ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
130-01 |
129-01 |
-1-00 |
-0.8% |
130-09 |
| High |
130-02 |
129-11 |
-0-23 |
-0.6% |
132-22 |
| Low |
128-24 |
128-05 |
-0-19 |
-0.5% |
129-12 |
| Close |
129-00 |
128-13 |
-0-19 |
-0.5% |
130-02 |
| Range |
1-10 |
1-06 |
-0-04 |
-9.5% |
3-10 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.0% |
0-00 |
| Volume |
313,051 |
370,631 |
57,580 |
18.4% |
1,954,336 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-06 |
131-16 |
129-02 |
|
| R3 |
131-00 |
130-10 |
128-23 |
|
| R2 |
129-26 |
129-26 |
128-20 |
|
| R1 |
129-04 |
129-04 |
128-16 |
128-28 |
| PP |
128-20 |
128-20 |
128-20 |
128-16 |
| S1 |
127-30 |
127-30 |
128-10 |
127-22 |
| S2 |
127-14 |
127-14 |
128-06 |
|
| S3 |
126-08 |
126-24 |
128-03 |
|
| S4 |
125-02 |
125-18 |
127-24 |
|
|
| 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 |
128-05 |
4-17 |
3.5% |
1-23 |
1.3% |
6% |
False |
True |
383,771 |
| 10 |
132-22 |
128-05 |
4-17 |
3.5% |
1-14 |
1.1% |
6% |
False |
True |
344,638 |
| 20 |
132-31 |
127-30 |
5-01 |
3.9% |
1-20 |
1.3% |
9% |
False |
False |
336,860 |
| 40 |
132-31 |
124-11 |
8-20 |
6.7% |
1-21 |
1.3% |
47% |
False |
False |
299,644 |
| 60 |
132-31 |
119-24 |
13-07 |
10.3% |
1-22 |
1.3% |
65% |
False |
False |
275,968 |
| 80 |
132-31 |
117-14 |
15-17 |
12.1% |
1-23 |
1.3% |
71% |
False |
False |
207,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-12 |
|
2.618 |
132-14 |
|
1.618 |
131-08 |
|
1.000 |
130-17 |
|
0.618 |
130-02 |
|
HIGH |
129-11 |
|
0.618 |
128-28 |
|
0.500 |
128-24 |
|
0.382 |
128-20 |
|
LOW |
128-05 |
|
0.618 |
127-14 |
|
1.000 |
126-31 |
|
1.618 |
126-08 |
|
2.618 |
125-02 |
|
4.250 |
123-04 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-24 |
130-07 |
| PP |
128-20 |
129-20 |
| S1 |
128-17 |
129-00 |
|