ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
129-01 |
128-09 |
-0-24 |
-0.6% |
130-09 |
| High |
129-11 |
128-29 |
-0-14 |
-0.3% |
132-22 |
| Low |
128-05 |
127-28 |
-0-09 |
-0.2% |
129-12 |
| Close |
128-13 |
128-11 |
-0-02 |
0.0% |
130-02 |
| Range |
1-06 |
1-01 |
-0-05 |
-13.2% |
3-10 |
| ATR |
1-20 |
1-18 |
-0-01 |
-2.6% |
0-00 |
| Volume |
370,631 |
317,279 |
-53,352 |
-14.4% |
1,954,336 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-30 |
128-29 |
|
| R3 |
130-14 |
129-29 |
128-20 |
|
| R2 |
129-13 |
129-13 |
128-17 |
|
| R1 |
128-28 |
128-28 |
128-14 |
129-04 |
| PP |
128-12 |
128-12 |
128-12 |
128-16 |
| S1 |
127-27 |
127-27 |
128-08 |
128-04 |
| S2 |
127-11 |
127-11 |
128-05 |
|
| S3 |
126-10 |
126-26 |
128-02 |
|
| S4 |
125-09 |
125-25 |
127-25 |
|
|
| 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 |
127-28 |
4-26 |
3.7% |
1-17 |
1.2% |
10% |
False |
True |
359,435 |
| 10 |
132-22 |
127-28 |
4-26 |
3.7% |
1-13 |
1.1% |
10% |
False |
True |
346,531 |
| 20 |
132-31 |
127-28 |
5-03 |
4.0% |
1-19 |
1.2% |
9% |
False |
True |
338,653 |
| 40 |
132-31 |
124-11 |
8-20 |
6.7% |
1-20 |
1.3% |
46% |
False |
False |
301,372 |
| 60 |
132-31 |
122-22 |
10-09 |
8.0% |
1-21 |
1.3% |
55% |
False |
False |
281,197 |
| 80 |
132-31 |
117-14 |
15-17 |
12.1% |
1-22 |
1.3% |
70% |
False |
False |
211,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-09 |
|
2.618 |
131-19 |
|
1.618 |
130-18 |
|
1.000 |
129-30 |
|
0.618 |
129-17 |
|
HIGH |
128-29 |
|
0.618 |
128-16 |
|
0.500 |
128-12 |
|
0.382 |
128-09 |
|
LOW |
127-28 |
|
0.618 |
127-08 |
|
1.000 |
126-27 |
|
1.618 |
126-07 |
|
2.618 |
125-06 |
|
4.250 |
123-16 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-12 |
128-31 |
| PP |
128-12 |
128-24 |
| S1 |
128-12 |
128-18 |
|