ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
130-11 |
-2-07 |
-1.7% |
131-26 |
| High |
132-19 |
130-25 |
-1-26 |
-1.4% |
133-29 |
| Low |
130-05 |
129-26 |
-0-11 |
-0.3% |
129-08 |
| Close |
130-11 |
129-30 |
-0-13 |
-0.3% |
132-11 |
| Range |
2-14 |
0-31 |
-1-15 |
-60.3% |
4-21 |
| ATR |
2-08 |
2-05 |
-0-03 |
-4.1% |
0-00 |
| Volume |
251,086 |
232,730 |
-18,356 |
-7.3% |
1,882,067 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-03 |
132-15 |
130-15 |
|
| R3 |
132-04 |
131-16 |
130-07 |
|
| R2 |
131-05 |
131-05 |
130-04 |
|
| R1 |
130-17 |
130-17 |
130-01 |
130-12 |
| PP |
130-06 |
130-06 |
130-06 |
130-03 |
| S1 |
129-18 |
129-18 |
129-27 |
129-12 |
| S2 |
129-07 |
129-07 |
129-24 |
|
| S3 |
128-08 |
128-19 |
129-21 |
|
| S4 |
127-09 |
127-20 |
129-13 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
143-23 |
134-29 |
|
| R3 |
141-05 |
139-02 |
133-20 |
|
| R2 |
136-16 |
136-16 |
133-06 |
|
| R1 |
134-13 |
134-13 |
132-25 |
135-14 |
| PP |
131-27 |
131-27 |
131-27 |
132-11 |
| S1 |
129-24 |
129-24 |
131-29 |
130-26 |
| S2 |
127-06 |
127-06 |
131-16 |
|
| S3 |
122-17 |
125-03 |
131-02 |
|
| S4 |
117-28 |
120-14 |
129-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-09 |
129-08 |
4-01 |
3.1% |
2-00 |
1.5% |
17% |
False |
False |
326,487 |
| 10 |
133-29 |
129-01 |
4-28 |
3.8% |
2-15 |
1.9% |
19% |
False |
False |
422,907 |
| 20 |
133-29 |
122-22 |
11-07 |
8.6% |
2-11 |
1.8% |
65% |
False |
False |
456,831 |
| 40 |
134-09 |
122-22 |
11-19 |
8.9% |
1-30 |
1.5% |
63% |
False |
False |
296,940 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-24 |
1.4% |
61% |
False |
False |
198,028 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-17 |
1.2% |
61% |
False |
False |
148,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-29 |
|
2.618 |
133-10 |
|
1.618 |
132-11 |
|
1.000 |
131-24 |
|
0.618 |
131-12 |
|
HIGH |
130-25 |
|
0.618 |
130-13 |
|
0.500 |
130-10 |
|
0.382 |
130-06 |
|
LOW |
129-26 |
|
0.618 |
129-07 |
|
1.000 |
128-27 |
|
1.618 |
128-08 |
|
2.618 |
127-09 |
|
4.250 |
125-22 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-10 |
131-18 |
| PP |
130-06 |
131-00 |
| S1 |
130-02 |
130-15 |
|