ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
146-06 |
144-30 |
-1-08 |
-0.9% |
148-24 |
| High |
146-12 |
147-16 |
1-04 |
0.8% |
148-29 |
| Low |
144-24 |
144-03 |
-0-21 |
-0.5% |
144-24 |
| Close |
144-25 |
145-22 |
0-29 |
0.6% |
144-25 |
| Range |
1-20 |
3-13 |
1-25 |
109.6% |
4-05 |
| ATR |
1-07 |
1-12 |
0-05 |
13.0% |
0-00 |
| Volume |
561,877 |
734,436 |
172,559 |
30.7% |
2,257,737 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-31 |
154-08 |
147-18 |
|
| R3 |
152-18 |
150-27 |
146-20 |
|
| R2 |
149-05 |
149-05 |
146-10 |
|
| R1 |
147-14 |
147-14 |
146-00 |
148-09 |
| PP |
145-24 |
145-24 |
145-24 |
146-06 |
| S1 |
144-01 |
144-01 |
145-12 |
144-29 |
| S2 |
142-11 |
142-11 |
145-02 |
|
| S3 |
138-30 |
140-20 |
144-24 |
|
| S4 |
135-17 |
137-07 |
143-26 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-20 |
155-27 |
147-02 |
|
| R3 |
154-15 |
151-22 |
145-30 |
|
| R2 |
150-10 |
150-10 |
145-17 |
|
| R1 |
147-17 |
147-17 |
145-05 |
146-27 |
| PP |
146-05 |
146-05 |
146-05 |
145-26 |
| S1 |
143-12 |
143-12 |
144-13 |
142-22 |
| S2 |
142-00 |
142-00 |
144-01 |
|
| S3 |
137-27 |
139-07 |
143-20 |
|
| S4 |
133-22 |
135-02 |
142-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-11 |
144-03 |
4-08 |
2.9% |
1-28 |
1.3% |
37% |
False |
True |
534,900 |
| 10 |
149-22 |
144-03 |
5-19 |
3.8% |
1-16 |
1.0% |
28% |
False |
True |
431,952 |
| 20 |
152-07 |
144-03 |
8-04 |
5.6% |
1-09 |
0.9% |
20% |
False |
True |
373,921 |
| 40 |
154-15 |
144-03 |
10-12 |
7.1% |
1-06 |
0.8% |
15% |
False |
True |
299,636 |
| 60 |
154-18 |
144-03 |
10-15 |
7.2% |
1-05 |
0.8% |
15% |
False |
True |
256,110 |
| 80 |
154-18 |
144-03 |
10-15 |
7.2% |
1-03 |
0.7% |
15% |
False |
True |
192,303 |
| 100 |
154-18 |
144-03 |
10-15 |
7.2% |
0-31 |
0.7% |
15% |
False |
True |
153,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-31 |
|
2.618 |
156-13 |
|
1.618 |
153-00 |
|
1.000 |
150-29 |
|
0.618 |
149-19 |
|
HIGH |
147-16 |
|
0.618 |
146-06 |
|
0.500 |
145-26 |
|
0.382 |
145-13 |
|
LOW |
144-03 |
|
0.618 |
142-00 |
|
1.000 |
140-22 |
|
1.618 |
138-19 |
|
2.618 |
135-06 |
|
4.250 |
129-20 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-26 |
146-03 |
| PP |
145-24 |
145-30 |
| S1 |
145-23 |
145-26 |
|