ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
152-23 |
152-27 |
0-04 |
0.1% |
150-29 |
| High |
153-03 |
152-29 |
-0-06 |
-0.1% |
153-04 |
| Low |
152-10 |
151-12 |
-0-30 |
-0.6% |
150-24 |
| Close |
153-00 |
151-24 |
-1-08 |
-0.8% |
153-00 |
| Range |
0-25 |
1-17 |
0-24 |
96.0% |
2-12 |
| ATR |
1-03 |
1-04 |
0-01 |
3.6% |
0-00 |
| Volume |
177,685 |
248,790 |
71,105 |
40.0% |
655,884 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-19 |
155-23 |
152-19 |
|
| R3 |
155-02 |
154-06 |
152-05 |
|
| R2 |
153-17 |
153-17 |
152-01 |
|
| R1 |
152-21 |
152-21 |
151-28 |
152-11 |
| PP |
152-00 |
152-00 |
152-00 |
151-27 |
| S1 |
151-04 |
151-04 |
151-20 |
150-25 |
| S2 |
150-15 |
150-15 |
151-15 |
|
| S3 |
148-30 |
149-19 |
151-11 |
|
| S4 |
147-13 |
148-02 |
150-29 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-13 |
158-19 |
154-10 |
|
| R3 |
157-01 |
156-07 |
153-21 |
|
| R2 |
154-21 |
154-21 |
153-14 |
|
| R1 |
153-27 |
153-27 |
153-07 |
154-08 |
| PP |
152-09 |
152-09 |
152-09 |
152-16 |
| S1 |
151-15 |
151-15 |
152-25 |
151-28 |
| S2 |
149-29 |
149-29 |
152-18 |
|
| S3 |
147-17 |
149-03 |
152-11 |
|
| S4 |
145-05 |
146-23 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-04 |
150-24 |
2-12 |
1.6% |
1-04 |
0.7% |
42% |
False |
False |
180,934 |
| 10 |
154-08 |
150-14 |
3-26 |
2.5% |
1-05 |
0.8% |
34% |
False |
False |
201,453 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-04 |
0.7% |
32% |
False |
False |
233,123 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
32% |
False |
False |
180,333 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-01 |
0.7% |
48% |
False |
False |
120,442 |
| 80 |
156-11 |
149-05 |
7-06 |
4.7% |
0-28 |
0.6% |
36% |
False |
False |
90,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-13 |
|
2.618 |
156-29 |
|
1.618 |
155-12 |
|
1.000 |
154-14 |
|
0.618 |
153-27 |
|
HIGH |
152-29 |
|
0.618 |
152-10 |
|
0.500 |
152-05 |
|
0.382 |
151-31 |
|
LOW |
151-12 |
|
0.618 |
150-14 |
|
1.000 |
149-27 |
|
1.618 |
148-29 |
|
2.618 |
147-12 |
|
4.250 |
144-28 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
152-05 |
152-08 |
| PP |
152-00 |
152-02 |
| S1 |
151-28 |
151-29 |
|