ECBOT 30 Year Treasury Bond Future June 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 |
125-21 |
126-04 |
0-15 |
0.4% |
126-27 |
High |
126-18 |
126-18 |
0-00 |
0.0% |
127-00 |
Low |
124-28 |
124-23 |
-0-05 |
-0.1% |
124-23 |
Close |
126-09 |
125-00 |
-1-09 |
-1.0% |
125-00 |
Range |
1-22 |
1-27 |
0-05 |
9.3% |
2-09 |
ATR |
1-17 |
1-17 |
0-01 |
1.5% |
0-00 |
Volume |
560,973 |
392,472 |
-168,501 |
-30.0% |
1,846,223 |
|
Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-31 |
129-26 |
126-00 |
|
R3 |
129-04 |
127-31 |
125-16 |
|
R2 |
127-09 |
127-09 |
125-11 |
|
R1 |
126-04 |
126-04 |
125-05 |
125-25 |
PP |
125-14 |
125-14 |
125-14 |
125-08 |
S1 |
124-09 |
124-09 |
124-27 |
123-30 |
S2 |
123-19 |
123-19 |
124-21 |
|
S3 |
121-24 |
122-14 |
124-16 |
|
S4 |
119-29 |
120-19 |
124-00 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-13 |
131-00 |
126-08 |
|
R3 |
130-04 |
128-23 |
125-20 |
|
R2 |
127-27 |
127-27 |
125-13 |
|
R1 |
126-14 |
126-14 |
125-07 |
126-00 |
PP |
125-18 |
125-18 |
125-18 |
125-12 |
S1 |
124-05 |
124-05 |
124-25 |
123-23 |
S2 |
123-09 |
123-09 |
124-19 |
|
S3 |
121-00 |
121-28 |
124-12 |
|
S4 |
118-23 |
119-19 |
123-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-02 |
124-23 |
2-11 |
1.9% |
1-20 |
1.3% |
12% |
False |
True |
375,840 |
10 |
130-04 |
124-23 |
5-13 |
4.3% |
1-19 |
1.3% |
5% |
False |
True |
193,917 |
20 |
134-09 |
124-23 |
9-18 |
7.7% |
1-16 |
1.2% |
3% |
False |
True |
97,613 |
40 |
134-16 |
124-23 |
9-25 |
7.8% |
1-15 |
1.2% |
3% |
False |
True |
48,883 |
60 |
134-16 |
124-23 |
9-25 |
7.8% |
1-08 |
1.0% |
3% |
False |
True |
32,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-13 |
2.618 |
131-12 |
1.618 |
129-17 |
1.000 |
128-13 |
0.618 |
127-22 |
HIGH |
126-18 |
0.618 |
125-27 |
0.500 |
125-20 |
0.382 |
125-14 |
LOW |
124-23 |
0.618 |
123-19 |
1.000 |
122-28 |
1.618 |
121-24 |
2.618 |
119-29 |
4.250 |
116-28 |
|
|
Fisher Pivots for day following 24-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
125-20 |
125-20 |
PP |
125-14 |
125-14 |
S1 |
125-07 |
125-07 |
|