ECBOT 30 Year Treasury Bond Future June 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 |
132-06 |
130-25 |
-1-13 |
-1.1% |
129-14 |
| High |
133-16 |
133-03 |
-0-13 |
-0.3% |
133-16 |
| Low |
130-14 |
130-10 |
-0-04 |
-0.1% |
128-07 |
| Close |
130-19 |
132-23 |
2-04 |
1.6% |
132-23 |
| Range |
3-02 |
2-25 |
-0-09 |
-9.2% |
5-09 |
| ATR |
2-06 |
2-07 |
0-01 |
2.0% |
0-00 |
| Volume |
605,093 |
470,833 |
-134,260 |
-22.2% |
3,510,256 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
139-11 |
134-08 |
|
| R3 |
137-19 |
136-18 |
133-15 |
|
| R2 |
134-26 |
134-26 |
133-07 |
|
| R1 |
133-25 |
133-25 |
132-31 |
134-10 |
| PP |
132-01 |
132-01 |
132-01 |
132-10 |
| S1 |
131-00 |
131-00 |
132-15 |
131-16 |
| S2 |
129-08 |
129-08 |
132-07 |
|
| S3 |
126-15 |
128-07 |
131-31 |
|
| S4 |
123-22 |
125-14 |
131-06 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
145-10 |
135-20 |
|
| R3 |
142-01 |
140-01 |
134-05 |
|
| R2 |
136-24 |
136-24 |
133-22 |
|
| R1 |
134-24 |
134-24 |
133-06 |
135-24 |
| PP |
131-15 |
131-15 |
131-15 |
132-00 |
| S1 |
129-15 |
129-15 |
132-08 |
130-15 |
| S2 |
126-06 |
126-06 |
131-24 |
|
| S3 |
120-29 |
124-06 |
131-09 |
|
| S4 |
115-20 |
118-29 |
129-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-16 |
128-07 |
5-09 |
4.0% |
3-15 |
2.6% |
85% |
False |
False |
702,051 |
| 10 |
133-16 |
124-16 |
9-00 |
6.8% |
2-22 |
2.0% |
91% |
False |
False |
565,144 |
| 20 |
133-16 |
122-22 |
10-26 |
8.1% |
2-04 |
1.6% |
93% |
False |
False |
471,984 |
| 40 |
134-09 |
122-22 |
11-19 |
8.7% |
1-25 |
1.3% |
87% |
False |
False |
237,838 |
| 60 |
134-16 |
122-22 |
11-26 |
8.9% |
1-20 |
1.2% |
85% |
False |
False |
158,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-29 |
|
2.618 |
140-12 |
|
1.618 |
137-19 |
|
1.000 |
135-28 |
|
0.618 |
134-26 |
|
HIGH |
133-03 |
|
0.618 |
132-01 |
|
0.500 |
131-22 |
|
0.382 |
131-12 |
|
LOW |
130-10 |
|
0.618 |
128-19 |
|
1.000 |
127-17 |
|
1.618 |
125-26 |
|
2.618 |
123-01 |
|
4.250 |
118-16 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-12 |
132-08 |
| PP |
132-01 |
131-24 |
| S1 |
131-22 |
131-08 |
|