ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 26-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
144-25 |
144-28 |
0-03 |
0.1% |
144-13 |
High |
145-13 |
145-04 |
-0-09 |
-0.2% |
145-16 |
Low |
144-06 |
144-07 |
0-01 |
0.0% |
142-30 |
Close |
144-23 |
144-23 |
0-00 |
0.0% |
144-23 |
Range |
1-07 |
0-29 |
-0-10 |
-25.6% |
2-18 |
ATR |
1-07 |
1-06 |
-0-01 |
-1.8% |
0-00 |
Volume |
298,395 |
241,759 |
-56,636 |
-19.0% |
1,544,239 |
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-13 |
146-31 |
145-07 |
|
R3 |
146-16 |
146-02 |
144-31 |
|
R2 |
145-19 |
145-19 |
144-28 |
|
R1 |
145-05 |
145-05 |
144-26 |
144-30 |
PP |
144-22 |
144-22 |
144-22 |
144-18 |
S1 |
144-08 |
144-08 |
144-20 |
144-01 |
S2 |
143-25 |
143-25 |
144-18 |
|
S3 |
142-28 |
143-11 |
144-15 |
|
S4 |
141-31 |
142-14 |
144-07 |
|
|
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 |
145-16 |
142-30 |
2-18 |
1.8% |
1-08 |
0.9% |
70% |
False |
False |
304,635 |
10 |
145-16 |
142-30 |
2-18 |
1.8% |
1-03 |
0.8% |
70% |
False |
False |
287,494 |
20 |
145-16 |
142-04 |
3-12 |
2.3% |
1-04 |
0.8% |
77% |
False |
False |
300,185 |
40 |
147-27 |
141-14 |
6-13 |
4.4% |
1-10 |
0.9% |
51% |
False |
False |
179,433 |
60 |
151-30 |
141-14 |
10-16 |
7.3% |
1-06 |
0.8% |
31% |
False |
False |
119,681 |
80 |
153-14 |
141-14 |
12-00 |
8.3% |
1-01 |
0.7% |
27% |
False |
False |
89,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-31 |
2.618 |
147-16 |
1.618 |
146-19 |
1.000 |
146-01 |
0.618 |
145-22 |
HIGH |
145-04 |
0.618 |
144-25 |
0.500 |
144-22 |
0.382 |
144-18 |
LOW |
144-07 |
0.618 |
143-21 |
1.000 |
143-10 |
1.618 |
142-24 |
2.618 |
141-27 |
4.250 |
140-12 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
144-23 |
144-22 |
PP |
144-22 |
144-20 |
S1 |
144-22 |
144-19 |
|