ECBOT 30 Year Treasury Bond Future June 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 |
129-12 |
132-06 |
2-26 |
2.2% |
124-30 |
| High |
133-02 |
133-16 |
0-14 |
0.3% |
129-19 |
| Low |
129-01 |
130-14 |
1-13 |
1.1% |
124-16 |
| Close |
131-22 |
130-19 |
-1-03 |
-0.8% |
129-11 |
| Range |
4-01 |
3-02 |
-0-31 |
-24.0% |
5-03 |
| ATR |
2-04 |
2-06 |
0-02 |
3.2% |
0-00 |
| Volume |
787,265 |
605,093 |
-182,172 |
-23.1% |
2,141,186 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-22 |
138-23 |
132-09 |
|
| R3 |
137-20 |
135-21 |
131-14 |
|
| R2 |
134-18 |
134-18 |
131-05 |
|
| R1 |
132-19 |
132-19 |
130-28 |
132-02 |
| PP |
131-16 |
131-16 |
131-16 |
131-08 |
| S1 |
129-17 |
129-17 |
130-10 |
129-00 |
| S2 |
128-14 |
128-14 |
130-01 |
|
| S3 |
125-12 |
126-15 |
129-24 |
|
| S4 |
122-10 |
123-13 |
128-29 |
|
|
| 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 |
133-16 |
126-03 |
7-13 |
5.7% |
3-20 |
2.8% |
61% |
True |
False |
751,190 |
| 10 |
133-16 |
122-30 |
10-18 |
8.1% |
2-20 |
2.0% |
72% |
True |
False |
554,936 |
| 20 |
133-16 |
122-22 |
10-26 |
8.3% |
2-02 |
1.6% |
73% |
True |
False |
449,686 |
| 40 |
134-16 |
122-22 |
11-26 |
9.0% |
1-24 |
1.3% |
67% |
False |
False |
226,070 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-19 |
1.2% |
67% |
False |
False |
150,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-16 |
|
2.618 |
141-17 |
|
1.618 |
138-15 |
|
1.000 |
136-18 |
|
0.618 |
135-13 |
|
HIGH |
133-16 |
|
0.618 |
132-11 |
|
0.500 |
131-31 |
|
0.382 |
131-19 |
|
LOW |
130-14 |
|
0.618 |
128-17 |
|
1.000 |
127-12 |
|
1.618 |
125-15 |
|
2.618 |
122-13 |
|
4.250 |
117-14 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-31 |
131-08 |
| PP |
131-16 |
131-01 |
| S1 |
131-02 |
130-26 |
|