ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
124-04 |
123-05 |
-0-31 |
-0.8% |
125-01 |
| High |
124-06 |
125-00 |
0-26 |
0.7% |
125-20 |
| Low |
122-22 |
122-30 |
0-08 |
0.2% |
122-22 |
| Close |
123-02 |
124-28 |
1-26 |
1.5% |
124-28 |
| Range |
1-16 |
2-02 |
0-18 |
37.5% |
2-30 |
| ATR |
1-16 |
1-17 |
0-01 |
2.7% |
0-00 |
| Volume |
364,598 |
368,756 |
4,158 |
1.1% |
1,909,038 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-15 |
129-23 |
126-00 |
|
| R3 |
128-13 |
127-21 |
125-14 |
|
| R2 |
126-11 |
126-11 |
125-08 |
|
| R1 |
125-19 |
125-19 |
125-02 |
125-31 |
| PP |
124-09 |
124-09 |
124-09 |
124-14 |
| S1 |
123-17 |
123-17 |
124-22 |
123-29 |
| S2 |
122-07 |
122-07 |
124-16 |
|
| S3 |
120-05 |
121-15 |
124-10 |
|
| S4 |
118-03 |
119-13 |
123-24 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-07 |
131-31 |
126-16 |
|
| R3 |
130-09 |
129-01 |
125-22 |
|
| R2 |
127-11 |
127-11 |
125-13 |
|
| R1 |
126-03 |
126-03 |
125-05 |
125-08 |
| PP |
124-13 |
124-13 |
124-13 |
123-31 |
| S1 |
123-05 |
123-05 |
124-19 |
122-10 |
| S2 |
121-15 |
121-15 |
124-11 |
|
| S3 |
118-17 |
120-07 |
124-02 |
|
| S4 |
115-19 |
117-09 |
123-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-20 |
122-22 |
2-30 |
2.4% |
1-16 |
1.2% |
74% |
False |
False |
381,807 |
| 10 |
127-02 |
122-22 |
4-12 |
3.5% |
1-18 |
1.2% |
50% |
False |
False |
378,824 |
| 20 |
133-26 |
122-22 |
11-04 |
8.9% |
1-18 |
1.2% |
20% |
False |
False |
192,909 |
| 40 |
134-16 |
122-22 |
11-26 |
9.5% |
1-17 |
1.2% |
19% |
False |
False |
96,608 |
| 60 |
134-16 |
122-22 |
11-26 |
9.5% |
1-11 |
1.1% |
19% |
False |
False |
64,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-24 |
|
2.618 |
130-13 |
|
1.618 |
128-11 |
|
1.000 |
127-02 |
|
0.618 |
126-09 |
|
HIGH |
125-00 |
|
0.618 |
124-07 |
|
0.500 |
123-31 |
|
0.382 |
123-23 |
|
LOW |
122-30 |
|
0.618 |
121-21 |
|
1.000 |
120-28 |
|
1.618 |
119-19 |
|
2.618 |
117-17 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-18 |
124-19 |
| PP |
124-09 |
124-10 |
| S1 |
123-31 |
124-01 |
|