ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 19-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
144-27 |
144-13 |
-0-14 |
-0.3% |
143-02 |
High |
145-11 |
144-24 |
-0-19 |
-0.4% |
145-11 |
Low |
144-08 |
143-27 |
-0-13 |
-0.3% |
142-27 |
Close |
144-14 |
144-17 |
0-03 |
0.1% |
144-14 |
Range |
1-03 |
0-29 |
-0-06 |
-17.2% |
2-16 |
ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
Volume |
207,176 |
262,823 |
55,647 |
26.9% |
1,319,183 |
|
Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-03 |
146-23 |
145-01 |
|
R3 |
146-06 |
145-26 |
144-25 |
|
R2 |
145-09 |
145-09 |
144-22 |
|
R1 |
144-29 |
144-29 |
144-20 |
145-03 |
PP |
144-12 |
144-12 |
144-12 |
144-15 |
S1 |
144-00 |
144-00 |
144-14 |
144-06 |
S2 |
143-15 |
143-15 |
144-12 |
|
S3 |
142-18 |
143-03 |
144-09 |
|
S4 |
141-21 |
142-06 |
144-01 |
|
|
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% |
58% |
False |
False |
270,353 |
10 |
145-11 |
142-22 |
2-21 |
1.8% |
0-31 |
0.7% |
69% |
False |
False |
273,285 |
20 |
145-11 |
141-14 |
3-29 |
2.7% |
1-04 |
0.8% |
79% |
False |
False |
280,131 |
40 |
148-20 |
141-14 |
7-06 |
5.0% |
1-09 |
0.9% |
43% |
False |
False |
141,399 |
60 |
151-30 |
141-14 |
10-16 |
7.3% |
1-05 |
0.8% |
29% |
False |
False |
94,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-19 |
2.618 |
147-04 |
1.618 |
146-07 |
1.000 |
145-21 |
0.618 |
145-10 |
HIGH |
144-24 |
0.618 |
144-13 |
0.500 |
144-10 |
0.382 |
144-06 |
LOW |
143-27 |
0.618 |
143-09 |
1.000 |
142-30 |
1.618 |
142-12 |
2.618 |
141-15 |
4.250 |
140-00 |
|
|
Fisher Pivots for day following 19-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
144-15 |
144-19 |
PP |
144-12 |
144-18 |
S1 |
144-10 |
144-18 |
|