ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
149-12 |
148-24 |
-0-20 |
-0.4% |
148-29 |
| High |
149-15 |
148-29 |
-0-18 |
-0.4% |
149-22 |
| Low |
148-15 |
147-18 |
-0-29 |
-0.6% |
148-07 |
| Close |
148-24 |
148-04 |
-0-20 |
-0.4% |
148-24 |
| Range |
1-00 |
1-11 |
0-11 |
34.4% |
1-15 |
| ATR |
1-02 |
1-03 |
0-01 |
1.8% |
0-00 |
| Volume |
286,107 |
317,670 |
31,563 |
11.0% |
1,562,971 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-07 |
151-17 |
148-28 |
|
| R3 |
150-28 |
150-06 |
148-16 |
|
| R2 |
149-17 |
149-17 |
148-12 |
|
| R1 |
148-27 |
148-27 |
148-08 |
148-17 |
| PP |
148-06 |
148-06 |
148-06 |
148-01 |
| S1 |
147-16 |
147-16 |
148-00 |
147-05 |
| S2 |
146-27 |
146-27 |
147-28 |
|
| S3 |
145-16 |
146-05 |
147-24 |
|
| S4 |
144-05 |
144-26 |
147-12 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-16 |
149-18 |
|
| R3 |
151-26 |
151-01 |
149-05 |
|
| R2 |
150-11 |
150-11 |
149-01 |
|
| R1 |
149-18 |
149-18 |
148-28 |
149-07 |
| PP |
148-28 |
148-28 |
148-28 |
148-23 |
| S1 |
148-03 |
148-03 |
148-20 |
147-24 |
| S2 |
147-13 |
147-13 |
148-15 |
|
| S3 |
145-30 |
146-20 |
148-11 |
|
| S4 |
144-15 |
145-05 |
147-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-22 |
147-18 |
2-04 |
1.4% |
1-04 |
0.8% |
26% |
False |
True |
329,004 |
| 10 |
151-06 |
147-18 |
3-20 |
2.4% |
1-01 |
0.7% |
16% |
False |
True |
319,451 |
| 20 |
153-03 |
147-18 |
5-17 |
3.7% |
1-02 |
0.7% |
10% |
False |
True |
295,496 |
| 40 |
154-18 |
147-18 |
7-00 |
4.7% |
1-04 |
0.8% |
8% |
False |
True |
279,346 |
| 60 |
154-18 |
147-18 |
7-00 |
4.7% |
1-02 |
0.7% |
8% |
False |
True |
211,662 |
| 80 |
154-18 |
147-18 |
7-00 |
4.7% |
1-01 |
0.7% |
8% |
False |
True |
158,875 |
| 100 |
156-14 |
147-18 |
8-28 |
6.0% |
0-28 |
0.6% |
6% |
False |
True |
127,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-20 |
|
2.618 |
152-14 |
|
1.618 |
151-03 |
|
1.000 |
150-08 |
|
0.618 |
149-24 |
|
HIGH |
148-29 |
|
0.618 |
148-13 |
|
0.500 |
148-08 |
|
0.382 |
148-02 |
|
LOW |
147-18 |
|
0.618 |
146-23 |
|
1.000 |
146-07 |
|
1.618 |
145-12 |
|
2.618 |
144-01 |
|
4.250 |
141-27 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
148-08 |
148-17 |
| PP |
148-06 |
148-13 |
| S1 |
148-05 |
148-08 |
|