ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
143-20 |
144-06 |
0-18 |
0.4% |
143-23 |
| High |
144-27 |
144-15 |
-0-12 |
-0.3% |
145-09 |
| Low |
143-18 |
143-14 |
-0-04 |
-0.1% |
143-04 |
| Close |
144-07 |
143-28 |
-0-11 |
-0.2% |
144-07 |
| Range |
1-09 |
1-01 |
-0-08 |
-19.5% |
2-05 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.1% |
0-00 |
| Volume |
304,622 |
326,063 |
21,441 |
7.0% |
1,783,770 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-01 |
146-15 |
144-14 |
|
| R3 |
146-00 |
145-14 |
144-05 |
|
| R2 |
144-31 |
144-31 |
144-02 |
|
| R1 |
144-13 |
144-13 |
143-31 |
144-06 |
| PP |
143-30 |
143-30 |
143-30 |
143-26 |
| S1 |
143-12 |
143-12 |
143-25 |
143-04 |
| S2 |
142-29 |
142-29 |
143-22 |
|
| S3 |
141-28 |
142-11 |
143-19 |
|
| S4 |
140-27 |
141-10 |
143-10 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-22 |
149-19 |
145-13 |
|
| R3 |
148-17 |
147-14 |
144-26 |
|
| R2 |
146-12 |
146-12 |
144-20 |
|
| R1 |
145-09 |
145-09 |
144-13 |
145-27 |
| PP |
144-07 |
144-07 |
144-07 |
144-15 |
| S1 |
143-04 |
143-04 |
144-01 |
143-22 |
| S2 |
142-02 |
142-02 |
143-26 |
|
| S3 |
139-29 |
140-31 |
143-20 |
|
| S4 |
137-24 |
138-26 |
143-01 |
|
|
| 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% |
1-09 |
0.9% |
35% |
False |
False |
338,524 |
| 10 |
147-23 |
143-04 |
4-19 |
3.2% |
1-17 |
1.1% |
16% |
False |
False |
458,996 |
| 20 |
149-22 |
143-04 |
6-18 |
4.6% |
1-16 |
1.1% |
11% |
False |
False |
445,474 |
| 40 |
153-04 |
143-04 |
10-00 |
7.0% |
1-08 |
0.9% |
8% |
False |
False |
348,765 |
| 60 |
154-18 |
143-04 |
11-14 |
7.9% |
1-08 |
0.9% |
7% |
False |
False |
328,567 |
| 80 |
154-18 |
143-04 |
11-14 |
7.9% |
1-06 |
0.8% |
7% |
False |
False |
249,668 |
| 100 |
154-18 |
143-04 |
11-14 |
7.9% |
1-03 |
0.8% |
7% |
False |
False |
199,745 |
| 120 |
156-14 |
143-04 |
13-10 |
9.3% |
0-30 |
0.7% |
6% |
False |
False |
166,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-27 |
|
2.618 |
147-05 |
|
1.618 |
146-04 |
|
1.000 |
145-16 |
|
0.618 |
145-03 |
|
HIGH |
144-15 |
|
0.618 |
144-02 |
|
0.500 |
143-31 |
|
0.382 |
143-27 |
|
LOW |
143-14 |
|
0.618 |
142-26 |
|
1.000 |
142-13 |
|
1.618 |
141-25 |
|
2.618 |
140-24 |
|
4.250 |
139-02 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-31 |
144-00 |
| PP |
143-30 |
143-30 |
| S1 |
143-29 |
143-29 |
|