ECBOT 30 Year Treasury Bond Future June 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 |
125-06 |
125-21 |
0-15 |
0.4% |
128-06 |
| High |
126-02 |
126-18 |
0-16 |
0.4% |
130-04 |
| Low |
124-31 |
124-28 |
-0-03 |
-0.1% |
125-16 |
| Close |
125-21 |
126-09 |
0-20 |
0.5% |
126-27 |
| Range |
1-03 |
1-22 |
0-19 |
54.3% |
4-20 |
| ATR |
1-16 |
1-17 |
0-00 |
0.8% |
0-00 |
| Volume |
658,277 |
560,973 |
-97,304 |
-14.8% |
90,380 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-31 |
130-10 |
127-07 |
|
| R3 |
129-09 |
128-20 |
126-24 |
|
| R2 |
127-19 |
127-19 |
126-19 |
|
| R1 |
126-30 |
126-30 |
126-14 |
127-08 |
| PP |
125-29 |
125-29 |
125-29 |
126-02 |
| S1 |
125-08 |
125-08 |
126-04 |
125-18 |
| S2 |
124-07 |
124-07 |
125-31 |
|
| S3 |
122-17 |
123-18 |
125-26 |
|
| S4 |
120-27 |
121-28 |
125-11 |
|
|
| 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 |
127-25 |
124-28 |
2-29 |
2.3% |
1-18 |
1.2% |
48% |
False |
True |
302,320 |
| 10 |
130-27 |
124-28 |
5-31 |
4.7% |
1-18 |
1.2% |
24% |
False |
True |
154,995 |
| 20 |
134-09 |
124-28 |
9-13 |
7.4% |
1-15 |
1.2% |
15% |
False |
True |
77,997 |
| 40 |
134-16 |
124-28 |
9-20 |
7.6% |
1-15 |
1.2% |
15% |
False |
True |
39,071 |
| 60 |
134-16 |
124-28 |
9-20 |
7.6% |
1-08 |
1.0% |
15% |
False |
True |
26,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-24 |
|
2.618 |
130-31 |
|
1.618 |
129-09 |
|
1.000 |
128-08 |
|
0.618 |
127-19 |
|
HIGH |
126-18 |
|
0.618 |
125-29 |
|
0.500 |
125-23 |
|
0.382 |
125-17 |
|
LOW |
124-28 |
|
0.618 |
123-27 |
|
1.000 |
123-06 |
|
1.618 |
122-05 |
|
2.618 |
120-15 |
|
4.250 |
117-22 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-03 |
126-05 |
| PP |
125-29 |
126-02 |
| S1 |
125-23 |
125-30 |
|