ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
151-22 |
152-07 |
0-17 |
0.4% |
150-29 |
| High |
152-13 |
152-13 |
0-00 |
0.0% |
153-04 |
| Low |
151-17 |
151-19 |
0-02 |
0.0% |
150-24 |
| Close |
152-10 |
152-10 |
0-00 |
0.0% |
153-00 |
| Range |
0-28 |
0-26 |
-0-02 |
-7.1% |
2-12 |
| ATR |
1-03 |
1-03 |
-0-01 |
-1.9% |
0-00 |
| Volume |
199,817 |
228,644 |
28,827 |
14.4% |
655,884 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-17 |
154-08 |
152-24 |
|
| R3 |
153-23 |
153-14 |
152-17 |
|
| R2 |
152-29 |
152-29 |
152-15 |
|
| R1 |
152-20 |
152-20 |
152-12 |
152-25 |
| PP |
152-03 |
152-03 |
152-03 |
152-06 |
| S1 |
151-26 |
151-26 |
152-08 |
151-31 |
| S2 |
151-09 |
151-09 |
152-05 |
|
| S3 |
150-15 |
151-00 |
152-03 |
|
| S4 |
149-21 |
150-06 |
151-28 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-13 |
158-19 |
154-10 |
|
| R3 |
157-01 |
156-07 |
153-21 |
|
| R2 |
154-21 |
154-21 |
153-14 |
|
| R1 |
153-27 |
153-27 |
153-07 |
154-08 |
| PP |
152-09 |
152-09 |
152-09 |
152-16 |
| S1 |
151-15 |
151-15 |
152-25 |
151-28 |
| S2 |
149-29 |
149-29 |
152-18 |
|
| S3 |
147-17 |
149-03 |
152-11 |
|
| S4 |
145-05 |
146-23 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-03 |
151-12 |
1-23 |
1.1% |
0-29 |
0.6% |
55% |
False |
False |
202,716 |
| 10 |
153-04 |
150-14 |
2-22 |
1.8% |
1-00 |
0.6% |
70% |
False |
False |
193,101 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
45% |
False |
False |
227,550 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
45% |
False |
False |
191,004 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
58% |
False |
False |
127,582 |
| 80 |
154-18 |
149-05 |
5-13 |
3.5% |
0-28 |
0.6% |
58% |
False |
False |
95,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-28 |
|
2.618 |
154-17 |
|
1.618 |
153-23 |
|
1.000 |
153-07 |
|
0.618 |
152-29 |
|
HIGH |
152-13 |
|
0.618 |
152-03 |
|
0.500 |
152-00 |
|
0.382 |
151-29 |
|
LOW |
151-19 |
|
0.618 |
151-03 |
|
1.000 |
150-25 |
|
1.618 |
150-09 |
|
2.618 |
149-15 |
|
4.250 |
148-05 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
152-07 |
152-08 |
| PP |
152-03 |
152-06 |
| S1 |
152-00 |
152-05 |
|