ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
152-27 |
151-22 |
-1-05 |
-0.8% |
150-29 |
| High |
152-29 |
152-13 |
-0-16 |
-0.3% |
153-04 |
| Low |
151-12 |
151-17 |
0-05 |
0.1% |
150-24 |
| Close |
151-24 |
152-10 |
0-18 |
0.4% |
153-00 |
| Range |
1-17 |
0-28 |
-0-21 |
-42.9% |
2-12 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.6% |
0-00 |
| Volume |
248,790 |
199,817 |
-48,973 |
-19.7% |
655,884 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-23 |
154-12 |
152-25 |
|
| R3 |
153-27 |
153-16 |
152-18 |
|
| R2 |
152-31 |
152-31 |
152-15 |
|
| R1 |
152-20 |
152-20 |
152-13 |
152-26 |
| PP |
152-03 |
152-03 |
152-03 |
152-05 |
| S1 |
151-24 |
151-24 |
152-07 |
151-30 |
| S2 |
151-07 |
151-07 |
152-05 |
|
| S3 |
150-11 |
150-28 |
152-02 |
|
| S4 |
149-15 |
150-00 |
151-27 |
|
|
| 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 |
151-12 |
1-24 |
1.1% |
1-03 |
0.7% |
54% |
False |
False |
204,345 |
| 10 |
153-15 |
150-14 |
3-01 |
2.0% |
1-04 |
0.7% |
62% |
False |
False |
202,912 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
45% |
False |
False |
229,432 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
45% |
False |
False |
185,294 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
58% |
False |
False |
123,771 |
| 80 |
155-02 |
149-05 |
5-29 |
3.9% |
0-28 |
0.6% |
53% |
False |
False |
92,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-04 |
|
2.618 |
154-22 |
|
1.618 |
153-26 |
|
1.000 |
153-09 |
|
0.618 |
152-30 |
|
HIGH |
152-13 |
|
0.618 |
152-02 |
|
0.500 |
151-31 |
|
0.382 |
151-28 |
|
LOW |
151-17 |
|
0.618 |
151-00 |
|
1.000 |
150-21 |
|
1.618 |
150-04 |
|
2.618 |
149-08 |
|
4.250 |
147-26 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
152-06 |
152-09 |
| PP |
152-03 |
152-08 |
| S1 |
151-31 |
152-08 |
|