ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
144-25 |
143-18 |
-1-07 |
-0.8% |
144-30 |
| High |
145-09 |
144-11 |
-0-30 |
-0.6% |
147-23 |
| Low |
143-07 |
143-04 |
-0-03 |
-0.1% |
143-19 |
| Close |
143-12 |
144-00 |
0-20 |
0.4% |
144-05 |
| Range |
2-02 |
1-07 |
-0-27 |
-40.9% |
4-04 |
| ATR |
1-15 |
1-15 |
-0-01 |
-1.3% |
0-00 |
| Volume |
442,761 |
355,147 |
-87,614 |
-19.8% |
3,214,568 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
146-31 |
144-21 |
|
| R3 |
146-08 |
145-24 |
144-11 |
|
| R2 |
145-01 |
145-01 |
144-07 |
|
| R1 |
144-17 |
144-17 |
144-04 |
144-25 |
| PP |
143-26 |
143-26 |
143-26 |
143-31 |
| S1 |
143-10 |
143-10 |
143-28 |
143-18 |
| S2 |
142-19 |
142-19 |
143-25 |
|
| S3 |
141-12 |
142-03 |
143-21 |
|
| S4 |
140-05 |
140-28 |
143-11 |
|
|
| 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 |
145-09 |
143-04 |
2-05 |
1.5% |
1-15 |
1.0% |
41% |
False |
True |
419,212 |
| 10 |
147-23 |
143-04 |
4-19 |
3.2% |
1-25 |
1.2% |
19% |
False |
True |
525,559 |
| 20 |
149-22 |
143-04 |
6-18 |
4.6% |
1-15 |
1.0% |
13% |
False |
True |
443,675 |
| 40 |
153-15 |
143-04 |
10-11 |
7.2% |
1-09 |
0.9% |
8% |
False |
True |
348,663 |
| 60 |
154-18 |
143-04 |
11-14 |
7.9% |
1-07 |
0.9% |
8% |
False |
True |
320,900 |
| 80 |
154-18 |
143-04 |
11-14 |
7.9% |
1-05 |
0.8% |
8% |
False |
True |
241,786 |
| 100 |
154-18 |
143-04 |
11-14 |
7.9% |
1-03 |
0.8% |
8% |
False |
True |
193,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-17 |
|
2.618 |
147-17 |
|
1.618 |
146-10 |
|
1.000 |
145-18 |
|
0.618 |
145-03 |
|
HIGH |
144-11 |
|
0.618 |
143-28 |
|
0.500 |
143-24 |
|
0.382 |
143-19 |
|
LOW |
143-04 |
|
0.618 |
142-12 |
|
1.000 |
141-29 |
|
1.618 |
141-05 |
|
2.618 |
139-30 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-29 |
144-07 |
| PP |
143-26 |
144-04 |
| S1 |
143-24 |
144-02 |
|