ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
129-26 |
130-09 |
0-15 |
0.4% |
132-18 |
| High |
130-11 |
131-17 |
1-06 |
0.9% |
132-19 |
| Low |
129-13 |
129-22 |
0-09 |
0.2% |
129-06 |
| Close |
130-05 |
131-05 |
1-00 |
0.8% |
131-05 |
| Range |
0-30 |
1-27 |
0-29 |
96.7% |
3-13 |
| ATR |
2-00 |
1-31 |
0-00 |
-0.5% |
0-00 |
| Volume |
232,894 |
327,380 |
94,486 |
40.6% |
1,284,306 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-10 |
135-19 |
132-05 |
|
| R3 |
134-15 |
133-24 |
131-21 |
|
| R2 |
132-20 |
132-20 |
131-16 |
|
| R1 |
131-29 |
131-29 |
131-10 |
132-08 |
| PP |
130-25 |
130-25 |
130-25 |
130-31 |
| S1 |
130-02 |
130-02 |
131-00 |
130-14 |
| S2 |
128-30 |
128-30 |
130-26 |
|
| S3 |
127-03 |
128-07 |
130-21 |
|
| S4 |
125-08 |
126-12 |
130-05 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-06 |
139-19 |
133-01 |
|
| R3 |
137-25 |
136-06 |
132-03 |
|
| R2 |
134-12 |
134-12 |
131-25 |
|
| R1 |
132-25 |
132-25 |
131-15 |
131-28 |
| PP |
130-31 |
130-31 |
130-31 |
130-17 |
| S1 |
129-12 |
129-12 |
130-27 |
128-15 |
| S2 |
127-18 |
127-18 |
130-17 |
|
| S3 |
124-05 |
125-31 |
130-07 |
|
| S4 |
120-24 |
122-18 |
129-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-19 |
129-06 |
3-13 |
2.6% |
1-14 |
1.1% |
58% |
False |
False |
256,861 |
| 10 |
133-29 |
129-06 |
4-23 |
3.6% |
1-28 |
1.4% |
42% |
False |
False |
316,637 |
| 20 |
133-29 |
124-16 |
9-13 |
7.2% |
2-09 |
1.7% |
71% |
False |
False |
440,890 |
| 40 |
133-29 |
122-22 |
11-07 |
8.6% |
1-29 |
1.5% |
75% |
False |
False |
316,900 |
| 60 |
134-16 |
122-22 |
11-26 |
9.0% |
1-25 |
1.4% |
72% |
False |
False |
211,369 |
| 80 |
134-16 |
122-22 |
11-26 |
9.0% |
1-18 |
1.2% |
72% |
False |
False |
158,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-12 |
|
2.618 |
136-11 |
|
1.618 |
134-16 |
|
1.000 |
133-12 |
|
0.618 |
132-21 |
|
HIGH |
131-17 |
|
0.618 |
130-26 |
|
0.500 |
130-20 |
|
0.382 |
130-13 |
|
LOW |
129-22 |
|
0.618 |
128-18 |
|
1.000 |
127-27 |
|
1.618 |
126-23 |
|
2.618 |
124-28 |
|
4.250 |
121-27 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-31 |
130-28 |
| PP |
130-25 |
130-20 |
| S1 |
130-20 |
130-12 |
|