ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
144-08 |
144-25 |
0-17 |
0.4% |
144-30 |
| High |
144-30 |
145-09 |
0-11 |
0.2% |
147-23 |
| Low |
144-06 |
143-07 |
-0-31 |
-0.7% |
143-19 |
| Close |
144-18 |
143-12 |
-1-06 |
-0.8% |
144-05 |
| Range |
0-24 |
2-02 |
1-10 |
175.0% |
4-04 |
| ATR |
1-14 |
1-15 |
0-01 |
3.1% |
0-00 |
| Volume |
264,027 |
442,761 |
178,734 |
67.7% |
3,214,568 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-05 |
148-26 |
144-16 |
|
| R3 |
148-03 |
146-24 |
143-30 |
|
| R2 |
146-01 |
146-01 |
143-24 |
|
| R1 |
144-22 |
144-22 |
143-18 |
144-11 |
| PP |
143-31 |
143-31 |
143-31 |
143-25 |
| S1 |
142-20 |
142-20 |
143-06 |
142-09 |
| S2 |
141-29 |
141-29 |
143-00 |
|
| S3 |
139-27 |
140-18 |
142-26 |
|
| S4 |
137-25 |
138-16 |
142-08 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-17 |
154-31 |
146-14 |
|
| R3 |
153-13 |
150-27 |
145-09 |
|
| R2 |
149-09 |
149-09 |
144-29 |
|
| R1 |
146-23 |
146-23 |
144-17 |
145-30 |
| PP |
145-05 |
145-05 |
145-05 |
144-25 |
| S1 |
142-19 |
142-19 |
143-25 |
141-26 |
| S2 |
141-01 |
141-01 |
143-13 |
|
| S3 |
136-29 |
138-15 |
143-01 |
|
| S4 |
132-25 |
134-11 |
141-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-09 |
143-04 |
2-05 |
1.5% |
1-15 |
1.0% |
12% |
True |
False |
488,379 |
| 10 |
148-02 |
143-04 |
4-30 |
3.4% |
1-28 |
1.3% |
5% |
False |
False |
536,878 |
| 20 |
150-08 |
143-04 |
7-04 |
5.0% |
1-15 |
1.0% |
4% |
False |
False |
444,811 |
| 40 |
154-08 |
143-04 |
11-04 |
7.8% |
1-09 |
0.9% |
2% |
False |
False |
344,415 |
| 60 |
154-18 |
143-04 |
11-14 |
8.0% |
1-07 |
0.9% |
2% |
False |
False |
315,138 |
| 80 |
154-18 |
143-04 |
11-14 |
8.0% |
1-05 |
0.8% |
2% |
False |
False |
237,350 |
| 100 |
154-18 |
143-04 |
11-14 |
8.0% |
1-02 |
0.7% |
2% |
False |
False |
189,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-02 |
|
2.618 |
150-22 |
|
1.618 |
148-20 |
|
1.000 |
147-11 |
|
0.618 |
146-18 |
|
HIGH |
145-09 |
|
0.618 |
144-16 |
|
0.500 |
144-08 |
|
0.382 |
144-00 |
|
LOW |
143-07 |
|
0.618 |
141-30 |
|
1.000 |
141-05 |
|
1.618 |
139-28 |
|
2.618 |
137-26 |
|
4.250 |
134-15 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-08 |
144-07 |
| PP |
143-31 |
143-30 |
| S1 |
143-21 |
143-21 |
|