ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
126-30 |
127-18 |
0-20 |
0.5% |
130-01 |
| High |
127-21 |
128-26 |
1-05 |
0.9% |
130-02 |
| Low |
126-23 |
126-14 |
-0-09 |
-0.2% |
126-26 |
| Close |
127-12 |
126-31 |
-0-13 |
-0.3% |
126-30 |
| Range |
0-30 |
2-12 |
1-14 |
153.3% |
3-08 |
| ATR |
1-16 |
1-18 |
0-02 |
4.1% |
0-00 |
| Volume |
253,669 |
407,830 |
154,161 |
60.8% |
1,617,687 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-17 |
133-04 |
128-09 |
|
| R3 |
132-05 |
130-24 |
127-20 |
|
| R2 |
129-25 |
129-25 |
127-13 |
|
| R1 |
128-12 |
128-12 |
127-06 |
127-28 |
| PP |
127-13 |
127-13 |
127-13 |
127-05 |
| S1 |
126-00 |
126-00 |
126-24 |
125-16 |
| S2 |
125-01 |
125-01 |
126-17 |
|
| S3 |
122-21 |
123-20 |
126-10 |
|
| S4 |
120-09 |
121-08 |
125-21 |
|
|
| 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 |
126-14 |
2-31 |
2.3% |
1-14 |
1.1% |
18% |
False |
True |
319,100 |
| 10 |
132-22 |
126-14 |
6-08 |
4.9% |
1-18 |
1.2% |
9% |
False |
True |
351,436 |
| 20 |
132-31 |
126-14 |
6-17 |
5.1% |
1-17 |
1.2% |
8% |
False |
True |
333,908 |
| 40 |
132-31 |
124-11 |
8-20 |
6.8% |
1-19 |
1.3% |
30% |
False |
False |
301,961 |
| 60 |
132-31 |
124-11 |
8-20 |
6.8% |
1-20 |
1.3% |
30% |
False |
False |
301,925 |
| 80 |
132-31 |
117-14 |
15-17 |
12.2% |
1-22 |
1.3% |
61% |
False |
False |
227,102 |
| 100 |
132-31 |
117-14 |
15-17 |
12.2% |
1-24 |
1.4% |
61% |
False |
False |
181,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-29 |
|
2.618 |
135-01 |
|
1.618 |
132-21 |
|
1.000 |
131-06 |
|
0.618 |
130-09 |
|
HIGH |
128-26 |
|
0.618 |
127-29 |
|
0.500 |
127-20 |
|
0.382 |
127-11 |
|
LOW |
126-14 |
|
0.618 |
124-31 |
|
1.000 |
124-02 |
|
1.618 |
122-19 |
|
2.618 |
120-07 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-20 |
127-20 |
| PP |
127-13 |
127-13 |
| S1 |
127-06 |
127-06 |
|