ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
144-21 |
144-05 |
-0-16 |
-0.3% |
144-30 |
| High |
144-31 |
144-25 |
-0-06 |
-0.1% |
147-23 |
| Low |
143-20 |
143-19 |
-0-01 |
0.0% |
143-19 |
| Close |
144-03 |
144-05 |
0-02 |
0.0% |
144-05 |
| Range |
1-11 |
1-06 |
-0-05 |
-11.6% |
4-04 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.3% |
0-00 |
| Volume |
700,981 |
616,914 |
-84,067 |
-12.0% |
3,214,568 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-04 |
144-26 |
|
| R3 |
146-18 |
145-30 |
144-15 |
|
| R2 |
145-12 |
145-12 |
144-12 |
|
| R1 |
144-24 |
144-24 |
144-08 |
144-24 |
| PP |
144-06 |
144-06 |
144-06 |
144-06 |
| S1 |
143-18 |
143-18 |
144-02 |
143-18 |
| S2 |
143-00 |
143-00 |
143-30 |
|
| S3 |
141-26 |
142-12 |
143-27 |
|
| S4 |
140-20 |
141-06 |
143-16 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-17 |
154-31 |
146-14 |
|
| R3 |
153-13 |
150-27 |
145-09 |
|
| R2 |
149-09 |
149-09 |
144-29 |
|
| R1 |
146-23 |
146-23 |
144-17 |
145-30 |
| PP |
145-05 |
145-05 |
145-05 |
144-25 |
| S1 |
142-19 |
142-19 |
143-25 |
141-26 |
| S2 |
141-01 |
141-01 |
143-13 |
|
| S3 |
136-29 |
138-15 |
143-01 |
|
| S4 |
132-25 |
134-11 |
141-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-23 |
143-19 |
4-04 |
2.9% |
2-01 |
1.4% |
14% |
False |
True |
642,913 |
| 10 |
148-29 |
143-19 |
5-10 |
3.7% |
1-24 |
1.2% |
11% |
False |
True |
547,230 |
| 20 |
151-06 |
143-19 |
7-19 |
5.3% |
1-12 |
1.0% |
7% |
False |
True |
431,977 |
| 40 |
154-15 |
143-19 |
10-28 |
7.5% |
1-08 |
0.9% |
5% |
False |
True |
337,251 |
| 60 |
154-18 |
143-19 |
10-31 |
7.6% |
1-06 |
0.8% |
5% |
False |
True |
296,824 |
| 80 |
154-18 |
143-19 |
10-31 |
7.6% |
1-04 |
0.8% |
5% |
False |
True |
223,301 |
| 100 |
154-18 |
143-19 |
10-31 |
7.6% |
1-01 |
0.7% |
5% |
False |
True |
178,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-27 |
|
2.618 |
147-28 |
|
1.618 |
146-22 |
|
1.000 |
145-31 |
|
0.618 |
145-16 |
|
HIGH |
144-25 |
|
0.618 |
144-10 |
|
0.500 |
144-06 |
|
0.382 |
144-02 |
|
LOW |
143-19 |
|
0.618 |
142-28 |
|
1.000 |
142-13 |
|
1.618 |
141-22 |
|
2.618 |
140-16 |
|
4.250 |
138-18 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-06 |
145-00 |
| PP |
144-06 |
144-23 |
| S1 |
144-05 |
144-14 |
|