ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
151-25 |
150-01 |
-1-24 |
-1.2% |
152-27 |
| High |
151-26 |
150-06 |
-1-20 |
-1.1% |
152-29 |
| Low |
150-01 |
149-03 |
-0-30 |
-0.6% |
151-12 |
| Close |
150-07 |
150-02 |
-0-05 |
-0.1% |
151-26 |
| Range |
1-25 |
1-03 |
-0-22 |
-38.6% |
1-17 |
| ATR |
1-03 |
1-03 |
0-00 |
0.1% |
0-00 |
| Volume |
368,548 |
430,005 |
61,457 |
16.7% |
928,307 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-02 |
152-21 |
150-21 |
|
| R3 |
151-31 |
151-18 |
150-12 |
|
| R2 |
150-28 |
150-28 |
150-08 |
|
| R1 |
150-15 |
150-15 |
150-05 |
150-21 |
| PP |
149-25 |
149-25 |
149-25 |
149-28 |
| S1 |
149-12 |
149-12 |
149-31 |
149-19 |
| S2 |
148-22 |
148-22 |
149-28 |
|
| S3 |
147-19 |
148-09 |
149-24 |
|
| S4 |
146-16 |
147-06 |
149-15 |
|
|
| 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 |
152-21 |
149-03 |
3-18 |
2.4% |
1-03 |
0.7% |
27% |
False |
True |
284,968 |
| 10 |
153-04 |
149-03 |
4-01 |
2.7% |
1-03 |
0.7% |
24% |
False |
True |
244,657 |
| 20 |
154-15 |
149-03 |
5-12 |
3.6% |
1-04 |
0.7% |
18% |
False |
True |
237,344 |
| 40 |
154-18 |
149-03 |
5-15 |
3.6% |
1-03 |
0.7% |
18% |
False |
True |
220,531 |
| 60 |
154-18 |
149-03 |
5-15 |
3.6% |
1-01 |
0.7% |
18% |
False |
True |
147,513 |
| 80 |
154-18 |
149-03 |
5-15 |
3.6% |
0-30 |
0.6% |
18% |
False |
True |
110,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-27 |
|
2.618 |
153-02 |
|
1.618 |
151-31 |
|
1.000 |
151-09 |
|
0.618 |
150-28 |
|
HIGH |
150-06 |
|
0.618 |
149-25 |
|
0.500 |
149-21 |
|
0.382 |
149-16 |
|
LOW |
149-03 |
|
0.618 |
148-13 |
|
1.000 |
148-00 |
|
1.618 |
147-10 |
|
2.618 |
146-07 |
|
4.250 |
144-14 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
149-30 |
150-21 |
| PP |
149-25 |
150-15 |
| S1 |
149-21 |
150-08 |
|