ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
124-21 |
124-31 |
0-10 |
0.3% |
125-27 |
| High |
125-12 |
125-12 |
0-00 |
0.0% |
125-30 |
| Low |
123-26 |
123-18 |
-0-08 |
-0.2% |
123-18 |
| Close |
125-03 |
123-28 |
-1-07 |
-1.0% |
123-28 |
| Range |
1-18 |
1-26 |
0-08 |
16.0% |
2-12 |
| ATR |
1-18 |
1-18 |
0-01 |
1.2% |
0-00 |
| Volume |
780,098 |
452,036 |
-328,062 |
-42.1% |
2,714,930 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-19 |
124-28 |
|
| R3 |
127-29 |
126-25 |
124-12 |
|
| R2 |
126-03 |
126-03 |
124-07 |
|
| R1 |
124-31 |
124-31 |
124-01 |
124-20 |
| PP |
124-09 |
124-09 |
124-09 |
124-03 |
| S1 |
123-05 |
123-05 |
123-23 |
122-26 |
| S2 |
122-15 |
122-15 |
123-17 |
|
| S3 |
120-21 |
121-11 |
123-12 |
|
| S4 |
118-27 |
119-17 |
122-28 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
130-03 |
125-06 |
|
| R3 |
129-07 |
127-23 |
124-17 |
|
| R2 |
126-27 |
126-27 |
124-10 |
|
| R1 |
125-11 |
125-11 |
124-03 |
124-29 |
| PP |
124-15 |
124-15 |
124-15 |
124-08 |
| S1 |
122-31 |
122-31 |
123-21 |
122-17 |
| S2 |
122-03 |
122-03 |
123-14 |
|
| S3 |
119-23 |
120-19 |
123-07 |
|
| S4 |
117-11 |
118-07 |
122-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-00 |
123-18 |
2-14 |
2.0% |
1-18 |
1.3% |
13% |
False |
True |
605,307 |
| 10 |
128-26 |
123-18 |
5-08 |
4.2% |
1-18 |
1.2% |
6% |
False |
True |
480,067 |
| 20 |
132-22 |
123-18 |
9-04 |
7.4% |
1-16 |
1.2% |
3% |
False |
True |
415,874 |
| 40 |
132-31 |
123-18 |
9-13 |
7.6% |
1-19 |
1.3% |
3% |
False |
True |
359,692 |
| 60 |
132-31 |
123-18 |
9-13 |
7.6% |
1-21 |
1.3% |
3% |
False |
True |
336,592 |
| 80 |
132-31 |
117-30 |
15-01 |
12.1% |
1-21 |
1.3% |
40% |
False |
False |
275,171 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-22 |
1.4% |
41% |
False |
False |
220,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-02 |
|
2.618 |
130-04 |
|
1.618 |
128-10 |
|
1.000 |
127-06 |
|
0.618 |
126-16 |
|
HIGH |
125-12 |
|
0.618 |
124-22 |
|
0.500 |
124-15 |
|
0.382 |
124-08 |
|
LOW |
123-18 |
|
0.618 |
122-14 |
|
1.000 |
121-24 |
|
1.618 |
120-20 |
|
2.618 |
118-26 |
|
4.250 |
115-28 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-15 |
124-15 |
| PP |
124-09 |
124-09 |
| S1 |
124-02 |
124-02 |
|