ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
150-04 |
149-05 |
-0-31 |
-0.6% |
150-16 |
| High |
150-08 |
149-12 |
-0-28 |
-0.6% |
151-06 |
| Low |
149-03 |
148-17 |
-0-18 |
-0.4% |
148-17 |
| Close |
149-14 |
149-00 |
-0-14 |
-0.3% |
149-00 |
| Range |
1-05 |
0-27 |
-0-10 |
-27.0% |
2-21 |
| ATR |
1-03 |
1-02 |
0-00 |
-1.2% |
0-00 |
| Volume |
377,868 |
359,078 |
-18,790 |
-5.0% |
1,313,875 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-16 |
151-03 |
149-15 |
|
| R3 |
150-21 |
150-08 |
149-07 |
|
| R2 |
149-26 |
149-26 |
149-05 |
|
| R1 |
149-13 |
149-13 |
149-02 |
149-06 |
| PP |
148-31 |
148-31 |
148-31 |
148-28 |
| S1 |
148-18 |
148-18 |
148-30 |
148-11 |
| S2 |
148-04 |
148-04 |
148-27 |
|
| S3 |
147-09 |
147-23 |
148-25 |
|
| S4 |
146-14 |
146-28 |
148-17 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-17 |
155-30 |
150-15 |
|
| R3 |
154-28 |
153-09 |
149-23 |
|
| R2 |
152-07 |
152-07 |
149-16 |
|
| R1 |
150-20 |
150-20 |
149-08 |
150-03 |
| PP |
149-18 |
149-18 |
149-18 |
149-10 |
| S1 |
147-31 |
147-31 |
148-24 |
147-14 |
| S2 |
146-29 |
146-29 |
148-16 |
|
| S3 |
144-08 |
145-10 |
148-09 |
|
| S4 |
141-19 |
142-21 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-06 |
148-17 |
2-21 |
1.8% |
0-31 |
0.7% |
18% |
False |
True |
320,853 |
| 10 |
152-21 |
148-17 |
4-04 |
2.8% |
1-02 |
0.7% |
11% |
False |
True |
317,434 |
| 20 |
153-04 |
148-17 |
4-19 |
3.1% |
1-01 |
0.7% |
10% |
False |
True |
255,268 |
| 40 |
154-18 |
148-17 |
6-01 |
4.0% |
1-04 |
0.7% |
8% |
False |
True |
267,558 |
| 60 |
154-18 |
148-17 |
6-01 |
4.0% |
1-02 |
0.7% |
8% |
False |
True |
180,473 |
| 80 |
154-18 |
148-17 |
6-01 |
4.0% |
1-00 |
0.7% |
8% |
False |
True |
135,367 |
| 100 |
156-14 |
148-17 |
7-29 |
5.3% |
0-26 |
0.5% |
6% |
False |
True |
108,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-31 |
|
2.618 |
151-19 |
|
1.618 |
150-24 |
|
1.000 |
150-07 |
|
0.618 |
149-29 |
|
HIGH |
149-12 |
|
0.618 |
149-02 |
|
0.500 |
148-31 |
|
0.382 |
148-27 |
|
LOW |
148-17 |
|
0.618 |
148-00 |
|
1.000 |
147-22 |
|
1.618 |
147-05 |
|
2.618 |
146-10 |
|
4.250 |
144-30 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
149-00 |
149-28 |
| PP |
148-31 |
149-18 |
| S1 |
148-31 |
149-09 |
|