ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-10 |
143-04 |
-0-06 |
-0.1% |
143-04 |
| High |
144-00 |
144-00 |
0-00 |
0.0% |
144-20 |
| Low |
143-00 |
143-00 |
0-00 |
0.0% |
142-04 |
| Close |
143-03 |
143-17 |
0-14 |
0.3% |
143-14 |
| Range |
1-00 |
1-00 |
0-00 |
0.0% |
2-16 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.6% |
0-00 |
| Volume |
309,570 |
274,918 |
-34,652 |
-11.2% |
1,970,605 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-16 |
146-01 |
144-03 |
|
| R3 |
145-16 |
145-01 |
143-26 |
|
| R2 |
144-16 |
144-16 |
143-23 |
|
| R1 |
144-01 |
144-01 |
143-20 |
144-09 |
| PP |
143-16 |
143-16 |
143-16 |
143-20 |
| S1 |
143-01 |
143-01 |
143-14 |
143-09 |
| S2 |
142-16 |
142-16 |
143-11 |
|
| S3 |
141-16 |
142-01 |
143-08 |
|
| S4 |
140-16 |
141-01 |
142-31 |
|
|
| 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 |
142-21 |
1-31 |
1.4% |
1-06 |
0.8% |
44% |
False |
False |
293,203 |
| 10 |
144-20 |
141-25 |
2-27 |
2.0% |
1-07 |
0.8% |
62% |
False |
False |
339,169 |
| 20 |
144-20 |
141-14 |
3-06 |
2.2% |
1-09 |
0.9% |
66% |
False |
False |
189,104 |
| 40 |
150-05 |
141-14 |
8-23 |
6.1% |
1-09 |
0.9% |
24% |
False |
False |
95,080 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-03 |
0.8% |
17% |
False |
False |
63,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-08 |
|
2.618 |
146-20 |
|
1.618 |
145-20 |
|
1.000 |
145-00 |
|
0.618 |
144-20 |
|
HIGH |
144-00 |
|
0.618 |
143-20 |
|
0.500 |
143-16 |
|
0.382 |
143-12 |
|
LOW |
143-00 |
|
0.618 |
142-12 |
|
1.000 |
142-00 |
|
1.618 |
141-12 |
|
2.618 |
140-12 |
|
4.250 |
138-24 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-17 |
143-15 |
| PP |
143-16 |
143-13 |
| S1 |
143-16 |
143-11 |
|