ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
152-10 |
151-27 |
-0-15 |
-0.3% |
152-27 |
| High |
152-21 |
152-07 |
-0-14 |
-0.3% |
152-29 |
| Low |
151-21 |
151-15 |
-0-06 |
-0.1% |
151-12 |
| Close |
151-26 |
151-23 |
-0-03 |
-0.1% |
151-26 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
1-17 |
| ATR |
1-02 |
1-02 |
-0-01 |
-2.2% |
0-00 |
| Volume |
251,056 |
146,591 |
-104,465 |
-41.6% |
928,307 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
153-20 |
152-04 |
|
| R3 |
153-10 |
152-28 |
151-30 |
|
| R2 |
152-18 |
152-18 |
151-27 |
|
| R1 |
152-04 |
152-04 |
151-25 |
151-31 |
| PP |
151-26 |
151-26 |
151-26 |
151-23 |
| S1 |
151-12 |
151-12 |
151-21 |
151-07 |
| S2 |
151-02 |
151-02 |
151-19 |
|
| S3 |
150-10 |
150-20 |
151-16 |
|
| S4 |
149-18 |
149-28 |
151-10 |
|
|
| 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 |
152-29 |
151-12 |
1-17 |
1.0% |
1-00 |
0.7% |
22% |
False |
False |
214,979 |
| 10 |
153-04 |
150-24 |
2-12 |
1.6% |
0-30 |
0.6% |
41% |
False |
False |
183,507 |
| 20 |
154-15 |
150-14 |
4-01 |
2.7% |
1-01 |
0.7% |
32% |
False |
False |
218,887 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
31% |
False |
False |
200,718 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-01 |
0.7% |
47% |
False |
False |
134,207 |
| 80 |
154-18 |
149-05 |
5-13 |
3.6% |
0-29 |
0.6% |
47% |
False |
False |
100,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-13 |
|
2.618 |
154-06 |
|
1.618 |
153-14 |
|
1.000 |
152-31 |
|
0.618 |
152-22 |
|
HIGH |
152-07 |
|
0.618 |
151-30 |
|
0.500 |
151-27 |
|
0.382 |
151-24 |
|
LOW |
151-15 |
|
0.618 |
151-00 |
|
1.000 |
150-23 |
|
1.618 |
150-08 |
|
2.618 |
149-16 |
|
4.250 |
148-09 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
151-27 |
152-02 |
| PP |
151-26 |
151-30 |
| S1 |
151-24 |
151-27 |
|