ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
145-18 |
144-21 |
-0-29 |
-0.6% |
148-24 |
| High |
146-12 |
144-31 |
-1-13 |
-1.0% |
148-29 |
| Low |
144-11 |
143-20 |
-0-23 |
-0.5% |
144-24 |
| Close |
144-20 |
144-03 |
-0-17 |
-0.4% |
144-25 |
| Range |
2-01 |
1-11 |
-0-22 |
-33.8% |
4-05 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.6% |
0-00 |
| Volume |
483,886 |
700,981 |
217,095 |
44.9% |
2,257,737 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-08 |
147-17 |
144-27 |
|
| R3 |
146-29 |
146-06 |
144-15 |
|
| R2 |
145-18 |
145-18 |
144-11 |
|
| R1 |
144-27 |
144-27 |
144-07 |
144-17 |
| PP |
144-07 |
144-07 |
144-07 |
144-03 |
| S1 |
143-16 |
143-16 |
143-31 |
143-06 |
| S2 |
142-28 |
142-28 |
143-27 |
|
| S3 |
141-17 |
142-05 |
143-23 |
|
| S4 |
140-06 |
140-26 |
143-11 |
|
|
| 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 |
147-23 |
143-20 |
4-03 |
2.8% |
2-04 |
1.5% |
11% |
False |
True |
631,906 |
| 10 |
149-15 |
143-20 |
5-27 |
4.1% |
1-23 |
1.2% |
8% |
False |
True |
514,149 |
| 20 |
151-06 |
143-20 |
7-18 |
5.2% |
1-12 |
1.0% |
6% |
False |
True |
419,825 |
| 40 |
154-15 |
143-20 |
10-27 |
7.5% |
1-08 |
0.9% |
4% |
False |
True |
328,585 |
| 60 |
154-18 |
143-20 |
10-30 |
7.6% |
1-06 |
0.8% |
4% |
False |
True |
286,962 |
| 80 |
154-18 |
143-20 |
10-30 |
7.6% |
1-04 |
0.8% |
4% |
False |
True |
215,591 |
| 100 |
154-18 |
143-20 |
10-30 |
7.6% |
1-01 |
0.7% |
4% |
False |
True |
172,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-22 |
|
2.618 |
148-16 |
|
1.618 |
147-05 |
|
1.000 |
146-10 |
|
0.618 |
145-26 |
|
HIGH |
144-31 |
|
0.618 |
144-15 |
|
0.500 |
144-10 |
|
0.382 |
144-04 |
|
LOW |
143-20 |
|
0.618 |
142-25 |
|
1.000 |
142-09 |
|
1.618 |
141-14 |
|
2.618 |
140-03 |
|
4.250 |
137-29 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-10 |
145-22 |
| PP |
144-07 |
145-05 |
| S1 |
144-05 |
144-20 |
|