ECBOT 30 Year Treasury Bond Future June 2023
Trading Metrics calculated at close of trading on 28-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
125-01 |
125-08 |
0-07 |
0.2% |
126-27 |
High |
125-20 |
125-16 |
-0-04 |
-0.1% |
127-00 |
Low |
124-14 |
124-09 |
-0-05 |
-0.1% |
124-23 |
Close |
125-10 |
125-07 |
-0-03 |
-0.1% |
125-00 |
Range |
1-06 |
1-07 |
0-01 |
2.6% |
2-09 |
ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
Volume |
326,082 |
463,647 |
137,565 |
42.2% |
1,846,223 |
|
Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-21 |
128-05 |
125-28 |
|
R3 |
127-14 |
126-30 |
125-18 |
|
R2 |
126-07 |
126-07 |
125-14 |
|
R1 |
125-23 |
125-23 |
125-11 |
125-12 |
PP |
125-00 |
125-00 |
125-00 |
124-26 |
S1 |
124-16 |
124-16 |
125-03 |
124-04 |
S2 |
123-25 |
123-25 |
125-00 |
|
S3 |
122-18 |
123-09 |
124-28 |
|
S4 |
121-11 |
122-02 |
124-18 |
|
|
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 |
126-18 |
124-09 |
2-09 |
1.8% |
1-13 |
1.1% |
41% |
False |
True |
480,290 |
10 |
130-04 |
124-09 |
5-27 |
4.7% |
1-20 |
1.3% |
16% |
False |
True |
272,057 |
20 |
134-09 |
124-09 |
10-00 |
8.0% |
1-17 |
1.2% |
9% |
False |
True |
137,049 |
40 |
134-16 |
124-09 |
10-07 |
8.2% |
1-15 |
1.2% |
9% |
False |
True |
68,626 |
60 |
134-16 |
124-09 |
10-07 |
8.2% |
1-09 |
1.0% |
9% |
False |
True |
45,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-22 |
2.618 |
128-22 |
1.618 |
127-15 |
1.000 |
126-23 |
0.618 |
126-08 |
HIGH |
125-16 |
0.618 |
125-01 |
0.500 |
124-28 |
0.382 |
124-24 |
LOW |
124-09 |
0.618 |
123-17 |
1.000 |
123-02 |
1.618 |
122-10 |
2.618 |
121-03 |
4.250 |
119-03 |
|
|
Fisher Pivots for day following 28-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
125-04 |
125-14 |
PP |
125-00 |
125-11 |
S1 |
124-28 |
125-09 |
|