ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
143-02 |
144-04 |
1-02 |
0.7% |
144-06 |
| High |
144-08 |
144-27 |
0-19 |
0.4% |
144-15 |
| Low |
142-24 |
143-31 |
1-07 |
0.9% |
142-14 |
| Close |
144-02 |
144-07 |
0-05 |
0.1% |
144-02 |
| Range |
1-16 |
0-28 |
-0-20 |
-41.7% |
2-01 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.7% |
0-00 |
| Volume |
475,362 |
582,937 |
107,575 |
22.6% |
1,691,236 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-15 |
144-22 |
|
| R3 |
146-03 |
145-19 |
144-15 |
|
| R2 |
145-07 |
145-07 |
144-12 |
|
| R1 |
144-23 |
144-23 |
144-10 |
144-31 |
| PP |
144-11 |
144-11 |
144-11 |
144-15 |
| S1 |
143-27 |
143-27 |
144-04 |
144-03 |
| S2 |
143-15 |
143-15 |
144-02 |
|
| S3 |
142-19 |
142-31 |
143-31 |
|
| S4 |
141-23 |
142-03 |
143-24 |
|
|
| 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% |
1-07 |
0.8% |
74% |
True |
False |
454,834 |
| 10 |
145-09 |
142-14 |
2-27 |
2.0% |
1-11 |
0.9% |
63% |
False |
False |
405,794 |
| 20 |
148-29 |
142-14 |
6-15 |
4.5% |
1-18 |
1.1% |
28% |
False |
False |
476,512 |
| 40 |
153-03 |
142-14 |
10-21 |
7.4% |
1-09 |
0.9% |
17% |
False |
False |
382,028 |
| 60 |
154-18 |
142-14 |
12-04 |
8.4% |
1-09 |
0.9% |
15% |
False |
False |
345,684 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-06 |
0.8% |
15% |
False |
False |
273,931 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-04 |
0.8% |
15% |
False |
False |
219,226 |
| 120 |
156-14 |
142-14 |
14-00 |
9.7% |
0-31 |
0.7% |
13% |
False |
False |
182,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-18 |
|
2.618 |
147-04 |
|
1.618 |
146-08 |
|
1.000 |
145-23 |
|
0.618 |
145-12 |
|
HIGH |
144-27 |
|
0.618 |
144-16 |
|
0.500 |
144-13 |
|
0.382 |
144-10 |
|
LOW |
143-31 |
|
0.618 |
143-14 |
|
1.000 |
143-03 |
|
1.618 |
142-18 |
|
2.618 |
141-22 |
|
4.250 |
140-08 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-13 |
144-02 |
| PP |
144-11 |
143-29 |
| S1 |
144-09 |
143-24 |
|