ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
148-02 |
147-14 |
-0-20 |
-0.4% |
148-29 |
| High |
148-11 |
148-06 |
-0-05 |
-0.1% |
149-22 |
| Low |
147-04 |
147-03 |
-0-01 |
0.0% |
148-07 |
| Close |
147-12 |
147-26 |
0-14 |
0.3% |
148-24 |
| Range |
1-07 |
1-03 |
-0-04 |
-10.3% |
1-15 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.1% |
0-00 |
| Volume |
391,461 |
518,389 |
126,928 |
32.4% |
1,562,971 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-31 |
150-16 |
148-13 |
|
| R3 |
149-28 |
149-13 |
148-04 |
|
| R2 |
148-25 |
148-25 |
148-00 |
|
| R1 |
148-10 |
148-10 |
147-29 |
148-17 |
| PP |
147-22 |
147-22 |
147-22 |
147-26 |
| S1 |
147-07 |
147-07 |
147-23 |
147-15 |
| S2 |
146-19 |
146-19 |
147-20 |
|
| S3 |
145-16 |
146-04 |
147-16 |
|
| S4 |
144-13 |
145-01 |
147-07 |
|
|
| 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 |
147-03 |
2-13 |
1.6% |
1-05 |
0.8% |
30% |
False |
True |
381,098 |
| 10 |
150-08 |
147-03 |
3-05 |
2.1% |
1-03 |
0.7% |
23% |
False |
True |
352,743 |
| 20 |
152-21 |
147-03 |
5-18 |
3.8% |
1-02 |
0.7% |
13% |
False |
True |
319,665 |
| 40 |
154-18 |
147-03 |
7-15 |
5.1% |
1-03 |
0.7% |
10% |
False |
True |
276,394 |
| 60 |
154-18 |
147-03 |
7-15 |
5.1% |
1-03 |
0.7% |
10% |
False |
True |
226,777 |
| 80 |
154-18 |
147-03 |
7-15 |
5.1% |
1-01 |
0.7% |
10% |
False |
True |
170,248 |
| 100 |
156-11 |
147-03 |
9-08 |
6.3% |
0-29 |
0.6% |
8% |
False |
True |
136,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-27 |
|
2.618 |
151-02 |
|
1.618 |
149-31 |
|
1.000 |
149-09 |
|
0.618 |
148-28 |
|
HIGH |
148-06 |
|
0.618 |
147-25 |
|
0.500 |
147-21 |
|
0.382 |
147-16 |
|
LOW |
147-03 |
|
0.618 |
146-13 |
|
1.000 |
146-00 |
|
1.618 |
145-10 |
|
2.618 |
144-07 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
147-24 |
148-00 |
| PP |
147-22 |
147-30 |
| S1 |
147-21 |
147-28 |
|