ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
126-04 |
125-01 |
-1-03 |
-0.9% |
126-27 |
| High |
126-18 |
125-20 |
-0-30 |
-0.7% |
127-00 |
| Low |
124-23 |
124-14 |
-0-09 |
-0.2% |
124-23 |
| Close |
125-00 |
125-10 |
0-10 |
0.3% |
125-00 |
| Range |
1-27 |
1-06 |
-0-21 |
-35.6% |
2-09 |
| ATR |
1-17 |
1-17 |
-0-01 |
-1.7% |
0-00 |
| Volume |
392,472 |
326,082 |
-66,390 |
-16.9% |
1,846,223 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-22 |
128-06 |
125-31 |
|
| R3 |
127-16 |
127-00 |
125-20 |
|
| R2 |
126-10 |
126-10 |
125-17 |
|
| R1 |
125-26 |
125-26 |
125-13 |
126-02 |
| PP |
125-04 |
125-04 |
125-04 |
125-08 |
| S1 |
124-20 |
124-20 |
125-07 |
124-28 |
| S2 |
123-30 |
123-30 |
125-03 |
|
| S3 |
122-24 |
123-14 |
125-00 |
|
| S4 |
121-18 |
122-08 |
124-21 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
131-00 |
126-08 |
|
| R3 |
130-04 |
128-23 |
125-20 |
|
| R2 |
127-27 |
127-27 |
125-13 |
|
| R1 |
126-14 |
126-14 |
125-07 |
126-00 |
| PP |
125-18 |
125-18 |
125-18 |
125-12 |
| S1 |
124-05 |
124-05 |
124-25 |
123-23 |
| S2 |
123-09 |
123-09 |
124-19 |
|
| S3 |
121-00 |
121-28 |
124-12 |
|
| S4 |
118-23 |
119-19 |
123-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-00 |
124-14 |
2-18 |
2.0% |
1-17 |
1.2% |
34% |
False |
True |
434,461 |
| 10 |
130-04 |
124-14 |
5-22 |
4.5% |
1-19 |
1.3% |
15% |
False |
True |
226,268 |
| 20 |
134-09 |
124-14 |
9-27 |
7.9% |
1-16 |
1.2% |
9% |
False |
True |
113,915 |
| 40 |
134-16 |
124-14 |
10-02 |
8.0% |
1-15 |
1.2% |
9% |
False |
True |
57,035 |
| 60 |
134-16 |
124-14 |
10-02 |
8.0% |
1-08 |
1.0% |
9% |
False |
True |
38,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-22 |
|
2.618 |
128-23 |
|
1.618 |
127-17 |
|
1.000 |
126-26 |
|
0.618 |
126-11 |
|
HIGH |
125-20 |
|
0.618 |
125-05 |
|
0.500 |
125-01 |
|
0.382 |
124-29 |
|
LOW |
124-14 |
|
0.618 |
123-23 |
|
1.000 |
123-08 |
|
1.618 |
122-17 |
|
2.618 |
121-11 |
|
4.250 |
119-12 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-07 |
125-16 |
| PP |
125-04 |
125-14 |
| S1 |
125-01 |
125-12 |
|