ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
148-24 |
148-02 |
-0-22 |
-0.5% |
148-29 |
| High |
148-29 |
148-11 |
-0-18 |
-0.4% |
149-22 |
| Low |
147-18 |
147-04 |
-0-14 |
-0.3% |
148-07 |
| Close |
148-04 |
147-12 |
-0-24 |
-0.5% |
148-24 |
| Range |
1-11 |
1-07 |
-0-04 |
-9.3% |
1-15 |
| ATR |
1-03 |
1-03 |
0-00 |
0.8% |
0-00 |
| Volume |
317,670 |
391,461 |
73,791 |
23.2% |
1,562,971 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-09 |
150-17 |
148-01 |
|
| R3 |
150-02 |
149-10 |
147-23 |
|
| R2 |
148-27 |
148-27 |
147-19 |
|
| R1 |
148-03 |
148-03 |
147-16 |
147-28 |
| PP |
147-20 |
147-20 |
147-20 |
147-16 |
| S1 |
146-28 |
146-28 |
147-08 |
146-20 |
| S2 |
146-13 |
146-13 |
147-05 |
|
| S3 |
145-06 |
145-21 |
147-01 |
|
| S4 |
143-31 |
144-14 |
146-23 |
|
|
| 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 |
149-16 |
147-04 |
2-12 |
1.6% |
1-06 |
0.8% |
11% |
False |
True |
350,155 |
| 10 |
151-06 |
147-04 |
4-02 |
2.8% |
1-03 |
0.7% |
6% |
False |
True |
331,507 |
| 20 |
152-29 |
147-04 |
5-25 |
3.9% |
1-03 |
0.7% |
4% |
False |
True |
306,185 |
| 40 |
154-18 |
147-04 |
7-14 |
5.0% |
1-04 |
0.8% |
3% |
False |
True |
278,408 |
| 60 |
154-18 |
147-04 |
7-14 |
5.0% |
1-02 |
0.7% |
3% |
False |
True |
218,146 |
| 80 |
154-18 |
147-04 |
7-14 |
5.0% |
1-01 |
0.7% |
3% |
False |
True |
163,768 |
| 100 |
156-14 |
147-04 |
9-10 |
6.3% |
0-29 |
0.6% |
3% |
False |
True |
131,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-17 |
|
2.618 |
151-17 |
|
1.618 |
150-10 |
|
1.000 |
149-18 |
|
0.618 |
149-03 |
|
HIGH |
148-11 |
|
0.618 |
147-28 |
|
0.500 |
147-24 |
|
0.382 |
147-19 |
|
LOW |
147-04 |
|
0.618 |
146-12 |
|
1.000 |
145-29 |
|
1.618 |
145-05 |
|
2.618 |
143-30 |
|
4.250 |
141-30 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
147-24 |
148-10 |
| PP |
147-20 |
148-00 |
| S1 |
147-16 |
147-22 |
|