ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
144-30 |
146-29 |
1-31 |
1.4% |
148-24 |
| High |
147-16 |
147-23 |
0-07 |
0.1% |
148-29 |
| Low |
144-03 |
145-15 |
1-12 |
1.0% |
144-24 |
| Close |
145-22 |
146-01 |
0-11 |
0.2% |
144-25 |
| Range |
3-13 |
2-08 |
-1-05 |
-33.9% |
4-05 |
| ATR |
1-12 |
1-14 |
0-02 |
4.6% |
0-00 |
| Volume |
734,436 |
678,351 |
-56,085 |
-7.6% |
2,257,737 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-05 |
151-27 |
147-09 |
|
| R3 |
150-29 |
149-19 |
146-21 |
|
| R2 |
148-21 |
148-21 |
146-14 |
|
| R1 |
147-11 |
147-11 |
146-08 |
146-28 |
| PP |
146-13 |
146-13 |
146-13 |
146-06 |
| S1 |
145-03 |
145-03 |
145-26 |
144-20 |
| S2 |
144-05 |
144-05 |
145-20 |
|
| S3 |
141-29 |
142-27 |
145-13 |
|
| S4 |
139-21 |
140-19 |
144-25 |
|
|
| 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 |
148-06 |
144-03 |
4-03 |
2.8% |
2-02 |
1.4% |
47% |
False |
False |
592,278 |
| 10 |
149-16 |
144-03 |
5-13 |
3.7% |
1-20 |
1.1% |
36% |
False |
False |
471,217 |
| 20 |
151-26 |
144-03 |
7-23 |
5.3% |
1-11 |
0.9% |
25% |
False |
False |
400,509 |
| 40 |
154-15 |
144-03 |
10-12 |
7.1% |
1-06 |
0.8% |
19% |
False |
False |
309,698 |
| 60 |
154-18 |
144-03 |
10-15 |
7.2% |
1-06 |
0.8% |
19% |
False |
False |
267,315 |
| 80 |
154-18 |
144-03 |
10-15 |
7.2% |
1-03 |
0.8% |
19% |
False |
False |
200,782 |
| 100 |
154-18 |
144-03 |
10-15 |
7.2% |
1-00 |
0.7% |
19% |
False |
False |
160,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-09 |
|
2.618 |
153-19 |
|
1.618 |
151-11 |
|
1.000 |
149-31 |
|
0.618 |
149-03 |
|
HIGH |
147-23 |
|
0.618 |
146-27 |
|
0.500 |
146-19 |
|
0.382 |
146-11 |
|
LOW |
145-15 |
|
0.618 |
144-03 |
|
1.000 |
143-07 |
|
1.618 |
141-27 |
|
2.618 |
139-19 |
|
4.250 |
135-29 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
146-19 |
146-00 |
| PP |
146-13 |
145-30 |
| S1 |
146-07 |
145-29 |
|