ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
130-27 |
129-12 |
-1-15 |
-1.1% |
124-30 |
| High |
132-04 |
133-02 |
0-30 |
0.7% |
129-19 |
| Low |
129-10 |
129-01 |
-0-09 |
-0.2% |
124-16 |
| Close |
129-30 |
131-22 |
1-24 |
1.3% |
129-11 |
| Range |
2-26 |
4-01 |
1-07 |
43.3% |
5-03 |
| ATR |
1-31 |
2-04 |
0-05 |
7.5% |
0-00 |
| Volume |
679,181 |
787,265 |
108,084 |
15.9% |
2,141,186 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-11 |
141-18 |
133-29 |
|
| R3 |
139-10 |
137-17 |
132-25 |
|
| R2 |
135-09 |
135-09 |
132-14 |
|
| R1 |
133-16 |
133-16 |
132-02 |
134-12 |
| PP |
131-08 |
131-08 |
131-08 |
131-23 |
| S1 |
129-15 |
129-15 |
131-10 |
130-12 |
| S2 |
127-07 |
127-07 |
130-30 |
|
| S3 |
123-06 |
125-14 |
130-19 |
|
| S4 |
119-05 |
121-13 |
129-15 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-03 |
141-10 |
132-05 |
|
| R3 |
138-00 |
136-07 |
130-24 |
|
| R2 |
132-29 |
132-29 |
130-09 |
|
| R1 |
131-04 |
131-04 |
129-26 |
132-00 |
| PP |
127-26 |
127-26 |
127-26 |
128-08 |
| S1 |
126-01 |
126-01 |
128-28 |
126-30 |
| S2 |
122-23 |
122-23 |
128-13 |
|
| S3 |
117-20 |
120-30 |
127-30 |
|
| S4 |
112-17 |
115-27 |
126-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-02 |
124-19 |
8-15 |
6.4% |
3-11 |
2.5% |
84% |
True |
False |
706,335 |
| 10 |
133-02 |
122-22 |
10-12 |
7.9% |
2-14 |
1.9% |
87% |
True |
False |
530,887 |
| 20 |
133-02 |
122-22 |
10-12 |
7.9% |
2-00 |
1.5% |
87% |
True |
False |
420,432 |
| 40 |
134-16 |
122-22 |
11-26 |
9.0% |
1-24 |
1.3% |
76% |
False |
False |
210,950 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-18 |
1.2% |
76% |
False |
False |
140,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-06 |
|
2.618 |
143-20 |
|
1.618 |
139-19 |
|
1.000 |
137-03 |
|
0.618 |
135-18 |
|
HIGH |
133-02 |
|
0.618 |
131-17 |
|
0.500 |
131-02 |
|
0.382 |
130-18 |
|
LOW |
129-01 |
|
0.618 |
126-17 |
|
1.000 |
125-00 |
|
1.618 |
122-16 |
|
2.618 |
118-15 |
|
4.250 |
111-29 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-15 |
131-11 |
| PP |
131-08 |
131-00 |
| S1 |
131-02 |
130-20 |
|