ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
148-01 |
146-06 |
-1-27 |
-1.2% |
148-24 |
| High |
148-02 |
146-12 |
-1-22 |
-1.1% |
148-29 |
| Low |
146-03 |
144-24 |
-1-11 |
-0.9% |
144-24 |
| Close |
146-18 |
144-25 |
-1-25 |
-1.2% |
144-25 |
| Range |
1-31 |
1-20 |
-0-11 |
-17.5% |
4-05 |
| ATR |
1-05 |
1-07 |
0-01 |
4.0% |
0-00 |
| Volume |
468,340 |
561,877 |
93,537 |
20.0% |
2,257,737 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-06 |
149-03 |
145-22 |
|
| R3 |
148-18 |
147-15 |
145-07 |
|
| R2 |
146-30 |
146-30 |
145-03 |
|
| R1 |
145-27 |
145-27 |
144-30 |
145-19 |
| PP |
145-10 |
145-10 |
145-10 |
145-05 |
| S1 |
144-07 |
144-07 |
144-20 |
143-31 |
| S2 |
143-22 |
143-22 |
144-15 |
|
| S3 |
142-02 |
142-19 |
144-11 |
|
| S4 |
140-14 |
140-31 |
143-28 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-20 |
155-27 |
147-02 |
|
| R3 |
154-15 |
151-22 |
145-30 |
|
| R2 |
150-10 |
150-10 |
145-17 |
|
| R1 |
147-17 |
147-17 |
145-05 |
146-27 |
| PP |
146-05 |
146-05 |
146-05 |
145-26 |
| S1 |
143-12 |
143-12 |
144-13 |
142-22 |
| S2 |
142-00 |
142-00 |
144-01 |
|
| S3 |
137-27 |
139-07 |
143-20 |
|
| S4 |
133-22 |
135-02 |
142-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-29 |
144-24 |
4-05 |
2.9% |
1-14 |
1.0% |
1% |
False |
True |
451,547 |
| 10 |
149-22 |
144-24 |
4-30 |
3.4% |
1-08 |
0.9% |
1% |
False |
True |
382,070 |
| 20 |
152-21 |
144-24 |
7-29 |
5.5% |
1-05 |
0.8% |
0% |
False |
True |
349,752 |
| 40 |
154-18 |
144-24 |
9-26 |
6.8% |
1-04 |
0.8% |
0% |
False |
True |
288,651 |
| 60 |
154-18 |
144-24 |
9-26 |
6.8% |
1-04 |
0.8% |
0% |
False |
True |
243,920 |
| 80 |
154-18 |
144-24 |
9-26 |
6.8% |
1-02 |
0.7% |
0% |
False |
True |
183,124 |
| 100 |
154-18 |
144-24 |
9-26 |
6.8% |
0-30 |
0.6% |
0% |
False |
True |
146,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-09 |
|
2.618 |
150-20 |
|
1.618 |
149-00 |
|
1.000 |
148-00 |
|
0.618 |
147-12 |
|
HIGH |
146-12 |
|
0.618 |
145-24 |
|
0.500 |
145-18 |
|
0.382 |
145-12 |
|
LOW |
144-24 |
|
0.618 |
143-24 |
|
1.000 |
143-04 |
|
1.618 |
142-04 |
|
2.618 |
140-16 |
|
4.250 |
137-27 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-18 |
146-15 |
| PP |
145-10 |
145-29 |
| S1 |
145-01 |
145-11 |
|