ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 13-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
128-01 |
126-30 |
-1-03 |
-0.9% |
130-01 |
| High |
128-03 |
127-21 |
-0-14 |
-0.3% |
130-02 |
| Low |
126-26 |
126-23 |
-0-03 |
-0.1% |
126-26 |
| Close |
126-30 |
127-12 |
0-14 |
0.3% |
126-30 |
| Range |
1-09 |
0-30 |
-0-11 |
-26.8% |
3-08 |
| ATR |
1-18 |
1-16 |
-0-01 |
-2.8% |
0-00 |
| Volume |
288,797 |
253,669 |
-35,128 |
-12.2% |
1,617,687 |
|
| Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-02 |
129-21 |
127-28 |
|
| R3 |
129-04 |
128-23 |
127-20 |
|
| R2 |
128-06 |
128-06 |
127-18 |
|
| R1 |
127-25 |
127-25 |
127-15 |
128-00 |
| PP |
127-08 |
127-08 |
127-08 |
127-11 |
| S1 |
126-27 |
126-27 |
127-09 |
127-02 |
| S2 |
126-10 |
126-10 |
127-06 |
|
| S3 |
125-12 |
125-29 |
127-04 |
|
| S4 |
124-14 |
124-31 |
126-28 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-22 |
135-18 |
128-23 |
|
| R3 |
134-14 |
132-10 |
127-27 |
|
| R2 |
131-06 |
131-06 |
127-17 |
|
| R1 |
129-02 |
129-02 |
127-08 |
128-16 |
| PP |
127-30 |
127-30 |
127-30 |
127-21 |
| S1 |
125-26 |
125-26 |
126-20 |
125-08 |
| S2 |
124-22 |
124-22 |
126-11 |
|
| S3 |
121-14 |
122-18 |
126-01 |
|
| S4 |
118-06 |
119-10 |
125-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-13 |
126-23 |
2-22 |
2.1% |
1-07 |
1.0% |
24% |
False |
True |
311,661 |
| 10 |
132-22 |
126-23 |
5-31 |
4.7% |
1-14 |
1.1% |
11% |
False |
True |
354,916 |
| 20 |
132-31 |
126-23 |
6-08 |
4.9% |
1-16 |
1.2% |
11% |
False |
True |
328,394 |
| 40 |
132-31 |
124-11 |
8-20 |
6.8% |
1-19 |
1.2% |
35% |
False |
False |
298,596 |
| 60 |
132-31 |
123-28 |
9-03 |
7.1% |
1-21 |
1.3% |
38% |
False |
False |
295,389 |
| 80 |
132-31 |
117-14 |
15-17 |
12.2% |
1-22 |
1.3% |
64% |
False |
False |
222,008 |
| 100 |
132-31 |
117-14 |
15-17 |
12.2% |
1-23 |
1.4% |
64% |
False |
False |
177,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-20 |
|
2.618 |
130-04 |
|
1.618 |
129-06 |
|
1.000 |
128-19 |
|
0.618 |
128-08 |
|
HIGH |
127-21 |
|
0.618 |
127-10 |
|
0.500 |
127-06 |
|
0.382 |
127-02 |
|
LOW |
126-23 |
|
0.618 |
126-04 |
|
1.000 |
125-25 |
|
1.618 |
125-06 |
|
2.618 |
124-08 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 13-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-10 |
128-02 |
| PP |
127-08 |
127-27 |
| S1 |
127-06 |
127-19 |
|