ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
130-06 |
131-13 |
1-07 |
0.9% |
130-17 |
| High |
131-28 |
132-22 |
0-26 |
0.6% |
131-21 |
| Low |
129-31 |
131-08 |
1-09 |
1.0% |
129-10 |
| Close |
131-21 |
131-25 |
0-04 |
0.1% |
130-05 |
| Range |
1-29 |
1-14 |
-0-15 |
-24.6% |
2-11 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.8% |
0-00 |
| Volume |
438,963 |
389,642 |
-49,321 |
-11.2% |
1,317,467 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
135-14 |
132-18 |
|
| R3 |
134-25 |
134-00 |
132-06 |
|
| R2 |
133-11 |
133-11 |
132-01 |
|
| R1 |
132-18 |
132-18 |
131-29 |
132-30 |
| PP |
131-29 |
131-29 |
131-29 |
132-03 |
| S1 |
131-04 |
131-04 |
131-21 |
131-16 |
| S2 |
130-15 |
130-15 |
131-17 |
|
| S3 |
129-01 |
129-22 |
131-12 |
|
| S4 |
127-19 |
128-08 |
131-00 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-04 |
131-14 |
|
| R3 |
135-02 |
133-25 |
130-26 |
|
| R2 |
132-23 |
132-23 |
130-19 |
|
| R1 |
131-14 |
131-14 |
130-12 |
130-29 |
| PP |
130-12 |
130-12 |
130-12 |
130-04 |
| S1 |
129-03 |
129-03 |
129-30 |
128-18 |
| S2 |
128-01 |
128-01 |
129-23 |
|
| S3 |
125-22 |
126-24 |
129-16 |
|
| S4 |
123-11 |
124-13 |
128-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-22 |
129-10 |
3-12 |
2.6% |
1-11 |
1.0% |
73% |
True |
False |
356,272 |
| 10 |
132-22 |
129-10 |
3-12 |
2.6% |
1-12 |
1.0% |
73% |
True |
False |
317,337 |
| 20 |
132-31 |
126-15 |
6-16 |
4.9% |
1-21 |
1.2% |
82% |
False |
False |
329,885 |
| 40 |
132-31 |
124-11 |
8-20 |
6.5% |
1-21 |
1.3% |
86% |
False |
False |
293,787 |
| 60 |
132-31 |
117-30 |
15-01 |
11.4% |
1-22 |
1.3% |
92% |
False |
False |
257,860 |
| 80 |
132-31 |
117-14 |
15-17 |
11.8% |
1-23 |
1.3% |
92% |
False |
False |
193,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-26 |
|
2.618 |
136-14 |
|
1.618 |
135-00 |
|
1.000 |
134-04 |
|
0.618 |
133-18 |
|
HIGH |
132-22 |
|
0.618 |
132-04 |
|
0.500 |
131-31 |
|
0.382 |
131-26 |
|
LOW |
131-08 |
|
0.618 |
130-12 |
|
1.000 |
129-26 |
|
1.618 |
128-30 |
|
2.618 |
127-16 |
|
4.250 |
125-04 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131-31 |
131-18 |
| PP |
131-29 |
131-10 |
| S1 |
131-27 |
131-02 |
|