ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
148-28 |
149-12 |
0-16 |
0.3% |
150-16 |
| High |
149-22 |
149-16 |
-0-06 |
-0.1% |
151-06 |
| Low |
148-25 |
148-07 |
-0-18 |
-0.4% |
148-17 |
| Close |
149-07 |
148-15 |
-0-24 |
-0.5% |
149-00 |
| Range |
0-29 |
1-09 |
0-12 |
41.4% |
2-21 |
| ATR |
1-02 |
1-02 |
0-01 |
1.5% |
0-00 |
| Volume |
285,708 |
363,674 |
77,966 |
27.3% |
1,313,875 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-18 |
151-26 |
149-06 |
|
| R3 |
151-09 |
150-17 |
148-26 |
|
| R2 |
150-00 |
150-00 |
148-23 |
|
| R1 |
149-08 |
149-08 |
148-19 |
149-00 |
| PP |
148-23 |
148-23 |
148-23 |
148-19 |
| S1 |
147-31 |
147-31 |
148-11 |
147-23 |
| S2 |
147-14 |
147-14 |
148-07 |
|
| S3 |
146-05 |
146-22 |
148-04 |
|
| S4 |
144-28 |
145-13 |
147-24 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-17 |
155-30 |
150-15 |
|
| R3 |
154-28 |
153-09 |
149-23 |
|
| R2 |
152-07 |
152-07 |
149-16 |
|
| R1 |
150-20 |
150-20 |
149-08 |
150-03 |
| PP |
149-18 |
149-18 |
149-18 |
149-10 |
| S1 |
147-31 |
147-31 |
148-24 |
147-14 |
| S2 |
146-29 |
146-29 |
148-16 |
|
| S3 |
144-08 |
145-10 |
148-09 |
|
| S4 |
141-19 |
142-21 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-08 |
148-07 |
2-01 |
1.4% |
1-01 |
0.7% |
12% |
False |
True |
324,389 |
| 10 |
151-06 |
148-07 |
2-31 |
2.0% |
1-00 |
0.7% |
8% |
False |
True |
329,315 |
| 20 |
153-04 |
148-07 |
4-29 |
3.3% |
1-02 |
0.7% |
5% |
False |
True |
269,624 |
| 40 |
154-18 |
148-07 |
6-11 |
4.3% |
1-04 |
0.8% |
4% |
False |
True |
282,539 |
| 60 |
154-18 |
148-07 |
6-11 |
4.3% |
1-02 |
0.7% |
4% |
False |
True |
195,161 |
| 80 |
154-18 |
148-07 |
6-11 |
4.3% |
1-00 |
0.7% |
4% |
False |
True |
146,430 |
| 100 |
156-14 |
148-07 |
8-07 |
5.5% |
0-27 |
0.6% |
3% |
False |
True |
117,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-30 |
|
2.618 |
152-27 |
|
1.618 |
151-18 |
|
1.000 |
150-25 |
|
0.618 |
150-09 |
|
HIGH |
149-16 |
|
0.618 |
149-00 |
|
0.500 |
148-28 |
|
0.382 |
148-23 |
|
LOW |
148-07 |
|
0.618 |
147-14 |
|
1.000 |
146-30 |
|
1.618 |
146-05 |
|
2.618 |
144-28 |
|
4.250 |
142-25 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
148-28 |
148-31 |
| PP |
148-23 |
148-25 |
| S1 |
148-19 |
148-20 |
|