ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
126-07 |
125-10 |
-0-29 |
-0.7% |
126-30 |
| High |
126-20 |
126-00 |
-0-20 |
-0.5% |
128-26 |
| Low |
125-06 |
124-14 |
-0-24 |
-0.6% |
124-14 |
| Close |
125-18 |
125-25 |
0-07 |
0.2% |
125-25 |
| Range |
1-14 |
1-18 |
0-04 |
8.7% |
4-12 |
| ATR |
1-18 |
1-18 |
0-00 |
0.0% |
0-00 |
| Volume |
403,013 |
311,605 |
-91,408 |
-22.7% |
1,796,948 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-03 |
129-16 |
126-20 |
|
| R3 |
128-17 |
127-30 |
126-07 |
|
| R2 |
126-31 |
126-31 |
126-02 |
|
| R1 |
126-12 |
126-12 |
125-30 |
126-22 |
| PP |
125-13 |
125-13 |
125-13 |
125-18 |
| S1 |
124-26 |
124-26 |
125-20 |
125-04 |
| S2 |
123-27 |
123-27 |
125-16 |
|
| S3 |
122-09 |
123-08 |
125-11 |
|
| S4 |
120-23 |
121-22 |
124-30 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
137-00 |
128-06 |
|
| R3 |
135-03 |
132-20 |
127-00 |
|
| R2 |
130-23 |
130-23 |
126-19 |
|
| R1 |
128-08 |
128-08 |
126-06 |
127-10 |
| PP |
126-11 |
126-11 |
126-11 |
125-28 |
| S1 |
123-28 |
123-28 |
125-12 |
122-30 |
| S2 |
121-31 |
121-31 |
124-31 |
|
| S3 |
117-19 |
119-16 |
124-18 |
|
| S4 |
113-07 |
115-04 |
123-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-26 |
124-14 |
4-12 |
3.5% |
1-19 |
1.3% |
31% |
False |
True |
359,389 |
| 10 |
130-02 |
124-14 |
5-20 |
4.5% |
1-14 |
1.1% |
24% |
False |
True |
341,463 |
| 20 |
132-22 |
124-14 |
8-08 |
6.6% |
1-14 |
1.2% |
16% |
False |
True |
334,321 |
| 40 |
132-31 |
124-11 |
8-20 |
6.9% |
1-18 |
1.3% |
17% |
False |
False |
310,665 |
| 60 |
132-31 |
124-11 |
8-20 |
6.9% |
1-21 |
1.3% |
17% |
False |
False |
316,329 |
| 80 |
132-31 |
117-30 |
15-01 |
12.0% |
1-22 |
1.3% |
52% |
False |
False |
241,283 |
| 100 |
132-31 |
117-14 |
15-17 |
12.3% |
1-23 |
1.4% |
54% |
False |
False |
193,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-20 |
|
2.618 |
130-03 |
|
1.618 |
128-17 |
|
1.000 |
127-18 |
|
0.618 |
126-31 |
|
HIGH |
126-00 |
|
0.618 |
125-13 |
|
0.500 |
125-07 |
|
0.382 |
125-01 |
|
LOW |
124-14 |
|
0.618 |
123-15 |
|
1.000 |
122-28 |
|
1.618 |
121-29 |
|
2.618 |
120-11 |
|
4.250 |
117-26 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-19 |
126-00 |
| PP |
125-13 |
125-30 |
| S1 |
125-07 |
125-28 |
|