ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-11 |
144-06 |
-0-05 |
-0.1% |
144-04 |
| High |
145-00 |
145-01 |
0-01 |
0.0% |
145-20 |
| Low |
144-02 |
144-02 |
0-00 |
0.0% |
143-06 |
| Close |
144-04 |
144-19 |
0-15 |
0.3% |
144-14 |
| Range |
0-30 |
0-31 |
0-01 |
3.3% |
2-14 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
7,260 |
2,428 |
-4,832 |
-66.6% |
1,051,995 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
147-00 |
145-04 |
|
| R3 |
146-16 |
146-01 |
144-28 |
|
| R2 |
145-17 |
145-17 |
144-25 |
|
| R1 |
145-02 |
145-02 |
144-22 |
145-10 |
| PP |
144-18 |
144-18 |
144-18 |
144-22 |
| S1 |
144-03 |
144-03 |
144-16 |
144-11 |
| S2 |
143-19 |
143-19 |
144-13 |
|
| S3 |
142-20 |
143-04 |
144-10 |
|
| S4 |
141-21 |
142-05 |
144-02 |
|
|
| 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% |
1-06 |
0.8% |
47% |
False |
False |
6,914 |
| 10 |
145-20 |
142-24 |
2-28 |
2.0% |
1-06 |
0.8% |
64% |
False |
False |
154,990 |
| 20 |
145-20 |
142-14 |
3-06 |
2.2% |
1-09 |
0.9% |
68% |
False |
False |
293,371 |
| 40 |
151-06 |
142-14 |
8-24 |
6.1% |
1-10 |
0.9% |
25% |
False |
False |
349,824 |
| 60 |
154-15 |
142-14 |
12-01 |
8.3% |
1-08 |
0.9% |
18% |
False |
False |
307,853 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-07 |
0.8% |
18% |
False |
False |
279,869 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-05 |
0.8% |
18% |
False |
False |
224,139 |
| 120 |
154-18 |
142-14 |
12-04 |
8.4% |
1-02 |
0.7% |
18% |
False |
False |
186,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-05 |
|
2.618 |
147-18 |
|
1.618 |
146-19 |
|
1.000 |
146-00 |
|
0.618 |
145-20 |
|
HIGH |
145-01 |
|
0.618 |
144-21 |
|
0.500 |
144-18 |
|
0.382 |
144-14 |
|
LOW |
144-02 |
|
0.618 |
143-15 |
|
1.000 |
143-03 |
|
1.618 |
142-16 |
|
2.618 |
141-17 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-19 |
144-17 |
| PP |
144-18 |
144-14 |
| S1 |
144-18 |
144-12 |
|