ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
150-28 |
150-04 |
-0-24 |
-0.5% |
151-27 |
| High |
151-06 |
150-08 |
-0-30 |
-0.6% |
152-07 |
| Low |
150-03 |
149-03 |
-1-00 |
-0.7% |
149-03 |
| Close |
150-10 |
149-14 |
-0-28 |
-0.6% |
150-16 |
| Range |
1-03 |
1-05 |
0-02 |
5.7% |
3-04 |
| ATR |
1-02 |
1-03 |
0-00 |
0.9% |
0-00 |
| Volume |
306,023 |
377,868 |
71,845 |
23.5% |
1,609,418 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-02 |
152-13 |
150-02 |
|
| R3 |
151-29 |
151-08 |
149-24 |
|
| R2 |
150-24 |
150-24 |
149-21 |
|
| R1 |
150-03 |
150-03 |
149-17 |
149-27 |
| PP |
149-19 |
149-19 |
149-19 |
149-15 |
| S1 |
148-30 |
148-30 |
149-11 |
148-22 |
| S2 |
148-14 |
148-14 |
149-07 |
|
| S3 |
147-09 |
147-25 |
149-04 |
|
| S4 |
146-04 |
146-20 |
148-26 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-31 |
158-12 |
152-07 |
|
| R3 |
156-27 |
155-08 |
151-12 |
|
| R2 |
153-23 |
153-23 |
151-02 |
|
| R1 |
152-04 |
152-04 |
150-25 |
151-12 |
| PP |
150-19 |
150-19 |
150-19 |
150-07 |
| S1 |
149-00 |
149-00 |
150-07 |
148-08 |
| S2 |
147-15 |
147-15 |
149-30 |
|
| S3 |
144-11 |
145-28 |
149-20 |
|
| S4 |
141-07 |
142-24 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-06 |
149-03 |
2-03 |
1.4% |
1-01 |
0.7% |
16% |
False |
True |
323,814 |
| 10 |
152-21 |
149-03 |
3-18 |
2.4% |
1-02 |
0.7% |
10% |
False |
True |
304,391 |
| 20 |
153-15 |
149-03 |
4-12 |
2.9% |
1-03 |
0.7% |
8% |
False |
True |
253,652 |
| 40 |
154-18 |
149-03 |
5-15 |
3.7% |
1-03 |
0.7% |
6% |
False |
True |
259,512 |
| 60 |
154-18 |
149-03 |
5-15 |
3.7% |
1-02 |
0.7% |
6% |
False |
True |
174,489 |
| 80 |
154-18 |
149-03 |
5-15 |
3.7% |
0-31 |
0.7% |
6% |
False |
True |
130,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-05 |
|
2.618 |
153-09 |
|
1.618 |
152-04 |
|
1.000 |
151-13 |
|
0.618 |
150-31 |
|
HIGH |
150-08 |
|
0.618 |
149-26 |
|
0.500 |
149-22 |
|
0.382 |
149-17 |
|
LOW |
149-03 |
|
0.618 |
148-12 |
|
1.000 |
147-30 |
|
1.618 |
147-07 |
|
2.618 |
146-02 |
|
4.250 |
144-06 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
149-22 |
150-05 |
| PP |
149-19 |
149-29 |
| S1 |
149-17 |
149-22 |
|