ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
131-07 |
129-28 |
-1-11 |
-1.0% |
129-14 |
| High |
131-28 |
131-28 |
0-00 |
0.0% |
133-16 |
| Low |
129-27 |
129-08 |
-0-19 |
-0.5% |
128-07 |
| Close |
130-00 |
130-31 |
0-31 |
0.7% |
132-23 |
| Range |
2-01 |
2-20 |
0-19 |
29.2% |
5-09 |
| ATR |
2-08 |
2-09 |
0-01 |
1.2% |
0-00 |
| Volume |
331,310 |
376,053 |
44,743 |
13.5% |
3,510,256 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-18 |
137-13 |
132-13 |
|
| R3 |
135-30 |
134-25 |
131-22 |
|
| R2 |
133-10 |
133-10 |
131-14 |
|
| R1 |
132-05 |
132-05 |
131-07 |
132-24 |
| PP |
130-22 |
130-22 |
130-22 |
131-00 |
| S1 |
129-17 |
129-17 |
130-23 |
130-04 |
| S2 |
128-02 |
128-02 |
130-16 |
|
| S3 |
125-14 |
126-29 |
130-08 |
|
| S4 |
122-26 |
124-09 |
129-17 |
|
|
| 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 |
129-08 |
4-21 |
3.6% |
2-21 |
2.0% |
37% |
False |
True |
437,085 |
| 10 |
133-29 |
124-19 |
9-10 |
7.1% |
3-00 |
2.3% |
68% |
False |
False |
571,710 |
| 20 |
133-29 |
122-22 |
11-07 |
8.6% |
2-08 |
1.7% |
74% |
False |
False |
481,171 |
| 40 |
134-09 |
122-22 |
11-19 |
8.9% |
1-27 |
1.4% |
71% |
False |
False |
265,566 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-23 |
1.3% |
70% |
False |
False |
177,088 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-15 |
1.1% |
70% |
False |
False |
132,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-01 |
|
2.618 |
138-24 |
|
1.618 |
136-04 |
|
1.000 |
134-16 |
|
0.618 |
133-16 |
|
HIGH |
131-28 |
|
0.618 |
130-28 |
|
0.500 |
130-18 |
|
0.382 |
130-08 |
|
LOW |
129-08 |
|
0.618 |
127-20 |
|
1.000 |
126-20 |
|
1.618 |
125-00 |
|
2.618 |
122-12 |
|
4.250 |
118-03 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-27 |
131-18 |
| PP |
130-22 |
131-12 |
| S1 |
130-18 |
131-06 |
|