ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
141-25 |
142-03 |
0-10 |
0.2% |
143-04 |
| High |
142-19 |
143-08 |
0-21 |
0.5% |
143-14 |
| Low |
141-22 |
141-25 |
0-03 |
0.1% |
141-14 |
| Close |
142-04 |
143-02 |
0-30 |
0.7% |
143-02 |
| Range |
0-29 |
1-15 |
0-18 |
62.1% |
2-00 |
| ATR |
1-11 |
1-12 |
0-00 |
0.6% |
0-00 |
| Volume |
254,725 |
295,829 |
41,104 |
16.1% |
652,642 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-03 |
146-18 |
143-28 |
|
| R3 |
145-20 |
145-03 |
143-15 |
|
| R2 |
144-05 |
144-05 |
143-11 |
|
| R1 |
143-20 |
143-20 |
143-06 |
143-28 |
| PP |
142-22 |
142-22 |
142-22 |
142-27 |
| S1 |
142-05 |
142-05 |
142-30 |
142-14 |
| S2 |
141-07 |
141-07 |
142-25 |
|
| S3 |
139-24 |
140-22 |
142-21 |
|
| S4 |
138-09 |
139-07 |
142-08 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
147-27 |
144-05 |
|
| R3 |
146-21 |
145-27 |
143-20 |
|
| R2 |
144-21 |
144-21 |
143-14 |
|
| R1 |
143-27 |
143-27 |
143-08 |
143-08 |
| PP |
142-21 |
142-21 |
142-21 |
142-11 |
| S1 |
141-27 |
141-27 |
142-28 |
141-08 |
| S2 |
140-21 |
140-21 |
142-22 |
|
| S3 |
138-21 |
139-27 |
142-16 |
|
| S4 |
136-21 |
137-27 |
141-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-26 |
141-14 |
2-12 |
1.7% |
1-09 |
0.9% |
68% |
False |
False |
131,752 |
| 10 |
144-08 |
141-14 |
2-26 |
2.0% |
1-11 |
0.9% |
58% |
False |
False |
68,137 |
| 20 |
148-13 |
141-14 |
6-31 |
4.9% |
1-16 |
1.1% |
23% |
False |
False |
35,222 |
| 40 |
151-30 |
141-14 |
10-16 |
7.3% |
1-07 |
0.9% |
15% |
False |
False |
17,693 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
0-31 |
0.7% |
14% |
False |
False |
11,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-16 |
|
2.618 |
147-03 |
|
1.618 |
145-20 |
|
1.000 |
144-23 |
|
0.618 |
144-05 |
|
HIGH |
143-08 |
|
0.618 |
142-22 |
|
0.500 |
142-17 |
|
0.382 |
142-11 |
|
LOW |
141-25 |
|
0.618 |
140-28 |
|
1.000 |
140-10 |
|
1.618 |
139-13 |
|
2.618 |
137-30 |
|
4.250 |
135-17 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
142-26 |
| PP |
142-22 |
142-19 |
| S1 |
142-17 |
142-11 |
|