ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
148-21 |
149-12 |
0-23 |
0.5% |
148-29 |
| High |
149-16 |
149-15 |
-0-01 |
0.0% |
149-22 |
| Low |
148-11 |
148-15 |
0-04 |
0.1% |
148-07 |
| Close |
149-13 |
148-24 |
-0-21 |
-0.4% |
148-24 |
| Range |
1-05 |
1-00 |
-0-05 |
-13.5% |
1-15 |
| ATR |
1-03 |
1-02 |
0-00 |
-0.5% |
0-00 |
| Volume |
391,865 |
286,107 |
-105,758 |
-27.0% |
1,562,971 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-29 |
151-10 |
149-10 |
|
| R3 |
150-29 |
150-10 |
149-01 |
|
| R2 |
149-29 |
149-29 |
148-30 |
|
| R1 |
149-10 |
149-10 |
148-27 |
149-04 |
| PP |
148-29 |
148-29 |
148-29 |
148-25 |
| S1 |
148-10 |
148-10 |
148-21 |
148-04 |
| S2 |
147-29 |
147-29 |
148-18 |
|
| S3 |
146-29 |
147-10 |
148-15 |
|
| S4 |
145-29 |
146-10 |
148-06 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-16 |
149-18 |
|
| R3 |
151-26 |
151-01 |
149-05 |
|
| R2 |
150-11 |
150-11 |
149-01 |
|
| R1 |
149-18 |
149-18 |
148-28 |
149-07 |
| PP |
148-28 |
148-28 |
148-28 |
148-23 |
| S1 |
148-03 |
148-03 |
148-20 |
147-24 |
| S2 |
147-13 |
147-13 |
148-15 |
|
| S3 |
145-30 |
146-20 |
148-11 |
|
| S4 |
144-15 |
145-05 |
147-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-22 |
148-07 |
1-15 |
1.0% |
1-02 |
0.7% |
36% |
False |
False |
312,594 |
| 10 |
151-06 |
148-07 |
2-31 |
2.0% |
1-00 |
0.7% |
18% |
False |
False |
316,723 |
| 20 |
153-03 |
148-07 |
4-28 |
3.3% |
1-01 |
0.7% |
11% |
False |
False |
287,545 |
| 40 |
154-18 |
148-07 |
6-11 |
4.3% |
1-04 |
0.8% |
8% |
False |
False |
280,270 |
| 60 |
154-18 |
148-07 |
6-11 |
4.3% |
1-02 |
0.7% |
8% |
False |
False |
206,404 |
| 80 |
154-18 |
148-07 |
6-11 |
4.3% |
1-01 |
0.7% |
8% |
False |
False |
154,904 |
| 100 |
156-14 |
148-07 |
8-07 |
5.5% |
0-28 |
0.6% |
6% |
False |
False |
123,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-23 |
|
2.618 |
152-03 |
|
1.618 |
151-03 |
|
1.000 |
150-15 |
|
0.618 |
150-03 |
|
HIGH |
149-15 |
|
0.618 |
149-03 |
|
0.500 |
148-31 |
|
0.382 |
148-27 |
|
LOW |
148-15 |
|
0.618 |
147-27 |
|
1.000 |
147-15 |
|
1.618 |
146-27 |
|
2.618 |
145-27 |
|
4.250 |
144-07 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
148-31 |
148-28 |
| PP |
148-29 |
148-26 |
| S1 |
148-26 |
148-25 |
|