ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-06 |
144-21 |
0-15 |
0.3% |
144-10 |
| High |
145-01 |
144-23 |
-0-10 |
-0.2% |
145-06 |
| Low |
144-02 |
143-27 |
-0-07 |
-0.2% |
143-22 |
| Close |
144-19 |
144-05 |
-0-14 |
-0.3% |
144-05 |
| Range |
0-31 |
0-28 |
-0-03 |
-9.7% |
1-16 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.3% |
0-00 |
| Volume |
2,428 |
7,345 |
4,917 |
202.5% |
29,888 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
146-12 |
144-20 |
|
| R3 |
146-00 |
145-16 |
144-13 |
|
| R2 |
145-04 |
145-04 |
144-10 |
|
| R1 |
144-20 |
144-20 |
144-08 |
144-14 |
| PP |
144-08 |
144-08 |
144-08 |
144-05 |
| S1 |
143-24 |
143-24 |
144-02 |
143-18 |
| S2 |
143-12 |
143-12 |
144-00 |
|
| S3 |
142-16 |
142-28 |
143-29 |
|
| S4 |
141-20 |
142-00 |
143-22 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
148-00 |
144-31 |
|
| R3 |
147-11 |
146-16 |
144-18 |
|
| R2 |
145-27 |
145-27 |
144-14 |
|
| R1 |
145-00 |
145-00 |
144-09 |
144-22 |
| PP |
144-11 |
144-11 |
144-11 |
144-06 |
| S1 |
143-16 |
143-16 |
144-01 |
143-06 |
| S2 |
142-27 |
142-27 |
143-28 |
|
| S3 |
141-11 |
142-00 |
143-24 |
|
| S4 |
139-27 |
140-16 |
143-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-06 |
143-22 |
1-16 |
1.0% |
1-02 |
0.7% |
31% |
False |
False |
5,977 |
| 10 |
145-20 |
143-06 |
2-14 |
1.7% |
1-04 |
0.8% |
40% |
False |
False |
108,188 |
| 20 |
145-20 |
142-14 |
3-06 |
2.2% |
1-08 |
0.9% |
54% |
False |
False |
258,690 |
| 40 |
151-06 |
142-14 |
8-24 |
6.1% |
1-10 |
0.9% |
20% |
False |
False |
339,257 |
| 60 |
154-15 |
142-14 |
12-01 |
8.3% |
1-08 |
0.9% |
14% |
False |
False |
305,286 |
| 80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-07 |
0.8% |
14% |
False |
False |
279,894 |
| 100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-05 |
0.8% |
14% |
False |
False |
224,211 |
| 120 |
154-18 |
142-14 |
12-04 |
8.4% |
1-02 |
0.7% |
14% |
False |
False |
186,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-14 |
|
2.618 |
147-00 |
|
1.618 |
146-04 |
|
1.000 |
145-19 |
|
0.618 |
145-08 |
|
HIGH |
144-23 |
|
0.618 |
144-12 |
|
0.500 |
144-09 |
|
0.382 |
144-06 |
|
LOW |
143-27 |
|
0.618 |
143-10 |
|
1.000 |
142-31 |
|
1.618 |
142-14 |
|
2.618 |
141-18 |
|
4.250 |
140-04 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-09 |
144-14 |
| PP |
144-08 |
144-11 |
| S1 |
144-06 |
144-08 |
|