ECBOT 30 Year Treasury Bond Future June 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
125-02 |
124-04 |
-0-30 |
-0.7% |
126-27 |
| High |
125-12 |
124-06 |
-1-06 |
-0.9% |
127-00 |
| Low |
123-28 |
122-22 |
-1-06 |
-1.0% |
124-23 |
| Close |
124-04 |
123-02 |
-1-02 |
-0.9% |
125-00 |
| Range |
1-16 |
1-16 |
0-00 |
0.0% |
2-09 |
| ATR |
1-16 |
1-16 |
0-00 |
0.0% |
0-00 |
| Volume |
385,955 |
364,598 |
-21,357 |
-5.5% |
1,846,223 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
126-30 |
123-28 |
|
| R3 |
126-10 |
125-14 |
123-15 |
|
| R2 |
124-26 |
124-26 |
123-11 |
|
| R1 |
123-30 |
123-30 |
123-06 |
123-20 |
| PP |
123-10 |
123-10 |
123-10 |
123-05 |
| S1 |
122-14 |
122-14 |
122-30 |
122-04 |
| S2 |
121-26 |
121-26 |
122-25 |
|
| S3 |
120-10 |
120-30 |
122-21 |
|
| S4 |
118-26 |
119-14 |
122-08 |
|
|
| 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 |
122-22 |
3-28 |
3.1% |
1-14 |
1.2% |
10% |
False |
True |
386,550 |
| 10 |
127-25 |
122-22 |
5-03 |
4.1% |
1-16 |
1.2% |
7% |
False |
True |
344,435 |
| 20 |
134-09 |
122-22 |
11-19 |
9.4% |
1-17 |
1.2% |
3% |
False |
True |
174,491 |
| 40 |
134-16 |
122-22 |
11-26 |
9.6% |
1-16 |
1.2% |
3% |
False |
True |
87,389 |
| 60 |
134-16 |
122-22 |
11-26 |
9.6% |
1-10 |
1.1% |
3% |
False |
True |
58,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-18 |
|
2.618 |
128-04 |
|
1.618 |
126-20 |
|
1.000 |
125-22 |
|
0.618 |
125-04 |
|
HIGH |
124-06 |
|
0.618 |
123-20 |
|
0.500 |
123-14 |
|
0.382 |
123-08 |
|
LOW |
122-22 |
|
0.618 |
121-24 |
|
1.000 |
121-06 |
|
1.618 |
120-08 |
|
2.618 |
118-24 |
|
4.250 |
116-10 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-14 |
124-03 |
| PP |
123-10 |
123-24 |
| S1 |
123-06 |
123-13 |
|