ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
144-04 |
144-04 |
0-00 |
0.0% |
144-06 |
| High |
144-27 |
144-17 |
-0-10 |
-0.2% |
144-15 |
| Low |
143-31 |
143-06 |
-0-25 |
-0.5% |
142-14 |
| Close |
144-07 |
143-18 |
-0-21 |
-0.5% |
144-02 |
| Range |
0-28 |
1-11 |
0-15 |
53.6% |
2-01 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.2% |
0-00 |
| Volume |
582,937 |
360,514 |
-222,423 |
-38.2% |
1,691,236 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-25 |
147-01 |
144-10 |
|
| R3 |
146-14 |
145-22 |
143-30 |
|
| R2 |
145-03 |
145-03 |
143-26 |
|
| R1 |
144-11 |
144-11 |
143-22 |
144-02 |
| PP |
143-24 |
143-24 |
143-24 |
143-20 |
| S1 |
143-00 |
143-00 |
143-14 |
142-22 |
| S2 |
142-13 |
142-13 |
143-10 |
|
| S3 |
141-02 |
141-21 |
143-06 |
|
| S4 |
139-23 |
140-10 |
142-26 |
|
|
| 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% |
1-09 |
0.9% |
47% |
False |
False |
461,724 |
| 10 |
145-09 |
142-14 |
2-27 |
2.0% |
1-09 |
0.9% |
40% |
False |
False |
400,124 |
| 20 |
148-11 |
142-14 |
5-29 |
4.1% |
1-18 |
1.1% |
19% |
False |
False |
478,654 |
| 40 |
153-03 |
142-14 |
10-21 |
7.4% |
1-10 |
0.9% |
11% |
False |
False |
387,075 |
| 60 |
154-18 |
142-14 |
12-04 |
8.4% |
1-08 |
0.9% |
9% |
False |
False |
345,782 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-06 |
0.8% |
9% |
False |
False |
278,410 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-04 |
0.8% |
9% |
False |
False |
222,831 |
| 120 |
156-14 |
142-14 |
14-00 |
9.8% |
1-00 |
0.7% |
8% |
False |
False |
185,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-08 |
|
2.618 |
148-02 |
|
1.618 |
146-23 |
|
1.000 |
145-28 |
|
0.618 |
145-12 |
|
HIGH |
144-17 |
|
0.618 |
144-01 |
|
0.500 |
143-28 |
|
0.382 |
143-22 |
|
LOW |
143-06 |
|
0.618 |
142-11 |
|
1.000 |
141-27 |
|
1.618 |
141-00 |
|
2.618 |
139-21 |
|
4.250 |
137-15 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-28 |
143-26 |
| PP |
143-24 |
143-23 |
| S1 |
143-21 |
143-21 |
|