ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
129-30 |
129-26 |
-0-04 |
-0.1% |
131-26 |
| High |
130-07 |
130-11 |
0-04 |
0.1% |
133-29 |
| Low |
129-06 |
129-13 |
0-07 |
0.2% |
129-08 |
| Close |
129-26 |
130-05 |
0-11 |
0.3% |
132-11 |
| Range |
1-01 |
0-30 |
-0-03 |
-9.1% |
4-21 |
| ATR |
2-02 |
2-00 |
-0-03 |
-3.9% |
0-00 |
| Volume |
240,216 |
232,894 |
-7,322 |
-3.0% |
1,882,067 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-25 |
132-13 |
130-22 |
|
| R3 |
131-27 |
131-15 |
130-13 |
|
| R2 |
130-29 |
130-29 |
130-10 |
|
| R1 |
130-17 |
130-17 |
130-08 |
130-23 |
| PP |
129-31 |
129-31 |
129-31 |
130-02 |
| S1 |
129-19 |
129-19 |
130-02 |
129-25 |
| S2 |
129-01 |
129-01 |
130-00 |
|
| S3 |
128-03 |
128-21 |
129-29 |
|
| S4 |
127-05 |
127-23 |
129-20 |
|
|
| 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 |
129-06 |
4-03 |
3.1% |
1-16 |
1.1% |
24% |
False |
False |
271,649 |
| 10 |
133-29 |
129-06 |
4-23 |
3.6% |
1-30 |
1.5% |
21% |
False |
False |
330,982 |
| 20 |
133-29 |
122-30 |
10-31 |
8.4% |
2-09 |
1.8% |
66% |
False |
False |
442,959 |
| 40 |
134-09 |
122-22 |
11-19 |
8.9% |
1-29 |
1.5% |
64% |
False |
False |
308,725 |
| 60 |
134-16 |
122-22 |
11-26 |
9.1% |
1-24 |
1.3% |
63% |
False |
False |
205,912 |
| 80 |
134-16 |
122-22 |
11-26 |
9.1% |
1-18 |
1.2% |
63% |
False |
False |
154,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-10 |
|
2.618 |
132-26 |
|
1.618 |
131-28 |
|
1.000 |
131-09 |
|
0.618 |
130-30 |
|
HIGH |
130-11 |
|
0.618 |
130-00 |
|
0.500 |
129-28 |
|
0.382 |
129-24 |
|
LOW |
129-13 |
|
0.618 |
128-26 |
|
1.000 |
128-15 |
|
1.618 |
127-28 |
|
2.618 |
126-30 |
|
4.250 |
125-14 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-02 |
130-03 |
| PP |
129-31 |
130-01 |
| S1 |
129-28 |
130-00 |
|