ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-02 |
143-21 |
0-19 |
0.4% |
143-09 |
| High |
143-26 |
144-15 |
0-21 |
0.5% |
144-05 |
| Low |
142-27 |
143-13 |
0-18 |
0.4% |
142-21 |
| Close |
143-23 |
144-04 |
0-13 |
0.3% |
143-04 |
| Range |
0-31 |
1-02 |
0-03 |
9.7% |
1-16 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.0% |
0-00 |
| Volume |
230,238 |
331,781 |
101,543 |
44.1% |
1,397,379 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-06 |
146-23 |
144-23 |
|
| R3 |
146-04 |
145-21 |
144-13 |
|
| R2 |
145-02 |
145-02 |
144-10 |
|
| R1 |
144-19 |
144-19 |
144-07 |
144-27 |
| PP |
144-00 |
144-00 |
144-00 |
144-04 |
| S1 |
143-17 |
143-17 |
144-01 |
143-25 |
| S2 |
142-30 |
142-30 |
143-30 |
|
| S3 |
141-28 |
142-15 |
143-27 |
|
| S4 |
140-26 |
141-13 |
143-17 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-26 |
146-31 |
143-30 |
|
| R3 |
146-10 |
145-15 |
143-17 |
|
| R2 |
144-26 |
144-26 |
143-13 |
|
| R1 |
143-31 |
143-31 |
143-08 |
143-21 |
| PP |
143-10 |
143-10 |
143-10 |
143-05 |
| S1 |
142-15 |
142-15 |
143-00 |
142-05 |
| S2 |
141-26 |
141-26 |
142-27 |
|
| S3 |
140-10 |
140-31 |
142-23 |
|
| S4 |
138-26 |
139-15 |
142-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-15 |
142-24 |
1-23 |
1.2% |
1-00 |
0.7% |
80% |
True |
False |
283,724 |
| 10 |
144-20 |
142-17 |
2-03 |
1.5% |
1-04 |
0.8% |
76% |
False |
False |
314,597 |
| 20 |
144-20 |
141-14 |
3-06 |
2.2% |
1-06 |
0.8% |
84% |
False |
False |
230,213 |
| 40 |
150-05 |
141-14 |
8-23 |
6.0% |
1-09 |
0.9% |
31% |
False |
False |
115,925 |
| 60 |
153-14 |
141-14 |
12-00 |
8.3% |
1-03 |
0.8% |
22% |
False |
False |
77,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-00 |
|
2.618 |
147-08 |
|
1.618 |
146-06 |
|
1.000 |
145-17 |
|
0.618 |
145-04 |
|
HIGH |
144-15 |
|
0.618 |
144-02 |
|
0.500 |
143-30 |
|
0.382 |
143-26 |
|
LOW |
143-13 |
|
0.618 |
142-24 |
|
1.000 |
142-11 |
|
1.618 |
141-22 |
|
2.618 |
140-20 |
|
4.250 |
138-29 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-02 |
143-31 |
| PP |
144-00 |
143-25 |
| S1 |
143-30 |
143-20 |
|