ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
125-10 |
125-27 |
0-17 |
0.4% |
126-30 |
| High |
126-00 |
125-30 |
-0-02 |
0.0% |
128-26 |
| Low |
124-14 |
124-01 |
-0-13 |
-0.3% |
124-14 |
| Close |
125-25 |
124-03 |
-1-22 |
-1.3% |
125-25 |
| Range |
1-18 |
1-29 |
0-11 |
22.0% |
4-12 |
| ATR |
1-18 |
1-19 |
0-01 |
1.6% |
0-00 |
| Volume |
311,605 |
577,395 |
265,790 |
85.3% |
1,796,948 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-13 |
129-05 |
125-05 |
|
| R3 |
128-16 |
127-08 |
124-20 |
|
| R2 |
126-19 |
126-19 |
124-14 |
|
| R1 |
125-11 |
125-11 |
124-09 |
125-00 |
| PP |
124-22 |
124-22 |
124-22 |
124-17 |
| S1 |
123-14 |
123-14 |
123-29 |
123-04 |
| S2 |
122-25 |
122-25 |
123-24 |
|
| S3 |
120-28 |
121-17 |
123-18 |
|
| S4 |
118-31 |
119-20 |
123-01 |
|
|
| 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 |
124-01 |
4-25 |
3.9% |
1-25 |
1.4% |
1% |
False |
True |
424,134 |
| 10 |
129-13 |
124-01 |
5-12 |
4.3% |
1-16 |
1.2% |
1% |
False |
True |
367,897 |
| 20 |
132-22 |
124-01 |
8-21 |
7.0% |
1-15 |
1.2% |
1% |
False |
True |
351,332 |
| 40 |
132-31 |
124-01 |
8-30 |
7.2% |
1-19 |
1.3% |
1% |
False |
True |
319,292 |
| 60 |
132-31 |
124-01 |
8-30 |
7.2% |
1-21 |
1.3% |
1% |
False |
True |
315,533 |
| 80 |
132-31 |
117-30 |
15-01 |
12.1% |
1-21 |
1.3% |
41% |
False |
False |
248,491 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-23 |
1.4% |
43% |
False |
False |
198,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-01 |
|
2.618 |
130-30 |
|
1.618 |
129-01 |
|
1.000 |
127-27 |
|
0.618 |
127-04 |
|
HIGH |
125-30 |
|
0.618 |
125-07 |
|
0.500 |
125-00 |
|
0.382 |
124-24 |
|
LOW |
124-01 |
|
0.618 |
122-27 |
|
1.000 |
122-04 |
|
1.618 |
120-30 |
|
2.618 |
119-01 |
|
4.250 |
115-30 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-00 |
125-10 |
| PP |
124-22 |
124-29 |
| S1 |
124-12 |
124-16 |
|