ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-21 |
144-05 |
0-16 |
0.3% |
143-09 |
| High |
144-15 |
145-04 |
0-21 |
0.5% |
144-05 |
| Low |
143-13 |
144-03 |
0-22 |
0.5% |
142-21 |
| Close |
144-04 |
144-28 |
0-24 |
0.5% |
143-04 |
| Range |
1-02 |
1-01 |
-0-01 |
-2.9% |
1-16 |
| ATR |
1-07 |
1-06 |
0-00 |
-1.1% |
0-00 |
| Volume |
331,781 |
298,846 |
-32,935 |
-9.9% |
1,397,379 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-25 |
147-12 |
145-14 |
|
| R3 |
146-24 |
146-11 |
145-05 |
|
| R2 |
145-23 |
145-23 |
145-02 |
|
| R1 |
145-10 |
145-10 |
144-31 |
145-16 |
| PP |
144-22 |
144-22 |
144-22 |
144-26 |
| S1 |
144-09 |
144-09 |
144-25 |
144-16 |
| S2 |
143-21 |
143-21 |
144-22 |
|
| S3 |
142-20 |
143-08 |
144-19 |
|
| S4 |
141-19 |
142-07 |
144-10 |
|
|
| 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 |
145-04 |
142-24 |
2-12 |
1.6% |
1-00 |
0.7% |
89% |
True |
False |
281,579 |
| 10 |
145-04 |
142-21 |
2-15 |
1.7% |
1-04 |
0.8% |
90% |
True |
False |
307,927 |
| 20 |
145-04 |
141-14 |
3-22 |
2.5% |
1-07 |
0.8% |
93% |
True |
False |
244,978 |
| 40 |
150-05 |
141-14 |
8-23 |
6.0% |
1-09 |
0.9% |
39% |
False |
False |
123,393 |
| 60 |
153-14 |
141-14 |
12-00 |
8.3% |
1-04 |
0.8% |
29% |
False |
False |
82,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-16 |
|
2.618 |
147-26 |
|
1.618 |
146-25 |
|
1.000 |
146-05 |
|
0.618 |
145-24 |
|
HIGH |
145-04 |
|
0.618 |
144-23 |
|
0.500 |
144-20 |
|
0.382 |
144-16 |
|
LOW |
144-03 |
|
0.618 |
143-15 |
|
1.000 |
143-02 |
|
1.618 |
142-14 |
|
2.618 |
141-13 |
|
4.250 |
139-23 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-25 |
144-19 |
| PP |
144-22 |
144-09 |
| S1 |
144-20 |
144-00 |
|