ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
151-27 |
151-25 |
-0-02 |
0.0% |
152-27 |
| High |
152-07 |
151-26 |
-0-13 |
-0.3% |
152-29 |
| Low |
151-15 |
150-01 |
-1-14 |
-0.9% |
151-12 |
| Close |
151-23 |
150-07 |
-1-16 |
-1.0% |
151-26 |
| Range |
0-24 |
1-25 |
1-01 |
137.5% |
1-17 |
| ATR |
1-02 |
1-03 |
0-02 |
4.9% |
0-00 |
| Volume |
146,591 |
368,548 |
221,957 |
151.4% |
928,307 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-01 |
154-29 |
151-06 |
|
| R3 |
154-08 |
153-04 |
150-23 |
|
| R2 |
152-15 |
152-15 |
150-17 |
|
| R1 |
151-11 |
151-11 |
150-12 |
151-01 |
| PP |
150-22 |
150-22 |
150-22 |
150-17 |
| S1 |
149-18 |
149-18 |
150-02 |
149-08 |
| S2 |
148-29 |
148-29 |
149-29 |
|
| S3 |
147-04 |
147-25 |
149-23 |
|
| S4 |
145-11 |
146-00 |
149-08 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-20 |
155-24 |
152-21 |
|
| R3 |
155-03 |
154-07 |
152-07 |
|
| R2 |
153-18 |
153-18 |
152-03 |
|
| R1 |
152-22 |
152-22 |
151-30 |
152-12 |
| PP |
152-01 |
152-01 |
152-01 |
151-28 |
| S1 |
151-05 |
151-05 |
151-22 |
150-26 |
| S2 |
150-16 |
150-16 |
151-17 |
|
| S3 |
148-31 |
149-20 |
151-13 |
|
| S4 |
147-14 |
148-03 |
150-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-21 |
150-01 |
2-20 |
1.7% |
1-01 |
0.7% |
7% |
False |
True |
238,931 |
| 10 |
153-04 |
150-01 |
3-03 |
2.1% |
1-03 |
0.7% |
6% |
False |
True |
209,933 |
| 20 |
154-15 |
150-01 |
4-14 |
3.0% |
1-03 |
0.7% |
4% |
False |
True |
223,912 |
| 40 |
154-18 |
150-01 |
4-17 |
3.0% |
1-04 |
0.7% |
4% |
False |
True |
209,914 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-01 |
0.7% |
20% |
False |
False |
140,349 |
| 80 |
154-18 |
149-05 |
5-13 |
3.6% |
0-30 |
0.6% |
20% |
False |
False |
105,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-12 |
|
2.618 |
156-15 |
|
1.618 |
154-22 |
|
1.000 |
153-19 |
|
0.618 |
152-29 |
|
HIGH |
151-26 |
|
0.618 |
151-04 |
|
0.500 |
150-30 |
|
0.382 |
150-23 |
|
LOW |
150-01 |
|
0.618 |
148-30 |
|
1.000 |
148-08 |
|
1.618 |
147-05 |
|
2.618 |
145-12 |
|
4.250 |
142-15 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
151-11 |
| PP |
150-22 |
150-31 |
| S1 |
150-15 |
150-19 |
|