ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-16 |
144-10 |
0-26 |
0.6% |
143-04 |
| High |
144-18 |
144-20 |
0-02 |
0.0% |
144-20 |
| Low |
143-06 |
143-05 |
-0-01 |
0.0% |
142-04 |
| Close |
144-11 |
143-14 |
-0-29 |
-0.6% |
143-14 |
| Range |
1-12 |
1-15 |
0-03 |
6.8% |
2-16 |
| ATR |
1-10 |
1-10 |
0-00 |
0.8% |
0-00 |
| Volume |
480,281 |
340,754 |
-139,527 |
-29.1% |
1,970,605 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-05 |
147-08 |
144-08 |
|
| R3 |
146-22 |
145-25 |
143-27 |
|
| R2 |
145-07 |
145-07 |
143-23 |
|
| R1 |
144-10 |
144-10 |
143-18 |
144-01 |
| PP |
143-24 |
143-24 |
143-24 |
143-19 |
| S1 |
142-27 |
142-27 |
143-10 |
142-18 |
| S2 |
142-09 |
142-09 |
143-05 |
|
| S3 |
140-26 |
141-12 |
143-01 |
|
| S4 |
139-11 |
139-29 |
142-20 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-29 |
149-21 |
144-26 |
|
| R3 |
148-13 |
147-05 |
144-04 |
|
| R2 |
145-29 |
145-29 |
143-29 |
|
| R1 |
144-21 |
144-21 |
143-21 |
145-09 |
| PP |
143-13 |
143-13 |
143-13 |
143-22 |
| S1 |
142-05 |
142-05 |
143-07 |
142-25 |
| S2 |
140-29 |
140-29 |
142-31 |
|
| S3 |
138-13 |
139-21 |
142-24 |
|
| S4 |
135-29 |
137-05 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-20 |
142-04 |
2-16 |
1.7% |
1-07 |
0.9% |
53% |
True |
False |
394,121 |
| 10 |
144-20 |
141-14 |
3-06 |
2.2% |
1-08 |
0.9% |
63% |
True |
False |
262,936 |
| 20 |
146-21 |
141-14 |
5-07 |
3.6% |
1-16 |
1.1% |
38% |
False |
False |
133,549 |
| 40 |
151-18 |
141-14 |
10-04 |
7.1% |
1-08 |
0.9% |
20% |
False |
False |
66,954 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-01 |
0.7% |
17% |
False |
False |
44,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-28 |
|
2.618 |
148-15 |
|
1.618 |
147-00 |
|
1.000 |
146-03 |
|
0.618 |
145-17 |
|
HIGH |
144-20 |
|
0.618 |
144-02 |
|
0.500 |
143-29 |
|
0.382 |
143-23 |
|
LOW |
143-05 |
|
0.618 |
142-08 |
|
1.000 |
141-22 |
|
1.618 |
140-25 |
|
2.618 |
139-10 |
|
4.250 |
136-29 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-29 |
143-19 |
| PP |
143-24 |
143-17 |
| S1 |
143-19 |
143-16 |
|