ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
145-23 |
145-22 |
-0-01 |
0.0% |
144-13 |
| High |
146-10 |
146-24 |
0-14 |
0.3% |
145-16 |
| Low |
145-13 |
145-19 |
0-06 |
0.1% |
142-30 |
| Close |
145-28 |
146-20 |
0-24 |
0.5% |
144-23 |
| Range |
0-29 |
1-05 |
0-08 |
27.6% |
2-18 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.2% |
0-00 |
| Volume |
347,110 |
291,840 |
-55,270 |
-15.9% |
1,544,239 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-25 |
149-12 |
147-08 |
|
| R3 |
148-20 |
148-07 |
146-30 |
|
| R2 |
147-15 |
147-15 |
146-27 |
|
| R1 |
147-02 |
147-02 |
146-23 |
147-08 |
| PP |
146-10 |
146-10 |
146-10 |
146-14 |
| S1 |
145-29 |
145-29 |
146-17 |
146-04 |
| S2 |
145-05 |
145-05 |
146-13 |
|
| S3 |
144-00 |
144-24 |
146-10 |
|
| S4 |
142-27 |
143-19 |
146-00 |
|
|
| 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 |
146-24 |
144-06 |
2-18 |
1.7% |
1-05 |
0.8% |
95% |
True |
False |
302,354 |
| 10 |
146-24 |
142-30 |
3-26 |
2.6% |
1-06 |
0.8% |
97% |
True |
False |
296,479 |
| 20 |
146-24 |
142-21 |
4-03 |
2.8% |
1-04 |
0.8% |
97% |
True |
False |
290,746 |
| 40 |
146-31 |
141-14 |
5-17 |
3.8% |
1-10 |
0.9% |
94% |
False |
False |
203,654 |
| 60 |
151-18 |
141-14 |
10-04 |
6.9% |
1-06 |
0.8% |
51% |
False |
False |
135,874 |
| 80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-02 |
0.7% |
43% |
False |
False |
101,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-21 |
|
2.618 |
149-25 |
|
1.618 |
148-20 |
|
1.000 |
147-29 |
|
0.618 |
147-15 |
|
HIGH |
146-24 |
|
0.618 |
146-10 |
|
0.500 |
146-06 |
|
0.382 |
146-01 |
|
LOW |
145-19 |
|
0.618 |
144-28 |
|
1.000 |
144-14 |
|
1.618 |
143-23 |
|
2.618 |
142-18 |
|
4.250 |
140-22 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
146-15 |
146-09 |
| PP |
146-10 |
145-29 |
| S1 |
146-06 |
145-18 |
|