ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
124-05 |
124-21 |
0-16 |
0.4% |
126-30 |
| High |
124-30 |
125-12 |
0-14 |
0.4% |
128-26 |
| Low |
123-30 |
123-26 |
-0-04 |
-0.1% |
124-14 |
| Close |
124-18 |
125-03 |
0-17 |
0.4% |
125-25 |
| Range |
1-00 |
1-18 |
0-18 |
56.3% |
4-12 |
| ATR |
1-18 |
1-18 |
0-00 |
0.1% |
0-00 |
| Volume |
905,401 |
780,098 |
-125,303 |
-13.8% |
1,796,948 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-14 |
128-27 |
125-30 |
|
| R3 |
127-28 |
127-09 |
125-17 |
|
| R2 |
126-10 |
126-10 |
125-12 |
|
| R1 |
125-23 |
125-23 |
125-08 |
126-00 |
| PP |
124-24 |
124-24 |
124-24 |
124-29 |
| S1 |
124-05 |
124-05 |
124-30 |
124-14 |
| S2 |
123-06 |
123-06 |
124-26 |
|
| S3 |
121-20 |
122-19 |
124-21 |
|
| S4 |
120-02 |
121-01 |
124-08 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
137-00 |
128-06 |
|
| R3 |
135-03 |
132-20 |
127-00 |
|
| R2 |
130-23 |
130-23 |
126-19 |
|
| R1 |
128-08 |
128-08 |
126-06 |
127-10 |
| PP |
126-11 |
126-11 |
126-11 |
125-28 |
| S1 |
123-28 |
123-28 |
125-12 |
122-30 |
| S2 |
121-31 |
121-31 |
124-31 |
|
| S3 |
117-19 |
119-16 |
124-18 |
|
| S4 |
113-07 |
115-04 |
123-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-20 |
123-26 |
2-26 |
2.2% |
1-16 |
1.2% |
46% |
False |
True |
595,502 |
| 10 |
129-13 |
123-26 |
5-19 |
4.5% |
1-17 |
1.2% |
23% |
False |
True |
467,656 |
| 20 |
132-22 |
123-26 |
8-28 |
7.1% |
1-15 |
1.2% |
14% |
False |
True |
407,094 |
| 40 |
132-31 |
123-26 |
9-05 |
7.3% |
1-19 |
1.3% |
14% |
False |
True |
352,957 |
| 60 |
132-31 |
123-26 |
9-05 |
7.3% |
1-21 |
1.3% |
14% |
False |
True |
334,453 |
| 80 |
132-31 |
117-30 |
15-01 |
12.0% |
1-21 |
1.3% |
48% |
False |
False |
269,532 |
| 100 |
132-31 |
117-14 |
15-17 |
12.4% |
1-22 |
1.4% |
49% |
False |
False |
215,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-00 |
|
2.618 |
129-15 |
|
1.618 |
127-29 |
|
1.000 |
126-30 |
|
0.618 |
126-11 |
|
HIGH |
125-12 |
|
0.618 |
124-25 |
|
0.500 |
124-19 |
|
0.382 |
124-13 |
|
LOW |
123-26 |
|
0.618 |
122-27 |
|
1.000 |
122-08 |
|
1.618 |
121-09 |
|
2.618 |
119-23 |
|
4.250 |
117-06 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-30 |
125-01 |
| PP |
124-24 |
124-30 |
| S1 |
124-19 |
124-28 |
|