ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-26 |
144-16 |
0-22 |
0.5% |
144-06 |
| High |
144-18 |
145-17 |
0-31 |
0.7% |
144-15 |
| Low |
143-18 |
144-06 |
0-20 |
0.4% |
142-14 |
| Close |
144-14 |
145-11 |
0-29 |
0.6% |
144-02 |
| Range |
1-00 |
1-11 |
0-11 |
34.4% |
2-01 |
| ATR |
1-11 |
1-11 |
0-00 |
0.0% |
0-00 |
| Volume |
59,647 |
36,868 |
-22,779 |
-38.2% |
1,691,236 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-02 |
148-17 |
146-03 |
|
| R3 |
147-23 |
147-06 |
145-23 |
|
| R2 |
146-12 |
146-12 |
145-19 |
|
| R1 |
145-27 |
145-27 |
145-15 |
146-04 |
| PP |
145-01 |
145-01 |
145-01 |
145-05 |
| S1 |
144-16 |
144-16 |
145-07 |
144-25 |
| S2 |
143-22 |
143-22 |
145-03 |
|
| S3 |
142-11 |
143-05 |
144-31 |
|
| S4 |
141-00 |
141-26 |
144-19 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
148-30 |
145-06 |
|
| R3 |
147-23 |
146-29 |
144-20 |
|
| R2 |
145-22 |
145-22 |
144-14 |
|
| R1 |
144-28 |
144-28 |
144-08 |
144-09 |
| PP |
143-21 |
143-21 |
143-21 |
143-11 |
| S1 |
142-27 |
142-27 |
143-28 |
142-07 |
| S2 |
141-20 |
141-20 |
143-22 |
|
| S3 |
139-19 |
140-26 |
143-16 |
|
| S4 |
137-18 |
138-25 |
142-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-17 |
142-24 |
2-25 |
1.9% |
1-07 |
0.8% |
93% |
True |
False |
303,065 |
| 10 |
145-17 |
142-14 |
3-03 |
2.1% |
1-07 |
0.8% |
94% |
True |
False |
339,097 |
| 20 |
148-02 |
142-14 |
5-20 |
3.9% |
1-18 |
1.1% |
52% |
False |
False |
437,987 |
| 40 |
152-21 |
142-14 |
10-07 |
7.0% |
1-10 |
0.9% |
28% |
False |
False |
378,826 |
| 60 |
154-18 |
142-14 |
12-04 |
8.3% |
1-08 |
0.9% |
24% |
False |
False |
330,258 |
| 80 |
154-18 |
142-14 |
12-04 |
8.3% |
1-06 |
0.8% |
24% |
False |
False |
279,579 |
| 100 |
154-18 |
142-14 |
12-04 |
8.3% |
1-04 |
0.8% |
24% |
False |
False |
223,795 |
| 120 |
156-11 |
142-14 |
13-29 |
9.6% |
1-00 |
0.7% |
21% |
False |
False |
186,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-08 |
|
2.618 |
149-02 |
|
1.618 |
147-23 |
|
1.000 |
146-28 |
|
0.618 |
146-12 |
|
HIGH |
145-17 |
|
0.618 |
145-01 |
|
0.500 |
144-28 |
|
0.382 |
144-22 |
|
LOW |
144-06 |
|
0.618 |
143-11 |
|
1.000 |
142-27 |
|
1.618 |
142-00 |
|
2.618 |
140-21 |
|
4.250 |
138-15 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-06 |
145-01 |
| PP |
145-01 |
144-22 |
| S1 |
144-28 |
144-12 |
|