ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
143-04 |
143-04 |
0-00 |
0.0% |
143-04 |
| High |
143-26 |
143-17 |
-0-09 |
-0.2% |
143-14 |
| Low |
142-31 |
142-04 |
-0-27 |
-0.6% |
141-14 |
| Close |
143-07 |
142-18 |
-0-21 |
-0.5% |
143-02 |
| Range |
0-27 |
1-13 |
0-18 |
66.7% |
2-00 |
| ATR |
1-10 |
1-11 |
0-00 |
0.4% |
0-00 |
| Volume |
469,461 |
314,568 |
-154,893 |
-33.0% |
652,642 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-05 |
143-11 |
|
| R3 |
145-18 |
144-24 |
142-30 |
|
| R2 |
144-05 |
144-05 |
142-26 |
|
| R1 |
143-11 |
143-11 |
142-22 |
143-02 |
| PP |
142-24 |
142-24 |
142-24 |
142-19 |
| S1 |
141-30 |
141-30 |
142-14 |
141-20 |
| S2 |
141-11 |
141-11 |
142-10 |
|
| S3 |
139-30 |
140-17 |
142-06 |
|
| S4 |
138-17 |
139-04 |
141-25 |
|
|
| 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% |
47% |
False |
False |
278,873 |
| 10 |
144-08 |
141-14 |
2-26 |
2.0% |
1-08 |
0.9% |
40% |
False |
False |
145,829 |
| 20 |
147-10 |
141-14 |
5-28 |
4.1% |
1-17 |
1.1% |
19% |
False |
False |
74,376 |
| 40 |
151-30 |
141-14 |
10-16 |
7.4% |
1-07 |
0.9% |
11% |
False |
False |
37,293 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-00 |
0.7% |
9% |
False |
False |
24,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-16 |
|
2.618 |
147-07 |
|
1.618 |
145-26 |
|
1.000 |
144-30 |
|
0.618 |
144-13 |
|
HIGH |
143-17 |
|
0.618 |
143-00 |
|
0.500 |
142-27 |
|
0.382 |
142-21 |
|
LOW |
142-04 |
|
0.618 |
141-08 |
|
1.000 |
140-23 |
|
1.618 |
139-27 |
|
2.618 |
138-14 |
|
4.250 |
136-05 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-27 |
142-26 |
| PP |
142-24 |
142-23 |
| S1 |
142-21 |
142-21 |
|