ECBOT 30 Year Treasury Bond Future June 2023
Trading Metrics calculated at close of trading on 22-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
126-27 |
125-06 |
-1-21 |
-1.3% |
128-06 |
High |
127-00 |
126-02 |
-0-30 |
-0.7% |
130-04 |
Low |
125-03 |
124-31 |
-0-04 |
-0.1% |
125-16 |
Close |
125-05 |
125-21 |
0-16 |
0.4% |
126-27 |
Range |
1-29 |
1-03 |
-0-26 |
-42.6% |
4-20 |
ATR |
1-17 |
1-16 |
-0-01 |
-2.1% |
0-00 |
Volume |
234,501 |
658,277 |
423,776 |
180.7% |
90,380 |
|
Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-27 |
128-11 |
126-08 |
|
R3 |
127-24 |
127-08 |
125-31 |
|
R2 |
126-21 |
126-21 |
125-27 |
|
R1 |
126-05 |
126-05 |
125-24 |
126-13 |
PP |
125-18 |
125-18 |
125-18 |
125-22 |
S1 |
125-02 |
125-02 |
125-18 |
125-10 |
S2 |
124-15 |
124-15 |
125-15 |
|
S3 |
123-12 |
123-31 |
125-11 |
|
S4 |
122-09 |
122-28 |
125-02 |
|
|
Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-12 |
138-23 |
129-12 |
|
R3 |
136-24 |
134-03 |
128-04 |
|
R2 |
132-04 |
132-04 |
127-22 |
|
R1 |
129-15 |
129-15 |
127-09 |
128-16 |
PP |
127-16 |
127-16 |
127-16 |
127-00 |
S1 |
124-27 |
124-27 |
126-13 |
123-28 |
S2 |
122-28 |
122-28 |
126-00 |
|
S3 |
118-08 |
120-07 |
125-18 |
|
S4 |
113-20 |
115-19 |
124-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-28 |
124-31 |
3-29 |
3.1% |
1-18 |
1.2% |
18% |
False |
True |
194,131 |
10 |
130-27 |
124-31 |
5-28 |
4.7% |
1-16 |
1.2% |
12% |
False |
True |
99,132 |
20 |
134-09 |
124-31 |
9-10 |
7.4% |
1-14 |
1.2% |
7% |
False |
True |
49,962 |
40 |
134-16 |
124-31 |
9-17 |
7.6% |
1-14 |
1.1% |
7% |
False |
True |
25,047 |
60 |
134-16 |
124-31 |
9-17 |
7.6% |
1-07 |
1.0% |
7% |
False |
True |
16,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-23 |
2.618 |
128-30 |
1.618 |
127-27 |
1.000 |
127-05 |
0.618 |
126-24 |
HIGH |
126-02 |
0.618 |
125-21 |
0.500 |
125-16 |
0.382 |
125-12 |
LOW |
124-31 |
0.618 |
124-09 |
1.000 |
123-28 |
1.618 |
123-06 |
2.618 |
122-03 |
4.250 |
120-10 |
|
|
Fisher Pivots for day following 22-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
125-20 |
126-00 |
PP |
125-18 |
125-29 |
S1 |
125-16 |
125-25 |
|