ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-13 |
144-12 |
-0-01 |
0.0% |
143-02 |
| High |
144-24 |
144-14 |
-0-10 |
-0.2% |
145-11 |
| Low |
143-27 |
143-13 |
-0-14 |
-0.3% |
142-27 |
| Close |
144-17 |
143-27 |
-0-22 |
-0.5% |
144-14 |
| Range |
0-29 |
1-01 |
0-04 |
13.8% |
2-16 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.1% |
0-00 |
| Volume |
262,823 |
221,760 |
-41,063 |
-15.6% |
1,319,183 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-00 |
146-14 |
144-13 |
|
| R3 |
145-31 |
145-13 |
144-04 |
|
| R2 |
144-30 |
144-30 |
144-01 |
|
| R1 |
144-12 |
144-12 |
143-30 |
144-05 |
| PP |
143-29 |
143-29 |
143-29 |
143-25 |
| S1 |
143-11 |
143-11 |
143-24 |
143-04 |
| S2 |
142-28 |
142-28 |
143-21 |
|
| S3 |
141-27 |
142-10 |
143-18 |
|
| S4 |
140-26 |
141-09 |
143-09 |
|
|
| 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 |
143-13 |
1-30 |
1.3% |
0-30 |
0.7% |
23% |
False |
True |
248,349 |
| 10 |
145-11 |
142-24 |
2-19 |
1.8% |
0-31 |
0.7% |
42% |
False |
False |
266,036 |
| 20 |
145-11 |
141-14 |
3-29 |
2.7% |
1-04 |
0.8% |
62% |
False |
False |
289,104 |
| 40 |
148-20 |
141-14 |
7-06 |
5.0% |
1-09 |
0.9% |
33% |
False |
False |
146,930 |
| 60 |
151-30 |
141-14 |
10-16 |
7.3% |
1-05 |
0.8% |
23% |
False |
False |
97,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-26 |
|
2.618 |
147-04 |
|
1.618 |
146-03 |
|
1.000 |
145-15 |
|
0.618 |
145-02 |
|
HIGH |
144-14 |
|
0.618 |
144-01 |
|
0.500 |
143-30 |
|
0.382 |
143-26 |
|
LOW |
143-13 |
|
0.618 |
142-25 |
|
1.000 |
142-12 |
|
1.618 |
141-24 |
|
2.618 |
140-23 |
|
4.250 |
139-01 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-30 |
144-12 |
| PP |
143-29 |
144-06 |
| S1 |
143-28 |
144-01 |
|