ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
146-29 |
145-18 |
-1-11 |
-0.9% |
148-24 |
| High |
147-23 |
146-12 |
-1-11 |
-0.9% |
148-29 |
| Low |
145-15 |
144-11 |
-1-04 |
-0.8% |
144-24 |
| Close |
146-01 |
144-20 |
-1-13 |
-1.0% |
144-25 |
| Range |
2-08 |
2-01 |
-0-07 |
-9.7% |
4-05 |
| ATR |
1-14 |
1-15 |
0-01 |
3.0% |
0-00 |
| Volume |
678,351 |
483,886 |
-194,465 |
-28.7% |
2,257,737 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-07 |
149-30 |
145-24 |
|
| R3 |
149-06 |
147-29 |
145-06 |
|
| R2 |
147-05 |
147-05 |
145-00 |
|
| R1 |
145-28 |
145-28 |
144-26 |
145-16 |
| PP |
145-04 |
145-04 |
145-04 |
144-30 |
| S1 |
143-27 |
143-27 |
144-14 |
143-15 |
| S2 |
143-03 |
143-03 |
144-08 |
|
| S3 |
141-02 |
141-26 |
144-02 |
|
| S4 |
139-01 |
139-25 |
143-16 |
|
|
| 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 |
148-02 |
144-03 |
3-31 |
2.7% |
2-08 |
1.6% |
13% |
False |
False |
585,378 |
| 10 |
149-16 |
144-03 |
5-13 |
3.7% |
1-23 |
1.2% |
10% |
False |
False |
483,238 |
| 20 |
151-06 |
144-03 |
7-03 |
4.9% |
1-12 |
0.9% |
7% |
False |
False |
406,276 |
| 40 |
154-15 |
144-03 |
10-12 |
7.2% |
1-07 |
0.8% |
5% |
False |
False |
315,094 |
| 60 |
154-18 |
144-03 |
10-15 |
7.2% |
1-07 |
0.8% |
5% |
False |
False |
275,368 |
| 80 |
154-18 |
144-03 |
10-15 |
7.2% |
1-04 |
0.8% |
5% |
False |
False |
206,831 |
| 100 |
154-18 |
144-03 |
10-15 |
7.2% |
1-01 |
0.7% |
5% |
False |
False |
165,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-00 |
|
2.618 |
151-22 |
|
1.618 |
149-21 |
|
1.000 |
148-13 |
|
0.618 |
147-20 |
|
HIGH |
146-12 |
|
0.618 |
145-19 |
|
0.500 |
145-12 |
|
0.382 |
145-04 |
|
LOW |
144-11 |
|
0.618 |
143-03 |
|
1.000 |
142-10 |
|
1.618 |
141-02 |
|
2.618 |
139-01 |
|
4.250 |
135-23 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-12 |
145-29 |
| PP |
145-04 |
145-15 |
| S1 |
144-28 |
145-02 |
|