ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
130-25 |
131-26 |
1-01 |
0.8% |
129-14 |
| High |
133-03 |
133-29 |
0-26 |
0.6% |
133-16 |
| Low |
130-10 |
131-03 |
0-25 |
0.6% |
128-07 |
| Close |
132-23 |
131-14 |
-1-09 |
-1.0% |
132-23 |
| Range |
2-25 |
2-26 |
0-01 |
1.1% |
5-09 |
| ATR |
2-07 |
2-09 |
0-01 |
1.9% |
0-00 |
| Volume |
470,833 |
402,137 |
-68,696 |
-14.6% |
3,510,256 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-19 |
138-26 |
133-00 |
|
| R3 |
137-25 |
136-00 |
132-07 |
|
| R2 |
134-31 |
134-31 |
131-30 |
|
| R1 |
133-06 |
133-06 |
131-22 |
132-22 |
| PP |
132-05 |
132-05 |
132-05 |
131-28 |
| S1 |
130-12 |
130-12 |
131-06 |
129-28 |
| S2 |
129-11 |
129-11 |
130-30 |
|
| S3 |
126-17 |
127-18 |
130-21 |
|
| S4 |
123-23 |
124-24 |
129-28 |
|
|
| 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 |
133-29 |
129-01 |
4-28 |
3.7% |
3-03 |
2.4% |
49% |
True |
False |
588,901 |
| 10 |
133-29 |
124-16 |
9-13 |
7.2% |
2-26 |
2.2% |
74% |
True |
False |
577,308 |
| 20 |
133-29 |
122-22 |
11-07 |
8.5% |
2-06 |
1.7% |
78% |
True |
False |
490,442 |
| 40 |
134-09 |
122-22 |
11-19 |
8.8% |
1-26 |
1.4% |
75% |
False |
False |
247,890 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-21 |
1.3% |
74% |
False |
False |
165,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-28 |
|
2.618 |
141-09 |
|
1.618 |
138-15 |
|
1.000 |
136-23 |
|
0.618 |
135-21 |
|
HIGH |
133-29 |
|
0.618 |
132-27 |
|
0.500 |
132-16 |
|
0.382 |
132-05 |
|
LOW |
131-03 |
|
0.618 |
129-11 |
|
1.000 |
128-09 |
|
1.618 |
126-17 |
|
2.618 |
123-23 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132-16 |
132-04 |
| PP |
132-05 |
131-28 |
| S1 |
131-25 |
131-21 |
|