ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
144-05 |
143-23 |
-0-14 |
-0.3% |
144-30 |
| High |
144-25 |
145-06 |
0-13 |
0.3% |
147-23 |
| Low |
143-19 |
143-04 |
-0-15 |
-0.3% |
143-19 |
| Close |
144-05 |
144-13 |
0-08 |
0.2% |
144-05 |
| Range |
1-06 |
2-02 |
0-28 |
73.7% |
4-04 |
| ATR |
1-14 |
1-16 |
0-01 |
3.1% |
0-00 |
| Volume |
616,914 |
417,213 |
-199,701 |
-32.4% |
3,214,568 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-14 |
149-15 |
145-17 |
|
| R3 |
148-12 |
147-13 |
144-31 |
|
| R2 |
146-10 |
146-10 |
144-25 |
|
| R1 |
145-11 |
145-11 |
144-19 |
145-27 |
| PP |
144-08 |
144-08 |
144-08 |
144-15 |
| S1 |
143-09 |
143-09 |
144-07 |
143-25 |
| S2 |
142-06 |
142-06 |
144-01 |
|
| S3 |
140-04 |
141-07 |
143-27 |
|
| S4 |
138-02 |
139-05 |
143-09 |
|
|
| 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 |
143-04 |
4-19 |
3.2% |
1-25 |
1.2% |
28% |
False |
True |
579,469 |
| 10 |
148-11 |
143-04 |
5-07 |
3.6% |
1-26 |
1.3% |
25% |
False |
True |
557,184 |
| 20 |
151-06 |
143-04 |
8-02 |
5.6% |
1-14 |
1.0% |
16% |
False |
True |
438,318 |
| 40 |
154-15 |
143-04 |
11-11 |
7.9% |
1-08 |
0.9% |
11% |
False |
True |
339,870 |
| 60 |
154-18 |
143-04 |
11-14 |
7.9% |
1-07 |
0.8% |
11% |
False |
True |
303,624 |
| 80 |
154-18 |
143-04 |
11-14 |
7.9% |
1-05 |
0.8% |
11% |
False |
True |
228,516 |
| 100 |
154-18 |
143-04 |
11-14 |
7.9% |
1-02 |
0.7% |
11% |
False |
True |
182,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-30 |
|
2.618 |
150-19 |
|
1.618 |
148-17 |
|
1.000 |
147-08 |
|
0.618 |
146-15 |
|
HIGH |
145-06 |
|
0.618 |
144-13 |
|
0.500 |
144-05 |
|
0.382 |
143-29 |
|
LOW |
143-04 |
|
0.618 |
141-27 |
|
1.000 |
141-02 |
|
1.618 |
139-25 |
|
2.618 |
137-23 |
|
4.250 |
134-12 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-10 |
144-10 |
| PP |
144-08 |
144-08 |
| S1 |
144-05 |
144-05 |
|