ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
152-07 |
152-10 |
0-03 |
0.1% |
152-27 |
| High |
152-13 |
152-21 |
0-08 |
0.2% |
152-29 |
| Low |
151-19 |
151-21 |
0-02 |
0.0% |
151-12 |
| Close |
152-10 |
151-26 |
-0-16 |
-0.3% |
151-26 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
1-17 |
| ATR |
1-03 |
1-02 |
0-00 |
-0.6% |
0-00 |
| Volume |
228,644 |
251,056 |
22,412 |
9.8% |
928,307 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-01 |
154-14 |
152-12 |
|
| R3 |
154-01 |
153-14 |
152-03 |
|
| R2 |
153-01 |
153-01 |
152-00 |
|
| R1 |
152-14 |
152-14 |
151-29 |
152-08 |
| PP |
152-01 |
152-01 |
152-01 |
151-30 |
| S1 |
151-14 |
151-14 |
151-23 |
151-08 |
| S2 |
151-01 |
151-01 |
151-20 |
|
| S3 |
150-01 |
150-14 |
151-17 |
|
| S4 |
149-01 |
149-14 |
151-08 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-20 |
155-24 |
152-21 |
|
| R3 |
155-03 |
154-07 |
152-07 |
|
| R2 |
153-18 |
153-18 |
152-03 |
|
| R1 |
152-22 |
152-22 |
151-30 |
152-12 |
| PP |
152-01 |
152-01 |
152-01 |
151-28 |
| S1 |
151-05 |
151-05 |
151-22 |
150-26 |
| S2 |
150-16 |
150-16 |
151-17 |
|
| S3 |
148-31 |
149-20 |
151-13 |
|
| S4 |
147-14 |
148-03 |
150-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-03 |
151-12 |
1-23 |
1.1% |
1-00 |
0.7% |
25% |
False |
False |
221,198 |
| 10 |
153-04 |
150-15 |
2-21 |
1.7% |
0-30 |
0.6% |
51% |
False |
False |
188,223 |
| 20 |
154-15 |
150-14 |
4-01 |
2.7% |
1-03 |
0.7% |
34% |
False |
False |
225,352 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
33% |
False |
False |
197,205 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-01 |
0.7% |
49% |
False |
False |
131,763 |
| 80 |
154-18 |
149-05 |
5-13 |
3.6% |
0-29 |
0.6% |
49% |
False |
False |
98,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-29 |
|
2.618 |
155-09 |
|
1.618 |
154-09 |
|
1.000 |
153-21 |
|
0.618 |
153-09 |
|
HIGH |
152-21 |
|
0.618 |
152-09 |
|
0.500 |
152-05 |
|
0.382 |
152-01 |
|
LOW |
151-21 |
|
0.618 |
151-01 |
|
1.000 |
150-21 |
|
1.618 |
150-01 |
|
2.618 |
149-01 |
|
4.250 |
147-13 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
152-05 |
152-03 |
| PP |
152-01 |
152-00 |
| S1 |
151-30 |
151-29 |
|