ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
127-18 |
127-10 |
-0-08 |
-0.2% |
130-01 |
| High |
128-26 |
127-19 |
-1-07 |
-0.9% |
130-02 |
| Low |
126-14 |
126-00 |
-0-14 |
-0.3% |
126-26 |
| Close |
126-31 |
126-07 |
-0-24 |
-0.6% |
126-30 |
| Range |
2-12 |
1-19 |
-0-25 |
-32.9% |
3-08 |
| ATR |
1-18 |
1-18 |
0-00 |
0.1% |
0-00 |
| Volume |
407,830 |
420,831 |
13,001 |
3.2% |
1,617,687 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
130-13 |
127-03 |
|
| R3 |
129-25 |
128-26 |
126-21 |
|
| R2 |
128-06 |
128-06 |
126-16 |
|
| R1 |
127-07 |
127-07 |
126-12 |
126-29 |
| PP |
126-19 |
126-19 |
126-19 |
126-14 |
| S1 |
125-20 |
125-20 |
126-02 |
125-10 |
| S2 |
125-00 |
125-00 |
125-30 |
|
| S3 |
123-13 |
124-01 |
125-25 |
|
| S4 |
121-26 |
122-14 |
125-11 |
|
|
| 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 |
126-00 |
3-13 |
2.7% |
1-18 |
1.2% |
6% |
False |
True |
339,811 |
| 10 |
132-22 |
126-00 |
6-22 |
5.3% |
1-18 |
1.2% |
3% |
False |
True |
349,623 |
| 20 |
132-31 |
126-00 |
6-31 |
5.5% |
1-15 |
1.2% |
3% |
False |
True |
329,507 |
| 40 |
132-31 |
124-11 |
8-20 |
6.8% |
1-19 |
1.3% |
22% |
False |
False |
305,868 |
| 60 |
132-31 |
124-11 |
8-20 |
6.8% |
1-20 |
1.3% |
22% |
False |
False |
308,586 |
| 80 |
132-31 |
117-14 |
15-17 |
12.3% |
1-22 |
1.3% |
57% |
False |
False |
232,361 |
| 100 |
132-31 |
117-14 |
15-17 |
12.3% |
1-24 |
1.4% |
57% |
False |
False |
185,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-12 |
|
2.618 |
131-25 |
|
1.618 |
130-06 |
|
1.000 |
129-06 |
|
0.618 |
128-19 |
|
HIGH |
127-19 |
|
0.618 |
127-00 |
|
0.500 |
126-26 |
|
0.382 |
126-19 |
|
LOW |
126-00 |
|
0.618 |
125-00 |
|
1.000 |
124-13 |
|
1.618 |
123-13 |
|
2.618 |
121-26 |
|
4.250 |
119-07 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-26 |
127-13 |
| PP |
126-19 |
127-00 |
| S1 |
126-13 |
126-20 |
|