ECBOT 30 Year Treasury Bond Future March 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
123-00 |
122-08 |
-0-24 |
-0.6% |
123-30 |
| High |
123-07 |
123-31 |
0-24 |
0.6% |
124-17 |
| Low |
121-27 |
122-03 |
0-08 |
0.2% |
121-27 |
| Close |
122-07 |
123-27 |
1-20 |
1.3% |
123-27 |
| Range |
1-12 |
1-28 |
0-16 |
36.4% |
2-22 |
| ATR |
1-16 |
1-16 |
0-01 |
1.9% |
0-00 |
| Volume |
4,513 |
5,586 |
1,073 |
23.8% |
232,443 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-30 |
128-08 |
124-28 |
|
| R3 |
127-02 |
126-12 |
124-12 |
|
| R2 |
125-06 |
125-06 |
124-06 |
|
| R1 |
124-16 |
124-16 |
124-00 |
124-27 |
| PP |
123-10 |
123-10 |
123-10 |
123-15 |
| S1 |
122-20 |
122-20 |
123-22 |
122-31 |
| S2 |
121-14 |
121-14 |
123-16 |
|
| S3 |
119-18 |
120-24 |
123-10 |
|
| S4 |
117-22 |
118-28 |
122-26 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-11 |
125-10 |
|
| R3 |
128-25 |
127-21 |
124-19 |
|
| R2 |
126-03 |
126-03 |
124-11 |
|
| R1 |
124-31 |
124-31 |
124-03 |
124-06 |
| PP |
123-13 |
123-13 |
123-13 |
123-00 |
| S1 |
122-09 |
122-09 |
123-19 |
121-16 |
| S2 |
120-23 |
120-23 |
123-11 |
|
| S3 |
118-01 |
119-19 |
123-03 |
|
| S4 |
115-11 |
116-29 |
122-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-17 |
121-27 |
2-22 |
2.2% |
1-12 |
1.1% |
74% |
False |
False |
46,488 |
| 10 |
126-00 |
121-27 |
4-05 |
3.4% |
1-15 |
1.2% |
48% |
False |
False |
325,897 |
| 20 |
132-09 |
121-27 |
10-14 |
8.4% |
1-16 |
1.2% |
19% |
False |
False |
338,429 |
| 40 |
132-31 |
121-27 |
11-04 |
9.0% |
1-18 |
1.3% |
18% |
False |
False |
334,157 |
| 60 |
132-31 |
121-27 |
11-04 |
9.0% |
1-19 |
1.3% |
18% |
False |
False |
308,667 |
| 80 |
132-31 |
117-30 |
15-01 |
12.1% |
1-21 |
1.3% |
39% |
False |
False |
278,002 |
| 100 |
132-31 |
117-14 |
15-17 |
12.5% |
1-22 |
1.4% |
41% |
False |
False |
222,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-30 |
|
2.618 |
128-28 |
|
1.618 |
127-00 |
|
1.000 |
125-27 |
|
0.618 |
125-04 |
|
HIGH |
123-31 |
|
0.618 |
123-08 |
|
0.500 |
123-01 |
|
0.382 |
122-26 |
|
LOW |
122-03 |
|
0.618 |
120-30 |
|
1.000 |
120-07 |
|
1.618 |
119-02 |
|
2.618 |
117-06 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-18 |
123-19 |
| PP |
123-10 |
123-11 |
| S1 |
123-01 |
123-02 |
|