ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
145-12 |
144-24 |
-0-20 |
-0.4% |
144-00 |
| High |
145-22 |
144-29 |
-0-25 |
-0.5% |
146-11 |
| Low |
144-28 |
144-24 |
-0-04 |
-0.1% |
143-29 |
| Close |
145-17 |
144-26 |
-0-23 |
-0.5% |
145-14 |
| Range |
0-26 |
0-05 |
-0-21 |
-80.8% |
2-14 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.2% |
0-00 |
| Volume |
710 |
112 |
-598 |
-84.2% |
5,081 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-09 |
145-07 |
144-29 |
|
| R3 |
145-04 |
145-02 |
144-27 |
|
| R2 |
144-31 |
144-31 |
144-27 |
|
| R1 |
144-29 |
144-29 |
144-26 |
144-30 |
| PP |
144-26 |
144-26 |
144-26 |
144-27 |
| S1 |
144-24 |
144-24 |
144-26 |
144-25 |
| S2 |
144-21 |
144-21 |
144-25 |
|
| S3 |
144-16 |
144-19 |
144-25 |
|
| S4 |
144-11 |
144-14 |
144-23 |
|
|
| 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 |
144-24 |
1-19 |
1.1% |
0-23 |
0.5% |
4% |
False |
True |
537 |
| 10 |
146-11 |
143-27 |
2-16 |
1.7% |
0-26 |
0.6% |
39% |
False |
False |
2,293 |
| 20 |
146-11 |
142-14 |
3-29 |
2.7% |
1-01 |
0.7% |
61% |
False |
False |
122,647 |
| 40 |
149-22 |
142-14 |
7-08 |
5.0% |
1-09 |
0.9% |
33% |
False |
False |
284,061 |
| 60 |
153-04 |
142-14 |
10-22 |
7.4% |
1-06 |
0.8% |
22% |
False |
False |
273,393 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-06 |
0.8% |
20% |
False |
False |
277,087 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-05 |
0.8% |
20% |
False |
False |
224,264 |
| 120 |
154-18 |
142-14 |
12-04 |
8.4% |
1-03 |
0.8% |
20% |
False |
False |
186,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-18 |
|
2.618 |
145-10 |
|
1.618 |
145-05 |
|
1.000 |
145-02 |
|
0.618 |
145-00 |
|
HIGH |
144-29 |
|
0.618 |
144-27 |
|
0.500 |
144-27 |
|
0.382 |
144-26 |
|
LOW |
144-24 |
|
0.618 |
144-21 |
|
1.000 |
144-19 |
|
1.618 |
144-16 |
|
2.618 |
144-11 |
|
4.250 |
144-03 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-27 |
145-18 |
| PP |
144-26 |
145-10 |
| S1 |
144-26 |
145-02 |
|