ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
145-11 |
144-10 |
-1-01 |
-0.7% |
144-04 |
| High |
145-20 |
145-06 |
-0-14 |
-0.3% |
145-20 |
| Low |
144-06 |
143-22 |
-0-16 |
-0.3% |
143-06 |
| Close |
144-14 |
144-04 |
-0-10 |
-0.2% |
144-14 |
| Range |
1-14 |
1-16 |
0-02 |
4.3% |
2-14 |
| ATR |
1-11 |
1-12 |
0-00 |
0.8% |
0-00 |
| Volume |
12,029 |
7,524 |
-4,505 |
-37.5% |
1,051,995 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
147-31 |
144-30 |
|
| R3 |
147-11 |
146-15 |
144-17 |
|
| R2 |
145-27 |
145-27 |
144-13 |
|
| R1 |
144-31 |
144-31 |
144-08 |
144-21 |
| PP |
144-11 |
144-11 |
144-11 |
144-06 |
| S1 |
143-15 |
143-15 |
144-00 |
143-05 |
| S2 |
142-27 |
142-27 |
143-27 |
|
| S3 |
141-11 |
141-31 |
143-23 |
|
| S4 |
139-27 |
140-15 |
143-10 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
150-17 |
145-25 |
|
| R3 |
149-09 |
148-03 |
145-03 |
|
| R2 |
146-27 |
146-27 |
144-28 |
|
| R1 |
145-21 |
145-21 |
144-21 |
146-08 |
| PP |
144-13 |
144-13 |
144-13 |
144-23 |
| S1 |
143-07 |
143-07 |
144-07 |
143-26 |
| S2 |
141-31 |
141-31 |
144-00 |
|
| S3 |
139-17 |
140-25 |
143-25 |
|
| S4 |
137-03 |
138-11 |
143-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-20 |
143-06 |
2-14 |
1.7% |
1-10 |
0.9% |
38% |
False |
False |
95,316 |
| 10 |
145-20 |
142-14 |
3-06 |
2.2% |
1-09 |
0.9% |
53% |
False |
False |
275,075 |
| 20 |
147-23 |
142-14 |
5-09 |
3.7% |
1-17 |
1.1% |
32% |
False |
False |
387,454 |
| 40 |
152-21 |
142-14 |
10-07 |
7.1% |
1-11 |
0.9% |
17% |
False |
False |
368,603 |
| 60 |
154-18 |
142-14 |
12-04 |
8.4% |
1-08 |
0.9% |
14% |
False |
False |
321,585 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-07 |
0.8% |
14% |
False |
False |
279,803 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-05 |
0.8% |
14% |
False |
False |
223,990 |
| 120 |
154-18 |
142-14 |
12-04 |
8.4% |
1-01 |
0.7% |
14% |
False |
False |
186,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-18 |
|
2.618 |
149-04 |
|
1.618 |
147-20 |
|
1.000 |
146-22 |
|
0.618 |
146-04 |
|
HIGH |
145-06 |
|
0.618 |
144-20 |
|
0.500 |
144-14 |
|
0.382 |
144-08 |
|
LOW |
143-22 |
|
0.618 |
142-24 |
|
1.000 |
142-06 |
|
1.618 |
141-08 |
|
2.618 |
139-24 |
|
4.250 |
137-10 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-21 |
| PP |
144-11 |
144-15 |
| S1 |
144-07 |
144-10 |
|