ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
125-08 |
125-02 |
-0-06 |
-0.1% |
126-27 |
| High |
125-16 |
125-12 |
-0-04 |
-0.1% |
127-00 |
| Low |
124-09 |
123-28 |
-0-13 |
-0.3% |
124-23 |
| Close |
125-07 |
124-04 |
-1-03 |
-0.9% |
125-00 |
| Range |
1-07 |
1-16 |
0-09 |
23.1% |
2-09 |
| ATR |
1-16 |
1-16 |
0-00 |
0.0% |
0-00 |
| Volume |
463,647 |
385,955 |
-77,692 |
-16.8% |
1,846,223 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-31 |
128-01 |
124-30 |
|
| R3 |
127-15 |
126-17 |
124-17 |
|
| R2 |
125-31 |
125-31 |
124-13 |
|
| R1 |
125-01 |
125-01 |
124-08 |
124-24 |
| PP |
124-15 |
124-15 |
124-15 |
124-10 |
| S1 |
123-17 |
123-17 |
124-00 |
123-08 |
| S2 |
122-31 |
122-31 |
123-27 |
|
| S3 |
121-15 |
122-01 |
123-23 |
|
| S4 |
119-31 |
120-17 |
123-10 |
|
|
| 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 |
126-18 |
123-28 |
2-22 |
2.2% |
1-16 |
1.2% |
9% |
False |
True |
425,825 |
| 10 |
128-28 |
123-28 |
5-00 |
4.0% |
1-17 |
1.2% |
5% |
False |
True |
309,978 |
| 20 |
134-09 |
123-28 |
10-13 |
8.4% |
1-17 |
1.2% |
2% |
False |
True |
156,312 |
| 40 |
134-16 |
123-28 |
10-20 |
8.6% |
1-16 |
1.2% |
2% |
False |
True |
78,275 |
| 60 |
134-16 |
123-28 |
10-20 |
8.6% |
1-10 |
1.0% |
2% |
False |
True |
52,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-24 |
|
2.618 |
129-10 |
|
1.618 |
127-26 |
|
1.000 |
126-28 |
|
0.618 |
126-10 |
|
HIGH |
125-12 |
|
0.618 |
124-26 |
|
0.500 |
124-20 |
|
0.382 |
124-14 |
|
LOW |
123-28 |
|
0.618 |
122-30 |
|
1.000 |
122-12 |
|
1.618 |
121-14 |
|
2.618 |
119-30 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
124-24 |
| PP |
124-15 |
124-17 |
| S1 |
124-09 |
124-11 |
|