ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
144-28 |
144-14 |
-0-14 |
-0.3% |
144-13 |
High |
145-04 |
145-28 |
0-24 |
0.5% |
145-16 |
Low |
144-07 |
144-11 |
0-04 |
0.1% |
142-30 |
Close |
144-23 |
145-20 |
0-29 |
0.6% |
144-23 |
Range |
0-29 |
1-17 |
0-20 |
69.0% |
2-18 |
ATR |
1-06 |
1-07 |
0-01 |
2.1% |
0-00 |
Volume |
241,759 |
332,668 |
90,909 |
37.6% |
1,544,239 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-28 |
149-09 |
146-15 |
|
R3 |
148-11 |
147-24 |
146-01 |
|
R2 |
146-26 |
146-26 |
145-29 |
|
R1 |
146-07 |
146-07 |
145-24 |
146-16 |
PP |
145-09 |
145-09 |
145-09 |
145-14 |
S1 |
144-22 |
144-22 |
145-16 |
145-00 |
S2 |
143-24 |
143-24 |
145-11 |
|
S3 |
142-07 |
143-05 |
145-07 |
|
S4 |
140-22 |
141-20 |
144-25 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-02 |
150-31 |
146-04 |
|
R3 |
149-16 |
148-13 |
145-14 |
|
R2 |
146-30 |
146-30 |
145-06 |
|
R1 |
145-27 |
145-27 |
144-31 |
146-13 |
PP |
144-12 |
144-12 |
144-12 |
144-21 |
S1 |
143-09 |
143-09 |
144-15 |
143-27 |
S2 |
141-26 |
141-26 |
144-08 |
|
S3 |
139-08 |
140-23 |
144-00 |
|
S4 |
136-22 |
138-05 |
143-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145-28 |
142-30 |
2-30 |
2.0% |
1-11 |
0.9% |
91% |
True |
False |
326,816 |
10 |
145-28 |
142-30 |
2-30 |
2.0% |
1-04 |
0.8% |
91% |
True |
False |
287,583 |
20 |
145-28 |
142-17 |
3-11 |
2.3% |
1-04 |
0.8% |
93% |
True |
False |
301,090 |
40 |
147-10 |
141-14 |
5-28 |
4.0% |
1-10 |
0.9% |
71% |
False |
False |
187,733 |
60 |
151-30 |
141-14 |
10-16 |
7.2% |
1-06 |
0.8% |
40% |
False |
False |
125,225 |
80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-01 |
0.7% |
35% |
False |
False |
93,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152-12 |
2.618 |
149-28 |
1.618 |
148-11 |
1.000 |
147-13 |
0.618 |
146-26 |
HIGH |
145-28 |
0.618 |
145-09 |
0.500 |
145-04 |
0.382 |
144-30 |
LOW |
144-11 |
0.618 |
143-13 |
1.000 |
142-26 |
1.618 |
141-28 |
2.618 |
140-11 |
4.250 |
137-27 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
145-15 |
145-14 |
PP |
145-09 |
145-07 |
S1 |
145-04 |
145-01 |
|