ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
128-09 |
128-29 |
0-20 |
0.5% |
130-09 |
| High |
128-29 |
129-13 |
0-16 |
0.4% |
132-22 |
| Low |
127-28 |
127-25 |
-0-03 |
-0.1% |
129-12 |
| Close |
128-11 |
127-28 |
-0-15 |
-0.4% |
130-02 |
| Range |
1-01 |
1-20 |
0-19 |
57.6% |
3-10 |
| ATR |
1-18 |
1-18 |
0-00 |
0.2% |
0-00 |
| Volume |
317,279 |
327,929 |
10,650 |
3.4% |
1,954,336 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-07 |
132-06 |
128-25 |
|
| R3 |
131-19 |
130-18 |
128-10 |
|
| R2 |
129-31 |
129-31 |
128-06 |
|
| R1 |
128-30 |
128-30 |
128-01 |
128-20 |
| PP |
128-11 |
128-11 |
128-11 |
128-07 |
| S1 |
127-10 |
127-10 |
127-23 |
127-00 |
| S2 |
126-23 |
126-23 |
127-18 |
|
| S3 |
125-03 |
125-22 |
127-14 |
|
| S4 |
123-15 |
124-02 |
126-31 |
|
|
| 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 |
132-09 |
127-25 |
4-16 |
3.5% |
1-18 |
1.2% |
2% |
False |
True |
347,092 |
| 10 |
132-22 |
127-25 |
4-29 |
3.8% |
1-14 |
1.1% |
2% |
False |
True |
351,682 |
| 20 |
132-31 |
127-25 |
5-06 |
4.1% |
1-19 |
1.3% |
2% |
False |
True |
340,278 |
| 40 |
132-31 |
124-11 |
8-20 |
6.7% |
1-20 |
1.3% |
41% |
False |
False |
302,547 |
| 60 |
132-31 |
122-22 |
10-09 |
8.0% |
1-21 |
1.3% |
50% |
False |
False |
286,646 |
| 80 |
132-31 |
117-14 |
15-17 |
12.1% |
1-22 |
1.3% |
67% |
False |
False |
215,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-10 |
|
2.618 |
133-21 |
|
1.618 |
132-01 |
|
1.000 |
131-01 |
|
0.618 |
130-13 |
|
HIGH |
129-13 |
|
0.618 |
128-25 |
|
0.500 |
128-19 |
|
0.382 |
128-13 |
|
LOW |
127-25 |
|
0.618 |
126-25 |
|
1.000 |
126-05 |
|
1.618 |
125-05 |
|
2.618 |
123-17 |
|
4.250 |
120-28 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128-19 |
128-19 |
| PP |
128-11 |
128-11 |
| S1 |
128-04 |
128-04 |
|