ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
129-27 |
130-06 |
0-11 |
0.3% |
130-17 |
| High |
130-19 |
131-28 |
1-09 |
1.0% |
131-21 |
| Low |
129-15 |
129-31 |
0-16 |
0.4% |
129-10 |
| Close |
129-28 |
131-21 |
1-25 |
1.4% |
130-05 |
| Range |
1-04 |
1-29 |
0-25 |
69.4% |
2-11 |
| ATR |
1-19 |
1-19 |
0-01 |
1.9% |
0-00 |
| Volume |
442,628 |
438,963 |
-3,665 |
-0.8% |
1,317,467 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-28 |
136-06 |
132-23 |
|
| R3 |
134-31 |
134-09 |
132-06 |
|
| R2 |
133-02 |
133-02 |
132-00 |
|
| R1 |
132-12 |
132-12 |
131-27 |
132-23 |
| PP |
131-05 |
131-05 |
131-05 |
131-11 |
| S1 |
130-15 |
130-15 |
131-15 |
130-26 |
| S2 |
129-08 |
129-08 |
131-10 |
|
| S3 |
127-11 |
128-18 |
131-04 |
|
| S4 |
125-14 |
126-21 |
130-19 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-04 |
131-14 |
|
| R3 |
135-02 |
133-25 |
130-26 |
|
| R2 |
132-23 |
132-23 |
130-19 |
|
| R1 |
131-14 |
131-14 |
130-12 |
130-29 |
| PP |
130-12 |
130-12 |
130-12 |
130-04 |
| S1 |
129-03 |
129-03 |
129-30 |
128-18 |
| S2 |
128-01 |
128-01 |
129-23 |
|
| S3 |
125-22 |
126-24 |
129-16 |
|
| S4 |
123-11 |
124-13 |
128-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-28 |
129-10 |
2-18 |
1.9% |
1-10 |
1.0% |
91% |
True |
False |
333,628 |
| 10 |
132-31 |
129-10 |
3-21 |
2.8% |
1-12 |
1.1% |
64% |
False |
False |
309,390 |
| 20 |
132-31 |
126-15 |
6-16 |
4.9% |
1-21 |
1.3% |
80% |
False |
False |
326,350 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-21 |
1.3% |
85% |
False |
False |
290,545 |
| 60 |
132-31 |
117-30 |
15-01 |
11.4% |
1-22 |
1.3% |
91% |
False |
False |
251,375 |
| 80 |
132-31 |
117-14 |
15-17 |
11.8% |
1-23 |
1.3% |
92% |
False |
False |
188,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-31 |
|
2.618 |
136-28 |
|
1.618 |
134-31 |
|
1.000 |
133-25 |
|
0.618 |
133-02 |
|
HIGH |
131-28 |
|
0.618 |
131-05 |
|
0.500 |
130-30 |
|
0.382 |
130-22 |
|
LOW |
129-31 |
|
0.618 |
128-25 |
|
1.000 |
128-02 |
|
1.618 |
126-28 |
|
2.618 |
124-31 |
|
4.250 |
121-28 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-13 |
131-10 |
| PP |
131-05 |
130-31 |
| S1 |
130-30 |
130-20 |
|