ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
150-16 |
150-28 |
0-12 |
0.2% |
151-27 |
| High |
151-01 |
151-06 |
0-05 |
0.1% |
152-07 |
| Low |
150-10 |
150-03 |
-0-07 |
-0.1% |
149-03 |
| Close |
150-26 |
150-10 |
-0-16 |
-0.3% |
150-16 |
| Range |
0-23 |
1-03 |
0-12 |
52.2% |
3-04 |
| ATR |
1-02 |
1-02 |
0-00 |
0.1% |
0-00 |
| Volume |
270,906 |
306,023 |
35,117 |
13.0% |
1,609,418 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-26 |
153-05 |
150-29 |
|
| R3 |
152-23 |
152-02 |
150-20 |
|
| R2 |
151-20 |
151-20 |
150-16 |
|
| R1 |
150-31 |
150-31 |
150-13 |
150-24 |
| PP |
150-17 |
150-17 |
150-17 |
150-14 |
| S1 |
149-28 |
149-28 |
150-07 |
149-21 |
| S2 |
149-14 |
149-14 |
150-04 |
|
| S3 |
148-11 |
148-25 |
150-00 |
|
| S4 |
147-08 |
147-22 |
149-23 |
|
|
| 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 |
151-06 |
149-03 |
2-03 |
1.4% |
1-00 |
0.7% |
58% |
True |
False |
334,241 |
| 10 |
152-21 |
149-03 |
3-18 |
2.4% |
1-01 |
0.7% |
34% |
False |
False |
286,586 |
| 20 |
154-08 |
149-03 |
5-05 |
3.4% |
1-03 |
0.7% |
24% |
False |
False |
244,019 |
| 40 |
154-18 |
149-03 |
5-15 |
3.6% |
1-03 |
0.7% |
22% |
False |
False |
250,301 |
| 60 |
154-18 |
149-03 |
5-15 |
3.6% |
1-02 |
0.7% |
22% |
False |
False |
168,197 |
| 80 |
154-18 |
149-03 |
5-15 |
3.6% |
0-31 |
0.6% |
22% |
False |
False |
126,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-27 |
|
2.618 |
154-02 |
|
1.618 |
152-31 |
|
1.000 |
152-09 |
|
0.618 |
151-28 |
|
HIGH |
151-06 |
|
0.618 |
150-25 |
|
0.500 |
150-21 |
|
0.382 |
150-16 |
|
LOW |
150-03 |
|
0.618 |
149-13 |
|
1.000 |
149-00 |
|
1.618 |
148-10 |
|
2.618 |
147-07 |
|
4.250 |
145-14 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
150-21 |
150-12 |
| PP |
150-17 |
150-11 |
| S1 |
150-14 |
150-11 |
|