ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
124-02 |
123-00 |
-1-02 |
-0.9% |
125-27 |
| High |
124-10 |
123-07 |
-1-03 |
-0.9% |
125-30 |
| Low |
122-30 |
121-27 |
-1-03 |
-0.9% |
123-18 |
| Close |
123-06 |
122-07 |
-0-31 |
-0.8% |
123-28 |
| Range |
1-12 |
1-12 |
0-00 |
0.0% |
2-12 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.6% |
0-00 |
| Volume |
8,577 |
4,513 |
-4,064 |
-47.4% |
2,714,930 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
125-24 |
122-31 |
|
| R3 |
125-06 |
124-12 |
122-19 |
|
| R2 |
123-26 |
123-26 |
122-15 |
|
| R1 |
123-00 |
123-00 |
122-11 |
122-23 |
| PP |
122-14 |
122-14 |
122-14 |
122-09 |
| S1 |
121-20 |
121-20 |
122-03 |
121-11 |
| S2 |
121-02 |
121-02 |
121-31 |
|
| S3 |
119-22 |
120-08 |
121-27 |
|
| S4 |
118-10 |
118-28 |
121-15 |
|
|
| 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 |
121-27 |
3-17 |
2.9% |
1-11 |
1.1% |
11% |
False |
True |
135,778 |
| 10 |
126-20 |
121-27 |
4-25 |
3.9% |
1-14 |
1.2% |
8% |
False |
True |
365,640 |
| 20 |
132-22 |
121-27 |
10-27 |
8.9% |
1-16 |
1.2% |
3% |
False |
True |
357,631 |
| 40 |
132-31 |
121-27 |
11-04 |
9.1% |
1-18 |
1.3% |
3% |
False |
True |
341,990 |
| 60 |
132-31 |
121-27 |
11-04 |
9.1% |
1-19 |
1.3% |
3% |
False |
True |
312,907 |
| 80 |
132-31 |
117-30 |
15-01 |
12.3% |
1-21 |
1.3% |
28% |
False |
False |
277,939 |
| 100 |
132-31 |
117-14 |
15-17 |
12.7% |
1-21 |
1.4% |
31% |
False |
False |
222,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-02 |
|
2.618 |
126-26 |
|
1.618 |
125-14 |
|
1.000 |
124-19 |
|
0.618 |
124-02 |
|
HIGH |
123-07 |
|
0.618 |
122-22 |
|
0.500 |
122-17 |
|
0.382 |
122-12 |
|
LOW |
121-27 |
|
0.618 |
121-00 |
|
1.000 |
120-15 |
|
1.618 |
119-20 |
|
2.618 |
118-08 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-17 |
123-04 |
| PP |
122-14 |
122-26 |
| S1 |
122-10 |
122-16 |
|