ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
143-02 |
0-11 |
0.2% |
144-06 |
| High |
143-19 |
144-08 |
0-21 |
0.5% |
144-15 |
| Low |
142-21 |
142-24 |
0-03 |
0.1% |
142-14 |
| Close |
143-04 |
144-02 |
0-30 |
0.7% |
144-02 |
| Range |
0-30 |
1-16 |
0-18 |
60.0% |
2-01 |
| ATR |
1-13 |
1-13 |
0-00 |
0.5% |
0-00 |
| Volume |
515,870 |
475,362 |
-40,508 |
-7.9% |
1,691,236 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-06 |
147-20 |
144-28 |
|
| R3 |
146-22 |
146-04 |
144-15 |
|
| R2 |
145-06 |
145-06 |
144-11 |
|
| R1 |
144-20 |
144-20 |
144-06 |
144-29 |
| PP |
143-22 |
143-22 |
143-22 |
143-26 |
| S1 |
143-04 |
143-04 |
143-30 |
143-13 |
| S2 |
142-06 |
142-06 |
143-25 |
|
| S3 |
140-22 |
141-20 |
143-21 |
|
| S4 |
139-06 |
140-04 |
143-08 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
148-30 |
145-06 |
|
| R3 |
147-23 |
146-29 |
144-20 |
|
| R2 |
145-22 |
145-22 |
144-14 |
|
| R1 |
144-28 |
144-28 |
144-08 |
144-09 |
| PP |
143-21 |
143-21 |
143-21 |
143-11 |
| S1 |
142-27 |
142-27 |
143-28 |
142-07 |
| S2 |
141-20 |
141-20 |
143-22 |
|
| S3 |
139-19 |
140-26 |
143-16 |
|
| S4 |
137-18 |
138-25 |
142-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-27 |
142-14 |
2-13 |
1.7% |
1-10 |
0.9% |
68% |
False |
False |
399,171 |
| 10 |
145-09 |
142-14 |
2-27 |
2.0% |
1-12 |
1.0% |
57% |
False |
False |
409,192 |
| 20 |
149-15 |
142-14 |
7-01 |
4.9% |
1-18 |
1.1% |
23% |
False |
False |
461,670 |
| 40 |
153-04 |
142-14 |
10-22 |
7.4% |
1-10 |
0.9% |
15% |
False |
False |
373,375 |
| 60 |
154-18 |
142-14 |
12-04 |
8.4% |
1-09 |
0.9% |
13% |
False |
False |
342,135 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-06 |
0.8% |
13% |
False |
False |
266,684 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-04 |
0.8% |
13% |
False |
False |
213,396 |
| 120 |
156-14 |
142-14 |
14-00 |
9.7% |
0-31 |
0.7% |
12% |
False |
False |
177,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-20 |
|
2.618 |
148-06 |
|
1.618 |
146-22 |
|
1.000 |
145-24 |
|
0.618 |
145-06 |
|
HIGH |
144-08 |
|
0.618 |
143-22 |
|
0.500 |
143-16 |
|
0.382 |
143-10 |
|
LOW |
142-24 |
|
0.618 |
141-26 |
|
1.000 |
141-08 |
|
1.618 |
140-10 |
|
2.618 |
138-26 |
|
4.250 |
136-12 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-28 |
143-26 |
| PP |
143-22 |
143-19 |
| S1 |
143-16 |
143-11 |
|