ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
124-06 |
124-02 |
-0-04 |
-0.1% |
125-27 |
| High |
124-12 |
124-10 |
-0-02 |
-0.1% |
125-30 |
| Low |
123-08 |
122-30 |
-0-10 |
-0.3% |
123-18 |
| Close |
124-04 |
123-06 |
-0-30 |
-0.8% |
123-28 |
| Range |
1-04 |
1-12 |
0-08 |
22.2% |
2-12 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.6% |
0-00 |
| Volume |
25,643 |
8,577 |
-17,066 |
-66.6% |
2,714,930 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-25 |
123-30 |
|
| R3 |
126-07 |
125-13 |
123-18 |
|
| R2 |
124-27 |
124-27 |
123-14 |
|
| R1 |
124-01 |
124-01 |
123-10 |
123-24 |
| PP |
123-15 |
123-15 |
123-15 |
123-11 |
| S1 |
122-21 |
122-21 |
123-02 |
122-12 |
| S2 |
122-03 |
122-03 |
122-30 |
|
| S3 |
120-23 |
121-09 |
122-26 |
|
| S4 |
119-11 |
119-29 |
122-14 |
|
|
| 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 |
125-12 |
122-30 |
2-14 |
2.0% |
1-13 |
1.1% |
10% |
False |
True |
290,895 |
| 10 |
127-19 |
122-30 |
4-21 |
3.8% |
1-14 |
1.2% |
5% |
False |
True |
407,272 |
| 20 |
132-22 |
122-30 |
9-24 |
7.9% |
1-16 |
1.2% |
3% |
False |
True |
379,354 |
| 40 |
132-31 |
122-30 |
10-01 |
8.1% |
1-19 |
1.3% |
2% |
False |
True |
349,926 |
| 60 |
132-31 |
122-30 |
10-01 |
8.1% |
1-20 |
1.3% |
2% |
False |
True |
319,276 |
| 80 |
132-31 |
117-30 |
15-01 |
12.2% |
1-21 |
1.3% |
35% |
False |
False |
277,889 |
| 100 |
132-31 |
117-14 |
15-17 |
12.6% |
1-21 |
1.4% |
37% |
False |
False |
222,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-05 |
|
2.618 |
127-29 |
|
1.618 |
126-17 |
|
1.000 |
125-22 |
|
0.618 |
125-05 |
|
HIGH |
124-10 |
|
0.618 |
123-25 |
|
0.500 |
123-20 |
|
0.382 |
123-15 |
|
LOW |
122-30 |
|
0.618 |
122-03 |
|
1.000 |
121-18 |
|
1.618 |
120-23 |
|
2.618 |
119-11 |
|
4.250 |
117-03 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-20 |
123-24 |
| PP |
123-15 |
123-18 |
| S1 |
123-11 |
123-12 |
|