume |
409,376 |
380,819 |
-28,557 |
-7.0% |
1,909,038 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-14 |
129-24 |
126-24 |
|
| R3 |
128-26 |
128-04 |
126-09 |
|
| R2 |
127-06 |
127-06 |
126-05 |
|
| R1 |
126-16 |
126-16 |
126-00 |
126-27 |
| PP |
125-18 |
125-18 |
125-18 |
125-23 |
| S1 |
124-28 |
124-28 |
125-22 |
125-07 |
| S2 |
123-30 |
123-30 |
125-17 |
|
| S3 |
122-10 |
123-08 |
125-13 |
|
| S4 |
120-22 |
121-20 |
124-30 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-07 |
131-31 |
126-16 |
|
| R3 |
130-09 |
129-01 |
125-22 |
|
| R2 |
127-11 |
127-11 |
125-13 |
|
| R1 |
126-03 |
126-03 |
125-05 |
125-08 |
| PP |
124-13 |
124-13 |
124-13 |
123-31 |
| S1 |
123-05 |
123-05 |
124-19 |
122-10 |
| S2 |
121-15 |
121-15 |
124-11 |
|
| S3 |
118-17 |
120-07 |
124-02 |
|
| S4 |
115-19 |
117-09 |
123-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-13 |
122-30 |
3-15 |
2.8% |
1-19 |
1.3% |
84% |
False |
False |
358,682 |
| 10 |
126-18 |
122-22 |
3-28 |
3.1% |
1-17 |
1.2% |
81% |
False |
False |
372,616 |
| 20 |
130-27 |
122-22 |
8-05 |
6.5% |
1-18 |
1.2% |
39% |
False |
False |
263,806 |
| 40 |
134-16 |
122-22 |
11-26 |
9.4% |
1-16 |
1.2% |
27% |
False |
False |
132,212 |
| 60 |
134-16 |
122-22 |
11-26 |
9.4% |
1-12 |
1.1% |
27% |
False |
False |
88,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-04 |
|
2.618 |
130-15 |
|
1.618 |
128-27 |
|
1.000 |
127-27 |
|
0.618 |
127-07 |
|
HIGH |
126-07 |
|
0.618 |
125-19 |
|
0.500 |
125-13 |
|
0.382 |
125-07 |
|
LOW |
124-19 |
|
0.618 |
123-19 |
|
1.000 |
122-31 |
|
1.618 |
121-31 |
|
2.618 |
120-11 |
|
4.250 |
117-22 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-22 |
125-23 |
| PP |
125-18 |
125-19 |
| S1 |
125-13 |
125-14 |
|