ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-27 |
144-27 |
0-00 |
0.0% |
143-02 |
| High |
145-08 |
145-11 |
0-03 |
0.1% |
145-11 |
| Low |
144-20 |
144-08 |
-0-12 |
-0.3% |
142-27 |
| Close |
144-26 |
144-14 |
-0-12 |
-0.3% |
144-14 |
| Range |
0-20 |
1-03 |
0-15 |
75.0% |
2-16 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.4% |
0-00 |
| Volume |
251,142 |
207,176 |
-43,966 |
-17.5% |
1,319,183 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-31 |
147-09 |
145-01 |
|
| R3 |
146-28 |
146-06 |
144-24 |
|
| R2 |
145-25 |
145-25 |
144-20 |
|
| R1 |
145-03 |
145-03 |
144-17 |
144-29 |
| PP |
144-22 |
144-22 |
144-22 |
144-18 |
| S1 |
144-00 |
144-00 |
144-11 |
143-25 |
| S2 |
143-19 |
143-19 |
144-08 |
|
| S3 |
142-16 |
142-29 |
144-04 |
|
| S4 |
141-13 |
141-26 |
143-27 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
150-18 |
145-26 |
|
| R3 |
149-07 |
148-02 |
145-04 |
|
| R2 |
146-23 |
146-23 |
144-29 |
|
| R1 |
145-18 |
145-18 |
144-21 |
146-05 |
| PP |
144-07 |
144-07 |
144-07 |
144-16 |
| S1 |
143-02 |
143-02 |
144-07 |
143-21 |
| S2 |
141-23 |
141-23 |
143-31 |
|
| S3 |
139-07 |
140-18 |
143-24 |
|
| S4 |
136-23 |
138-02 |
143-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-11 |
142-27 |
2-16 |
1.7% |
0-31 |
0.7% |
64% |
True |
False |
263,836 |
| 10 |
145-11 |
142-21 |
2-22 |
1.9% |
1-01 |
0.7% |
66% |
True |
False |
271,656 |
| 20 |
145-11 |
141-14 |
3-29 |
2.7% |
1-04 |
0.8% |
77% |
True |
False |
267,296 |
| 40 |
148-20 |
141-14 |
7-06 |
5.0% |
1-09 |
0.9% |
42% |
False |
False |
134,835 |
| 60 |
151-30 |
141-14 |
10-16 |
7.3% |
1-04 |
0.8% |
29% |
False |
False |
89,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-00 |
|
2.618 |
148-07 |
|
1.618 |
147-04 |
|
1.000 |
146-14 |
|
0.618 |
146-01 |
|
HIGH |
145-11 |
|
0.618 |
144-30 |
|
0.500 |
144-26 |
|
0.382 |
144-21 |
|
LOW |
144-08 |
|
0.618 |
143-18 |
|
1.000 |
143-05 |
|
1.618 |
142-15 |
|
2.618 |
141-12 |
|
4.250 |
139-19 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-26 |
144-23 |
| PP |
144-22 |
144-20 |
| S1 |
144-18 |
144-17 |
|