ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
127-10 |
126-07 |
-1-03 |
-0.9% |
130-01 |
| High |
127-19 |
126-20 |
-0-31 |
-0.8% |
130-02 |
| Low |
126-00 |
125-06 |
-0-26 |
-0.6% |
126-26 |
| Close |
126-07 |
125-18 |
-0-21 |
-0.5% |
126-30 |
| Range |
1-19 |
1-14 |
-0-05 |
-9.8% |
3-08 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.6% |
0-00 |
| Volume |
420,831 |
403,013 |
-17,818 |
-4.2% |
1,617,687 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-03 |
129-09 |
126-11 |
|
| R3 |
128-21 |
127-27 |
125-31 |
|
| R2 |
127-07 |
127-07 |
125-26 |
|
| R1 |
126-13 |
126-13 |
125-22 |
126-03 |
| PP |
125-25 |
125-25 |
125-25 |
125-20 |
| S1 |
124-31 |
124-31 |
125-14 |
124-21 |
| S2 |
124-11 |
124-11 |
125-10 |
|
| S3 |
122-29 |
123-17 |
125-05 |
|
| S4 |
121-15 |
122-03 |
124-25 |
|
|
| 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 |
128-26 |
125-06 |
3-20 |
2.9% |
1-17 |
1.2% |
10% |
False |
True |
354,828 |
| 10 |
132-09 |
125-06 |
7-03 |
5.6% |
1-18 |
1.2% |
5% |
False |
True |
350,960 |
| 20 |
132-22 |
125-06 |
7-16 |
6.0% |
1-15 |
1.2% |
5% |
False |
True |
334,149 |
| 40 |
132-31 |
124-11 |
8-20 |
6.9% |
1-19 |
1.3% |
14% |
False |
False |
310,655 |
| 60 |
132-31 |
124-11 |
8-20 |
6.9% |
1-21 |
1.3% |
14% |
False |
False |
314,546 |
| 80 |
132-31 |
117-14 |
15-17 |
12.4% |
1-22 |
1.3% |
52% |
False |
False |
237,396 |
| 100 |
132-31 |
117-14 |
15-17 |
12.4% |
1-24 |
1.4% |
52% |
False |
False |
189,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
130-12 |
|
1.618 |
128-30 |
|
1.000 |
128-02 |
|
0.618 |
127-16 |
|
HIGH |
126-20 |
|
0.618 |
126-02 |
|
0.500 |
125-29 |
|
0.382 |
125-24 |
|
LOW |
125-06 |
|
0.618 |
124-10 |
|
1.000 |
123-24 |
|
1.618 |
122-28 |
|
2.618 |
121-14 |
|
4.250 |
119-02 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-29 |
127-00 |
| PP |
125-25 |
126-17 |
| S1 |
125-22 |
126-01 |
|