ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 10-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
128-29 |
128-01 |
-0-28 |
-0.7% |
130-01 |
| High |
129-13 |
128-03 |
-1-10 |
-1.0% |
130-02 |
| Low |
127-25 |
126-26 |
-0-31 |
-0.8% |
126-26 |
| Close |
127-28 |
126-30 |
-0-30 |
-0.7% |
126-30 |
| Range |
1-20 |
1-09 |
-0-11 |
-21.2% |
3-08 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.3% |
0-00 |
| Volume |
327,929 |
288,797 |
-39,132 |
-11.9% |
1,617,687 |
|
| Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-04 |
130-10 |
127-21 |
|
| R3 |
129-27 |
129-01 |
127-09 |
|
| R2 |
128-18 |
128-18 |
127-06 |
|
| R1 |
127-24 |
127-24 |
127-02 |
127-16 |
| PP |
127-09 |
127-09 |
127-09 |
127-05 |
| S1 |
126-15 |
126-15 |
126-26 |
126-08 |
| S2 |
126-00 |
126-00 |
126-22 |
|
| S3 |
124-23 |
125-06 |
126-19 |
|
| S4 |
123-14 |
123-29 |
126-07 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-22 |
135-18 |
128-23 |
|
| R3 |
134-14 |
132-10 |
127-27 |
|
| R2 |
131-06 |
131-06 |
127-17 |
|
| R1 |
129-02 |
129-02 |
127-08 |
128-16 |
| PP |
127-30 |
127-30 |
127-30 |
127-21 |
| S1 |
125-26 |
125-26 |
126-20 |
125-08 |
| S2 |
124-22 |
124-22 |
126-11 |
|
| S3 |
121-14 |
122-18 |
126-01 |
|
| S4 |
118-06 |
119-10 |
125-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-02 |
126-26 |
3-08 |
2.6% |
1-09 |
1.0% |
4% |
False |
True |
323,537 |
| 10 |
132-22 |
126-26 |
5-28 |
4.6% |
1-15 |
1.2% |
2% |
False |
True |
357,202 |
| 20 |
132-31 |
126-26 |
6-05 |
4.8% |
1-16 |
1.2% |
2% |
False |
True |
331,332 |
| 40 |
132-31 |
124-11 |
8-20 |
6.8% |
1-19 |
1.3% |
30% |
False |
False |
299,798 |
| 60 |
132-31 |
123-10 |
9-21 |
7.6% |
1-21 |
1.3% |
38% |
False |
False |
291,388 |
| 80 |
132-31 |
117-14 |
15-17 |
12.2% |
1-22 |
1.3% |
61% |
False |
False |
218,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-17 |
|
2.618 |
131-14 |
|
1.618 |
130-05 |
|
1.000 |
129-12 |
|
0.618 |
128-28 |
|
HIGH |
128-03 |
|
0.618 |
127-19 |
|
0.500 |
127-14 |
|
0.382 |
127-10 |
|
LOW |
126-26 |
|
0.618 |
126-01 |
|
1.000 |
125-17 |
|
1.618 |
124-24 |
|
2.618 |
123-15 |
|
4.250 |
121-12 |
|
|
| Fisher Pivots for day following 10-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-14 |
128-04 |
| PP |
127-09 |
127-23 |
| S1 |
127-04 |
127-10 |
|