ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
143-29 |
142-23 |
-1-06 |
-0.8% |
143-23 |
| High |
144-06 |
143-19 |
-0-19 |
-0.4% |
145-09 |
| Low |
142-14 |
142-21 |
0-07 |
0.2% |
143-04 |
| Close |
142-22 |
143-04 |
0-14 |
0.3% |
144-07 |
| Range |
1-24 |
0-30 |
-0-26 |
-46.4% |
2-05 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
373,941 |
515,870 |
141,929 |
38.0% |
1,783,770 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
145-15 |
143-20 |
|
| R3 |
145-00 |
144-17 |
143-12 |
|
| R2 |
144-02 |
144-02 |
143-10 |
|
| R1 |
143-19 |
143-19 |
143-07 |
143-27 |
| PP |
143-04 |
143-04 |
143-04 |
143-08 |
| S1 |
142-21 |
142-21 |
143-01 |
142-29 |
| S2 |
142-06 |
142-06 |
142-30 |
|
| S3 |
141-08 |
141-23 |
142-28 |
|
| S4 |
140-10 |
140-25 |
142-20 |
|
|
| 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 |
144-27 |
142-14 |
2-13 |
1.7% |
1-08 |
0.9% |
29% |
False |
False |
375,128 |
| 10 |
145-09 |
142-14 |
2-27 |
2.0% |
1-12 |
1.0% |
24% |
False |
False |
431,753 |
| 20 |
149-16 |
142-14 |
7-02 |
4.9% |
1-17 |
1.1% |
10% |
False |
False |
457,496 |
| 40 |
153-04 |
142-14 |
10-22 |
7.5% |
1-09 |
0.9% |
6% |
False |
False |
363,560 |
| 60 |
154-18 |
142-14 |
12-04 |
8.5% |
1-08 |
0.9% |
6% |
False |
False |
340,858 |
| 80 |
154-18 |
142-14 |
12-04 |
8.5% |
1-06 |
0.8% |
6% |
False |
False |
260,745 |
| 100 |
154-18 |
142-14 |
12-04 |
8.5% |
1-04 |
0.8% |
6% |
False |
False |
208,643 |
| 120 |
156-14 |
142-14 |
14-00 |
9.8% |
0-31 |
0.7% |
5% |
False |
False |
173,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-19 |
|
2.618 |
146-02 |
|
1.618 |
145-04 |
|
1.000 |
144-17 |
|
0.618 |
144-06 |
|
HIGH |
143-19 |
|
0.618 |
143-08 |
|
0.500 |
143-04 |
|
0.382 |
143-00 |
|
LOW |
142-21 |
|
0.618 |
142-02 |
|
1.000 |
141-23 |
|
1.618 |
141-04 |
|
2.618 |
140-06 |
|
4.250 |
138-22 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
143-15 |
| PP |
143-04 |
143-11 |
| S1 |
143-04 |
143-08 |
|