ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
130-01 |
-1-25 |
-1.4% |
130-09 |
| High |
132-09 |
130-02 |
-2-07 |
-1.7% |
132-22 |
| Low |
129-19 |
128-24 |
-0-27 |
-0.7% |
129-12 |
| Close |
130-02 |
129-00 |
-1-02 |
-0.8% |
130-02 |
| Range |
2-22 |
1-10 |
-1-12 |
-51.2% |
3-10 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.5% |
0-00 |
| Volume |
406,572 |
313,051 |
-93,521 |
-23.0% |
1,954,336 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-07 |
132-13 |
129-23 |
|
| R3 |
131-29 |
131-03 |
129-12 |
|
| R2 |
130-19 |
130-19 |
129-08 |
|
| R1 |
129-25 |
129-25 |
129-04 |
129-17 |
| PP |
129-09 |
129-09 |
129-09 |
129-04 |
| S1 |
128-15 |
128-15 |
128-28 |
128-07 |
| S2 |
127-31 |
127-31 |
128-24 |
|
| S3 |
126-21 |
127-05 |
128-20 |
|
| S4 |
125-11 |
125-27 |
128-09 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-21 |
138-21 |
131-28 |
|
| R3 |
137-11 |
135-11 |
130-31 |
|
| R2 |
134-01 |
134-01 |
130-21 |
|
| R1 |
132-01 |
132-01 |
130-12 |
131-12 |
| PP |
130-23 |
130-23 |
130-23 |
130-12 |
| S1 |
128-23 |
128-23 |
129-24 |
128-02 |
| S2 |
127-13 |
127-13 |
129-15 |
|
| S3 |
124-03 |
125-13 |
129-05 |
|
| S4 |
120-25 |
122-03 |
128-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-22 |
128-24 |
3-30 |
3.1% |
1-22 |
1.3% |
6% |
False |
True |
398,171 |
| 10 |
132-22 |
128-24 |
3-30 |
3.1% |
1-15 |
1.1% |
6% |
False |
True |
334,766 |
| 20 |
132-31 |
127-30 |
5-01 |
3.9% |
1-21 |
1.3% |
21% |
False |
False |
333,534 |
| 40 |
132-31 |
124-11 |
8-20 |
6.7% |
1-21 |
1.3% |
54% |
False |
False |
297,223 |
| 60 |
132-31 |
118-31 |
14-00 |
10.9% |
1-22 |
1.3% |
72% |
False |
False |
269,808 |
| 80 |
132-31 |
117-14 |
15-17 |
12.0% |
1-23 |
1.3% |
74% |
False |
False |
202,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-20 |
|
2.618 |
133-16 |
|
1.618 |
132-06 |
|
1.000 |
131-12 |
|
0.618 |
130-28 |
|
HIGH |
130-02 |
|
0.618 |
129-18 |
|
0.500 |
129-13 |
|
0.382 |
129-08 |
|
LOW |
128-24 |
|
0.618 |
127-30 |
|
1.000 |
127-14 |
|
1.618 |
126-20 |
|
2.618 |
125-10 |
|
4.250 |
123-06 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129-13 |
130-23 |
| PP |
129-09 |
130-05 |
| S1 |
129-04 |
129-18 |
|