ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
145-28 |
145-12 |
-0-16 |
-0.3% |
144-00 |
| High |
146-11 |
145-22 |
-0-21 |
-0.4% |
146-11 |
| Low |
145-10 |
144-28 |
-0-14 |
-0.3% |
143-29 |
| Close |
145-14 |
145-17 |
0-03 |
0.1% |
145-14 |
| Range |
1-01 |
0-26 |
-0-07 |
-21.2% |
2-14 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.1% |
0-00 |
| Volume |
968 |
710 |
-258 |
-26.7% |
5,081 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-26 |
147-15 |
145-31 |
|
| R3 |
147-00 |
146-21 |
145-24 |
|
| R2 |
146-06 |
146-06 |
145-22 |
|
| R1 |
145-27 |
145-27 |
145-19 |
146-01 |
| PP |
145-12 |
145-12 |
145-12 |
145-14 |
| S1 |
145-01 |
145-01 |
145-15 |
145-07 |
| S2 |
144-18 |
144-18 |
145-12 |
|
| S3 |
143-24 |
144-07 |
145-10 |
|
| S4 |
142-30 |
143-13 |
145-03 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-17 |
151-14 |
146-25 |
|
| R3 |
150-03 |
149-00 |
146-03 |
|
| R2 |
147-21 |
147-21 |
145-28 |
|
| R1 |
146-18 |
146-18 |
145-21 |
147-04 |
| PP |
145-07 |
145-07 |
145-07 |
145-16 |
| S1 |
144-04 |
144-04 |
145-07 |
144-22 |
| S2 |
142-25 |
142-25 |
145-00 |
|
| S3 |
140-11 |
141-22 |
144-25 |
|
| S4 |
137-29 |
139-08 |
144-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
144-15 |
1-28 |
1.3% |
0-28 |
0.6% |
57% |
False |
False |
678 |
| 10 |
146-11 |
143-22 |
2-21 |
1.8% |
0-29 |
0.6% |
69% |
False |
False |
2,815 |
| 20 |
146-11 |
142-14 |
3-29 |
2.7% |
1-03 |
0.7% |
79% |
False |
False |
138,945 |
| 40 |
149-22 |
142-14 |
7-08 |
5.0% |
1-10 |
0.9% |
43% |
False |
False |
289,948 |
| 60 |
153-04 |
142-14 |
10-22 |
7.3% |
1-07 |
0.8% |
29% |
False |
False |
278,388 |
| 80 |
154-18 |
142-14 |
12-04 |
8.3% |
1-07 |
0.8% |
26% |
False |
False |
278,753 |
| 100 |
154-18 |
142-14 |
12-04 |
8.3% |
1-05 |
0.8% |
26% |
False |
False |
224,263 |
| 120 |
154-18 |
142-14 |
12-04 |
8.3% |
1-03 |
0.8% |
26% |
False |
False |
186,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
147-26 |
|
1.618 |
147-00 |
|
1.000 |
146-16 |
|
0.618 |
146-06 |
|
HIGH |
145-22 |
|
0.618 |
145-12 |
|
0.500 |
145-09 |
|
0.382 |
145-06 |
|
LOW |
144-28 |
|
0.618 |
144-12 |
|
1.000 |
144-02 |
|
1.618 |
143-18 |
|
2.618 |
142-24 |
|
4.250 |
141-14 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-14 |
145-20 |
| PP |
145-12 |
145-19 |
| S1 |
145-09 |
145-18 |
|