ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
149-29 |
150-05 |
0-08 |
0.2% |
151-27 |
| High |
150-20 |
150-19 |
-0-01 |
0.0% |
152-07 |
| Low |
149-17 |
149-17 |
0-00 |
0.0% |
149-03 |
| Close |
150-14 |
150-16 |
0-02 |
0.0% |
150-16 |
| Range |
1-03 |
1-02 |
-0-01 |
-2.9% |
3-04 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
373,883 |
290,391 |
-83,492 |
-22.3% |
1,609,418 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-13 |
153-00 |
151-03 |
|
| R3 |
152-11 |
151-30 |
150-25 |
|
| R2 |
151-09 |
151-09 |
150-22 |
|
| R1 |
150-28 |
150-28 |
150-19 |
151-03 |
| PP |
150-07 |
150-07 |
150-07 |
150-10 |
| S1 |
149-26 |
149-26 |
150-13 |
150-01 |
| S2 |
149-05 |
149-05 |
150-10 |
|
| S3 |
148-03 |
148-24 |
150-07 |
|
| S4 |
147-01 |
147-22 |
149-29 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-31 |
158-12 |
152-07 |
|
| R3 |
156-27 |
155-08 |
151-12 |
|
| R2 |
153-23 |
153-23 |
151-02 |
|
| R1 |
152-04 |
152-04 |
150-25 |
151-12 |
| PP |
150-19 |
150-19 |
150-19 |
150-07 |
| S1 |
149-00 |
149-00 |
150-07 |
148-08 |
| S2 |
147-15 |
147-15 |
149-30 |
|
| S3 |
144-11 |
145-28 |
149-20 |
|
| S4 |
141-07 |
142-24 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-07 |
149-03 |
3-04 |
2.1% |
1-05 |
0.8% |
45% |
False |
False |
321,883 |
| 10 |
153-03 |
149-03 |
4-00 |
2.7% |
1-02 |
0.7% |
35% |
False |
False |
271,541 |
| 20 |
154-15 |
149-03 |
5-12 |
3.6% |
1-03 |
0.7% |
26% |
False |
False |
241,423 |
| 40 |
154-18 |
149-03 |
5-15 |
3.6% |
1-04 |
0.7% |
26% |
False |
False |
236,276 |
| 60 |
154-18 |
149-03 |
5-15 |
3.6% |
1-02 |
0.7% |
26% |
False |
False |
158,582 |
| 80 |
154-18 |
149-03 |
5-15 |
3.6% |
0-31 |
0.6% |
26% |
False |
False |
118,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-04 |
|
2.618 |
153-12 |
|
1.618 |
152-10 |
|
1.000 |
151-21 |
|
0.618 |
151-08 |
|
HIGH |
150-19 |
|
0.618 |
150-06 |
|
0.500 |
150-02 |
|
0.382 |
149-30 |
|
LOW |
149-17 |
|
0.618 |
148-28 |
|
1.000 |
148-15 |
|
1.618 |
147-26 |
|
2.618 |
146-24 |
|
4.250 |
145-01 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
150-11 |
150-09 |
| PP |
150-07 |
150-02 |
| S1 |
150-02 |
149-28 |
|