ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
143-23 |
144-08 |
0-17 |
0.4% |
144-30 |
| High |
145-06 |
144-30 |
-0-08 |
-0.2% |
147-23 |
| Low |
143-04 |
144-06 |
1-02 |
0.7% |
143-19 |
| Close |
144-13 |
144-18 |
0-05 |
0.1% |
144-05 |
| Range |
2-02 |
0-24 |
-1-10 |
-63.6% |
4-04 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.5% |
0-00 |
| Volume |
417,213 |
264,027 |
-153,186 |
-36.7% |
3,214,568 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
146-14 |
144-31 |
|
| R3 |
146-02 |
145-22 |
144-25 |
|
| R2 |
145-10 |
145-10 |
144-22 |
|
| R1 |
144-30 |
144-30 |
144-20 |
145-04 |
| PP |
144-18 |
144-18 |
144-18 |
144-21 |
| S1 |
144-06 |
144-06 |
144-16 |
144-12 |
| S2 |
143-26 |
143-26 |
144-14 |
|
| S3 |
143-02 |
143-14 |
144-11 |
|
| S4 |
142-10 |
142-22 |
144-05 |
|
|
| 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 |
146-12 |
143-04 |
3-08 |
2.2% |
1-15 |
1.0% |
44% |
False |
False |
496,604 |
| 10 |
148-06 |
143-04 |
5-02 |
3.5% |
1-25 |
1.2% |
28% |
False |
False |
544,441 |
| 20 |
151-06 |
143-04 |
8-02 |
5.6% |
1-14 |
1.0% |
18% |
False |
False |
437,974 |
| 40 |
154-15 |
143-04 |
11-11 |
7.8% |
1-08 |
0.9% |
13% |
False |
False |
339,061 |
| 60 |
154-18 |
143-04 |
11-14 |
7.9% |
1-07 |
0.8% |
13% |
False |
False |
307,975 |
| 80 |
154-18 |
143-04 |
11-14 |
7.9% |
1-05 |
0.8% |
13% |
False |
False |
231,816 |
| 100 |
154-18 |
143-04 |
11-14 |
7.9% |
1-02 |
0.7% |
13% |
False |
False |
185,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-04 |
|
2.618 |
146-29 |
|
1.618 |
146-05 |
|
1.000 |
145-22 |
|
0.618 |
145-13 |
|
HIGH |
144-30 |
|
0.618 |
144-21 |
|
0.500 |
144-18 |
|
0.382 |
144-15 |
|
LOW |
144-06 |
|
0.618 |
143-23 |
|
1.000 |
143-14 |
|
1.618 |
142-31 |
|
2.618 |
142-07 |
|
4.250 |
141-00 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-18 |
144-14 |
| PP |
144-18 |
144-09 |
| S1 |
144-18 |
144-05 |
|