ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
144-05 |
144-27 |
0-22 |
0.5% |
143-09 |
High |
145-04 |
145-08 |
0-04 |
0.1% |
144-05 |
Low |
144-03 |
144-20 |
0-17 |
0.4% |
142-21 |
Close |
144-28 |
144-26 |
-0-02 |
0.0% |
143-04 |
Range |
1-01 |
0-20 |
-0-13 |
-39.4% |
1-16 |
ATR |
1-06 |
1-05 |
-0-01 |
-3.4% |
0-00 |
Volume |
298,846 |
251,142 |
-47,704 |
-16.0% |
1,397,379 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-25 |
146-13 |
145-05 |
|
R3 |
146-05 |
145-25 |
145-00 |
|
R2 |
145-17 |
145-17 |
144-30 |
|
R1 |
145-05 |
145-05 |
144-28 |
145-01 |
PP |
144-29 |
144-29 |
144-29 |
144-26 |
S1 |
144-17 |
144-17 |
144-24 |
144-13 |
S2 |
144-09 |
144-09 |
144-22 |
|
S3 |
143-21 |
143-29 |
144-20 |
|
S4 |
143-01 |
143-09 |
144-15 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-26 |
146-31 |
143-30 |
|
R3 |
146-10 |
145-15 |
143-17 |
|
R2 |
144-26 |
144-26 |
143-13 |
|
R1 |
143-31 |
143-31 |
143-08 |
143-21 |
PP |
143-10 |
143-10 |
143-10 |
143-05 |
S1 |
142-15 |
142-15 |
143-00 |
142-05 |
S2 |
141-26 |
141-26 |
142-27 |
|
S3 |
140-10 |
140-31 |
142-23 |
|
S4 |
138-26 |
139-15 |
142-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145-08 |
142-24 |
2-16 |
1.7% |
0-30 |
0.6% |
83% |
True |
False |
276,824 |
10 |
145-08 |
142-21 |
2-19 |
1.8% |
1-02 |
0.7% |
83% |
True |
False |
285,014 |
20 |
145-08 |
141-14 |
3-26 |
2.6% |
1-05 |
0.8% |
89% |
True |
False |
257,196 |
40 |
148-25 |
141-14 |
7-11 |
5.1% |
1-09 |
0.9% |
46% |
False |
False |
129,670 |
60 |
152-07 |
141-14 |
10-25 |
7.4% |
1-04 |
0.8% |
31% |
False |
False |
86,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-29 |
2.618 |
146-28 |
1.618 |
146-08 |
1.000 |
145-28 |
0.618 |
145-20 |
HIGH |
145-08 |
0.618 |
145-00 |
0.500 |
144-30 |
0.382 |
144-28 |
LOW |
144-20 |
0.618 |
144-08 |
1.000 |
144-00 |
1.618 |
143-20 |
2.618 |
143-00 |
4.250 |
141-31 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
144-30 |
144-21 |
PP |
144-29 |
144-16 |
S1 |
144-27 |
144-11 |
|