ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
150-05 |
150-16 |
0-11 |
0.2% |
151-27 |
| High |
150-19 |
151-01 |
0-14 |
0.3% |
152-07 |
| Low |
149-17 |
150-10 |
0-25 |
0.5% |
149-03 |
| Close |
150-16 |
150-26 |
0-10 |
0.2% |
150-16 |
| Range |
1-02 |
0-23 |
-0-11 |
-32.3% |
3-04 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.5% |
0-00 |
| Volume |
290,391 |
270,906 |
-19,485 |
-6.7% |
1,609,418 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-28 |
152-18 |
151-07 |
|
| R3 |
152-05 |
151-27 |
151-00 |
|
| R2 |
151-14 |
151-14 |
150-30 |
|
| R1 |
151-04 |
151-04 |
150-28 |
151-09 |
| PP |
150-23 |
150-23 |
150-23 |
150-26 |
| S1 |
150-13 |
150-13 |
150-24 |
150-18 |
| S2 |
150-00 |
150-00 |
150-22 |
|
| S3 |
149-09 |
149-22 |
150-20 |
|
| S4 |
148-18 |
148-31 |
150-13 |
|
|
| 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 |
151-26 |
149-03 |
2-23 |
1.8% |
1-05 |
0.8% |
63% |
False |
False |
346,746 |
| 10 |
152-29 |
149-03 |
3-26 |
2.5% |
1-02 |
0.7% |
45% |
False |
False |
280,863 |
| 20 |
154-15 |
149-03 |
5-12 |
3.6% |
1-02 |
0.7% |
32% |
False |
False |
240,148 |
| 40 |
154-18 |
149-03 |
5-15 |
3.6% |
1-03 |
0.7% |
31% |
False |
False |
242,975 |
| 60 |
154-18 |
149-03 |
5-15 |
3.6% |
1-02 |
0.7% |
31% |
False |
False |
163,097 |
| 80 |
154-18 |
149-03 |
5-15 |
3.6% |
0-31 |
0.6% |
31% |
False |
False |
122,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-03 |
|
2.618 |
152-29 |
|
1.618 |
152-06 |
|
1.000 |
151-24 |
|
0.618 |
151-15 |
|
HIGH |
151-01 |
|
0.618 |
150-24 |
|
0.500 |
150-22 |
|
0.382 |
150-19 |
|
LOW |
150-10 |
|
0.618 |
149-28 |
|
1.000 |
149-19 |
|
1.618 |
149-05 |
|
2.618 |
148-14 |
|
4.250 |
147-08 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
150-25 |
150-20 |
| PP |
150-23 |
150-15 |
| S1 |
150-22 |
150-09 |
|