ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
149-12 |
148-21 |
-0-23 |
-0.5% |
150-16 |
| High |
149-16 |
149-16 |
0-00 |
0.0% |
151-06 |
| Low |
148-07 |
148-11 |
0-04 |
0.1% |
148-17 |
| Close |
148-15 |
149-13 |
0-30 |
0.6% |
149-00 |
| Range |
1-09 |
1-05 |
-0-04 |
-9.8% |
2-21 |
| ATR |
1-02 |
1-03 |
0-00 |
0.5% |
0-00 |
| Volume |
363,674 |
391,865 |
28,191 |
7.8% |
1,313,875 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-18 |
152-04 |
150-01 |
|
| R3 |
151-13 |
150-31 |
149-23 |
|
| R2 |
150-08 |
150-08 |
149-20 |
|
| R1 |
149-26 |
149-26 |
149-16 |
150-01 |
| PP |
149-03 |
149-03 |
149-03 |
149-06 |
| S1 |
148-21 |
148-21 |
149-10 |
148-28 |
| S2 |
147-30 |
147-30 |
149-06 |
|
| S3 |
146-25 |
147-16 |
149-03 |
|
| S4 |
145-20 |
146-11 |
148-25 |
|
|
| 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 |
149-22 |
148-07 |
1-15 |
1.0% |
1-01 |
0.7% |
81% |
False |
False |
327,188 |
| 10 |
151-06 |
148-07 |
2-31 |
2.0% |
1-01 |
0.7% |
40% |
False |
False |
325,501 |
| 20 |
153-04 |
148-07 |
4-29 |
3.3% |
1-02 |
0.7% |
24% |
False |
False |
285,079 |
| 40 |
154-18 |
148-07 |
6-11 |
4.2% |
1-04 |
0.8% |
19% |
False |
False |
282,367 |
| 60 |
154-18 |
148-07 |
6-11 |
4.2% |
1-02 |
0.7% |
19% |
False |
False |
201,689 |
| 80 |
154-18 |
148-07 |
6-11 |
4.2% |
1-00 |
0.7% |
19% |
False |
False |
151,328 |
| 100 |
156-14 |
148-07 |
8-07 |
5.5% |
0-27 |
0.6% |
14% |
False |
False |
121,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-13 |
|
2.618 |
152-17 |
|
1.618 |
151-12 |
|
1.000 |
150-21 |
|
0.618 |
150-07 |
|
HIGH |
149-16 |
|
0.618 |
149-02 |
|
0.500 |
148-30 |
|
0.382 |
148-25 |
|
LOW |
148-11 |
|
0.618 |
147-20 |
|
1.000 |
147-06 |
|
1.618 |
146-15 |
|
2.618 |
145-10 |
|
4.250 |
143-14 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
149-08 |
149-08 |
| PP |
149-03 |
149-03 |
| S1 |
148-30 |
148-31 |
|