ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
123-30 |
124-06 |
0-08 |
0.2% |
125-27 |
| High |
124-17 |
124-12 |
-0-05 |
-0.1% |
125-30 |
| Low |
123-14 |
123-08 |
-0-06 |
-0.2% |
123-18 |
| Close |
124-07 |
124-04 |
-0-03 |
-0.1% |
123-28 |
| Range |
1-03 |
1-04 |
0-01 |
2.9% |
2-12 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.9% |
0-00 |
| Volume |
188,124 |
25,643 |
-162,481 |
-86.4% |
2,714,930 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-09 |
126-27 |
124-24 |
|
| R3 |
126-05 |
125-23 |
124-14 |
|
| R2 |
125-01 |
125-01 |
124-11 |
|
| R1 |
124-19 |
124-19 |
124-07 |
124-08 |
| PP |
123-29 |
123-29 |
123-29 |
123-24 |
| S1 |
123-15 |
123-15 |
124-01 |
123-04 |
| S2 |
122-25 |
122-25 |
123-29 |
|
| S3 |
121-21 |
122-11 |
123-26 |
|
| S4 |
120-17 |
121-07 |
123-16 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
130-03 |
125-06 |
|
| R3 |
129-07 |
127-23 |
124-17 |
|
| R2 |
126-27 |
126-27 |
124-10 |
|
| R1 |
125-11 |
125-11 |
124-03 |
124-29 |
| PP |
124-15 |
124-15 |
124-15 |
124-08 |
| S1 |
122-31 |
122-31 |
123-21 |
122-17 |
| S2 |
122-03 |
122-03 |
123-14 |
|
| S3 |
119-23 |
120-19 |
123-07 |
|
| S4 |
117-11 |
118-07 |
122-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-12 |
123-08 |
2-04 |
1.7% |
1-10 |
1.1% |
41% |
False |
True |
470,260 |
| 10 |
128-26 |
123-08 |
5-18 |
4.5% |
1-18 |
1.2% |
16% |
False |
True |
447,197 |
| 20 |
132-22 |
123-08 |
9-14 |
7.6% |
1-16 |
1.2% |
9% |
False |
True |
401,056 |
| 40 |
132-31 |
123-08 |
9-23 |
7.8% |
1-19 |
1.3% |
9% |
False |
True |
356,573 |
| 60 |
132-31 |
123-08 |
9-23 |
7.8% |
1-20 |
1.3% |
9% |
False |
True |
325,802 |
| 80 |
132-31 |
117-30 |
15-01 |
12.1% |
1-21 |
1.3% |
41% |
False |
False |
277,810 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-22 |
1.3% |
43% |
False |
False |
222,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-05 |
|
2.618 |
127-10 |
|
1.618 |
126-06 |
|
1.000 |
125-16 |
|
0.618 |
125-02 |
|
HIGH |
124-12 |
|
0.618 |
123-30 |
|
0.500 |
123-26 |
|
0.382 |
123-22 |
|
LOW |
123-08 |
|
0.618 |
122-18 |
|
1.000 |
122-04 |
|
1.618 |
121-14 |
|
2.618 |
120-10 |
|
4.250 |
118-15 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-01 |
124-10 |
| PP |
123-29 |
124-08 |
| S1 |
123-26 |
124-06 |
|