ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
131-13 |
131-26 |
0-13 |
0.3% |
130-09 |
| High |
132-22 |
132-09 |
-0-13 |
-0.3% |
132-22 |
| Low |
131-08 |
129-19 |
-1-21 |
-1.3% |
129-12 |
| Close |
131-25 |
130-02 |
-1-23 |
-1.3% |
130-02 |
| Range |
1-14 |
2-22 |
1-08 |
87.0% |
3-10 |
| ATR |
1-19 |
1-22 |
0-02 |
4.9% |
0-00 |
| Volume |
389,642 |
406,572 |
16,930 |
4.3% |
1,954,336 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-23 |
137-02 |
131-17 |
|
| R3 |
136-01 |
134-12 |
130-26 |
|
| R2 |
133-11 |
133-11 |
130-18 |
|
| R1 |
131-22 |
131-22 |
130-10 |
131-06 |
| PP |
130-21 |
130-21 |
130-21 |
130-12 |
| S1 |
129-00 |
129-00 |
129-26 |
128-16 |
| S2 |
127-31 |
127-31 |
129-18 |
|
| S3 |
125-09 |
126-10 |
129-10 |
|
| S4 |
122-19 |
123-20 |
128-19 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-21 |
138-21 |
131-28 |
|
| R3 |
137-11 |
135-11 |
130-31 |
|
| R2 |
134-01 |
134-01 |
130-21 |
|
| R1 |
132-01 |
132-01 |
130-12 |
131-12 |
| PP |
130-23 |
130-23 |
130-23 |
130-12 |
| S1 |
128-23 |
128-23 |
129-24 |
128-02 |
| S2 |
127-13 |
127-13 |
129-15 |
|
| S3 |
124-03 |
125-13 |
129-05 |
|
| S4 |
120-25 |
122-03 |
128-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-22 |
129-12 |
3-10 |
2.5% |
1-21 |
1.3% |
21% |
False |
False |
390,867 |
| 10 |
132-22 |
129-10 |
3-12 |
2.6% |
1-15 |
1.1% |
22% |
False |
False |
327,180 |
| 20 |
132-31 |
126-27 |
6-04 |
4.7% |
1-23 |
1.3% |
53% |
False |
False |
337,523 |
| 40 |
132-31 |
124-11 |
8-20 |
6.6% |
1-22 |
1.3% |
66% |
False |
False |
297,511 |
| 60 |
132-31 |
117-30 |
15-01 |
11.6% |
1-23 |
1.3% |
81% |
False |
False |
264,624 |
| 80 |
132-31 |
117-14 |
15-17 |
11.9% |
1-23 |
1.3% |
81% |
False |
False |
198,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-22 |
|
2.618 |
139-10 |
|
1.618 |
136-20 |
|
1.000 |
134-31 |
|
0.618 |
133-30 |
|
HIGH |
132-09 |
|
0.618 |
131-08 |
|
0.500 |
130-30 |
|
0.382 |
130-20 |
|
LOW |
129-19 |
|
0.618 |
127-30 |
|
1.000 |
126-29 |
|
1.618 |
125-08 |
|
2.618 |
122-18 |
|
4.250 |
118-06 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130-30 |
131-04 |
| PP |
130-21 |
130-25 |
| S1 |
130-11 |
130-14 |
|