ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
147-14 |
148-01 |
0-19 |
0.4% |
148-29 |
| High |
148-06 |
148-02 |
-0-04 |
-0.1% |
149-22 |
| Low |
147-03 |
146-03 |
-1-00 |
-0.7% |
148-07 |
| Close |
147-26 |
146-18 |
-1-08 |
-0.8% |
148-24 |
| Range |
1-03 |
1-31 |
0-28 |
80.0% |
1-15 |
| ATR |
1-03 |
1-05 |
0-02 |
5.6% |
0-00 |
| Volume |
518,389 |
468,340 |
-50,049 |
-9.7% |
1,562,971 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-26 |
151-21 |
147-21 |
|
| R3 |
150-27 |
149-22 |
147-03 |
|
| R2 |
148-28 |
148-28 |
146-30 |
|
| R1 |
147-23 |
147-23 |
146-24 |
147-10 |
| PP |
146-29 |
146-29 |
146-29 |
146-23 |
| S1 |
145-24 |
145-24 |
146-12 |
145-11 |
| S2 |
144-30 |
144-30 |
146-06 |
|
| S3 |
142-31 |
143-25 |
146-01 |
|
| S4 |
141-00 |
141-26 |
145-15 |
|
|
| 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 |
149-15 |
146-03 |
3-12 |
2.3% |
1-10 |
0.9% |
14% |
False |
True |
396,393 |
| 10 |
149-22 |
146-03 |
3-19 |
2.5% |
1-05 |
0.8% |
13% |
False |
True |
361,790 |
| 20 |
152-21 |
146-03 |
6-18 |
4.5% |
1-04 |
0.8% |
7% |
False |
True |
333,091 |
| 40 |
154-18 |
146-03 |
8-15 |
5.8% |
1-03 |
0.8% |
6% |
False |
True |
281,262 |
| 60 |
154-18 |
146-03 |
8-15 |
5.8% |
1-03 |
0.8% |
6% |
False |
True |
234,559 |
| 80 |
154-18 |
146-03 |
8-15 |
5.8% |
1-01 |
0.7% |
6% |
False |
True |
176,101 |
| 100 |
155-02 |
146-03 |
8-31 |
6.1% |
0-30 |
0.6% |
5% |
False |
True |
140,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-14 |
|
2.618 |
153-07 |
|
1.618 |
151-08 |
|
1.000 |
150-01 |
|
0.618 |
149-09 |
|
HIGH |
148-02 |
|
0.618 |
147-10 |
|
0.500 |
147-03 |
|
0.382 |
146-27 |
|
LOW |
146-03 |
|
0.618 |
144-28 |
|
1.000 |
144-04 |
|
1.618 |
142-29 |
|
2.618 |
140-30 |
|
4.250 |
137-23 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
147-03 |
147-07 |
| PP |
146-29 |
147-00 |
| S1 |
146-24 |
146-25 |
|