ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-16 |
143-23 |
0-07 |
0.2% |
143-02 |
| High |
144-05 |
145-16 |
1-11 |
0.9% |
145-11 |
| Low |
142-30 |
143-22 |
0-24 |
0.5% |
142-27 |
| Close |
143-16 |
144-24 |
1-08 |
0.9% |
144-14 |
| Range |
1-07 |
1-26 |
0-19 |
48.7% |
2-16 |
| ATR |
1-05 |
1-07 |
0-02 |
5.3% |
0-00 |
| Volume |
297,560 |
463,701 |
166,141 |
55.8% |
1,319,183 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-03 |
149-07 |
145-24 |
|
| R3 |
148-09 |
147-13 |
145-08 |
|
| R2 |
146-15 |
146-15 |
145-03 |
|
| R1 |
145-19 |
145-19 |
144-29 |
146-01 |
| PP |
144-21 |
144-21 |
144-21 |
144-28 |
| S1 |
143-25 |
143-25 |
144-19 |
144-07 |
| S2 |
142-27 |
142-27 |
144-13 |
|
| S3 |
141-01 |
141-31 |
144-08 |
|
| S4 |
139-07 |
140-05 |
143-24 |
|
|
| 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 |
145-16 |
142-30 |
2-18 |
1.8% |
1-07 |
0.8% |
71% |
True |
False |
290,604 |
| 10 |
145-16 |
142-24 |
2-24 |
1.9% |
1-02 |
0.7% |
73% |
True |
False |
283,714 |
| 20 |
145-16 |
141-25 |
3-23 |
2.6% |
1-04 |
0.8% |
80% |
True |
False |
311,442 |
| 40 |
148-13 |
141-14 |
6-31 |
4.8% |
1-10 |
0.9% |
48% |
False |
False |
165,938 |
| 60 |
151-30 |
141-14 |
10-16 |
7.3% |
1-06 |
0.8% |
32% |
False |
False |
110,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-06 |
|
2.618 |
150-08 |
|
1.618 |
148-14 |
|
1.000 |
147-10 |
|
0.618 |
146-20 |
|
HIGH |
145-16 |
|
0.618 |
144-26 |
|
0.500 |
144-19 |
|
0.382 |
144-12 |
|
LOW |
143-22 |
|
0.618 |
142-18 |
|
1.000 |
141-28 |
|
1.618 |
140-24 |
|
2.618 |
138-30 |
|
4.250 |
136-00 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-22 |
144-18 |
| PP |
144-21 |
144-13 |
| S1 |
144-19 |
144-07 |
|