ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-19 |
145-08 |
0-21 |
0.5% |
144-10 |
| High |
145-13 |
146-04 |
0-23 |
0.5% |
145-06 |
| Low |
144-15 |
145-04 |
0-21 |
0.5% |
143-22 |
| Close |
145-05 |
145-28 |
0-23 |
0.5% |
144-05 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
1-16 |
| ATR |
1-07 |
1-06 |
0-00 |
-1.2% |
0-00 |
| Volume |
817 |
589 |
-228 |
-27.9% |
29,888 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-23 |
148-09 |
146-14 |
|
| R3 |
147-23 |
147-09 |
146-05 |
|
| R2 |
146-23 |
146-23 |
146-02 |
|
| R1 |
146-09 |
146-09 |
145-31 |
146-16 |
| PP |
145-23 |
145-23 |
145-23 |
145-26 |
| S1 |
145-09 |
145-09 |
145-25 |
145-16 |
| S2 |
144-23 |
144-23 |
145-22 |
|
| S3 |
143-23 |
144-09 |
145-19 |
|
| S4 |
142-23 |
143-09 |
145-10 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
148-00 |
144-31 |
|
| R3 |
147-11 |
146-16 |
144-18 |
|
| R2 |
145-27 |
145-27 |
144-14 |
|
| R1 |
145-00 |
145-00 |
144-09 |
144-22 |
| PP |
144-11 |
144-11 |
144-11 |
144-06 |
| S1 |
143-16 |
143-16 |
144-01 |
143-06 |
| S2 |
142-27 |
142-27 |
143-28 |
|
| S3 |
141-11 |
142-00 |
143-24 |
|
| S4 |
139-27 |
140-16 |
143-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-04 |
143-27 |
2-09 |
1.6% |
0-30 |
0.6% |
89% |
True |
False |
2,716 |
| 10 |
146-04 |
143-22 |
2-14 |
1.7% |
1-03 |
0.7% |
90% |
True |
False |
8,259 |
| 20 |
146-04 |
142-14 |
3-22 |
2.5% |
1-06 |
0.8% |
93% |
True |
False |
193,972 |
| 40 |
151-06 |
142-14 |
8-24 |
6.0% |
1-10 |
0.9% |
39% |
False |
False |
315,973 |
| 60 |
154-15 |
142-14 |
12-01 |
8.2% |
1-07 |
0.8% |
29% |
False |
False |
290,698 |
| 80 |
154-18 |
142-14 |
12-04 |
8.3% |
1-07 |
0.8% |
28% |
False |
False |
279,474 |
| 100 |
154-18 |
142-14 |
12-04 |
8.3% |
1-05 |
0.8% |
28% |
False |
False |
224,247 |
| 120 |
154-18 |
142-14 |
12-04 |
8.3% |
1-03 |
0.7% |
28% |
False |
False |
186,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
148-24 |
|
1.618 |
147-24 |
|
1.000 |
147-04 |
|
0.618 |
146-24 |
|
HIGH |
146-04 |
|
0.618 |
145-24 |
|
0.500 |
145-20 |
|
0.382 |
145-16 |
|
LOW |
145-04 |
|
0.618 |
144-16 |
|
1.000 |
144-04 |
|
1.618 |
143-16 |
|
2.618 |
142-16 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-25 |
145-19 |
| PP |
145-23 |
145-10 |
| S1 |
145-20 |
145-01 |
|