ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
144-11 |
0-10 |
0.2% |
144-04 |
| High |
144-24 |
145-00 |
0-08 |
0.2% |
145-20 |
| Low |
143-22 |
144-02 |
0-12 |
0.3% |
143-06 |
| Close |
144-13 |
144-04 |
-0-09 |
-0.2% |
144-14 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
2-14 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.2% |
0-00 |
| Volume |
5,331 |
7,260 |
1,929 |
36.2% |
1,051,995 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
146-19 |
144-20 |
|
| R3 |
146-09 |
145-21 |
144-12 |
|
| R2 |
145-11 |
145-11 |
144-10 |
|
| R1 |
144-23 |
144-23 |
144-07 |
144-18 |
| PP |
144-13 |
144-13 |
144-13 |
144-10 |
| S1 |
143-25 |
143-25 |
144-01 |
143-20 |
| S2 |
143-15 |
143-15 |
143-30 |
|
| S3 |
142-17 |
142-27 |
143-28 |
|
| S4 |
141-19 |
141-29 |
143-20 |
|
|
| 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 |
143-22 |
1-30 |
1.3% |
1-08 |
0.9% |
23% |
False |
False |
13,802 |
| 10 |
145-20 |
142-21 |
2-31 |
2.1% |
1-06 |
0.8% |
49% |
False |
False |
206,334 |
| 20 |
146-12 |
142-14 |
3-30 |
2.7% |
1-11 |
0.9% |
43% |
False |
False |
317,444 |
| 40 |
151-26 |
142-14 |
9-12 |
6.5% |
1-11 |
0.9% |
18% |
False |
False |
358,977 |
| 60 |
154-15 |
142-14 |
12-01 |
8.3% |
1-08 |
0.9% |
14% |
False |
False |
312,280 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-07 |
0.8% |
14% |
False |
False |
279,847 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-05 |
0.8% |
14% |
False |
False |
224,115 |
| 120 |
154-18 |
142-14 |
12-04 |
8.4% |
1-02 |
0.7% |
14% |
False |
False |
186,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-00 |
|
2.618 |
147-15 |
|
1.618 |
146-17 |
|
1.000 |
145-30 |
|
0.618 |
145-19 |
|
HIGH |
145-00 |
|
0.618 |
144-21 |
|
0.500 |
144-17 |
|
0.382 |
144-13 |
|
LOW |
144-02 |
|
0.618 |
143-15 |
|
1.000 |
143-04 |
|
1.618 |
142-17 |
|
2.618 |
141-19 |
|
4.250 |
140-02 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-17 |
144-14 |
| PP |
144-13 |
144-11 |
| S1 |
144-08 |
144-07 |
|