ECBOT 30 Year Treasury Bond Future March 2018
Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
144-21 |
144-00 |
-0-21 |
-0.5% |
144-10 |
High |
144-23 |
144-25 |
0-02 |
0.0% |
145-06 |
Low |
143-27 |
143-29 |
0-02 |
0.0% |
143-22 |
Close |
144-05 |
144-24 |
0-19 |
0.4% |
144-05 |
Range |
0-28 |
0-28 |
0-00 |
0.0% |
1-16 |
ATR |
1-08 |
1-07 |
-0-01 |
-2.2% |
0-00 |
Volume |
7,345 |
2,401 |
-4,944 |
-67.3% |
29,888 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-03 |
146-26 |
145-07 |
|
R3 |
146-07 |
145-30 |
145-00 |
|
R2 |
145-11 |
145-11 |
144-29 |
|
R1 |
145-02 |
145-02 |
144-27 |
145-07 |
PP |
144-15 |
144-15 |
144-15 |
144-18 |
S1 |
144-06 |
144-06 |
144-21 |
144-11 |
S2 |
143-19 |
143-19 |
144-19 |
|
S3 |
142-23 |
143-10 |
144-16 |
|
S4 |
141-27 |
142-14 |
144-09 |
|
|
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 |
145-01 |
143-22 |
1-11 |
0.9% |
0-30 |
0.7% |
79% |
False |
False |
4,953 |
10 |
145-20 |
143-06 |
2-14 |
1.7% |
1-04 |
0.8% |
64% |
False |
False |
50,134 |
20 |
145-20 |
142-14 |
3-06 |
2.2% |
1-08 |
0.9% |
73% |
False |
False |
227,964 |
40 |
151-06 |
142-14 |
8-24 |
6.0% |
1-10 |
0.9% |
26% |
False |
False |
329,970 |
60 |
154-15 |
142-14 |
12-01 |
8.3% |
1-08 |
0.9% |
19% |
False |
False |
300,822 |
80 |
154-18 |
142-14 |
12-04 |
8.4% |
1-07 |
0.8% |
19% |
False |
False |
279,609 |
100 |
154-18 |
142-14 |
12-04 |
8.4% |
1-05 |
0.8% |
19% |
False |
False |
224,234 |
120 |
154-18 |
142-14 |
12-04 |
8.4% |
1-02 |
0.7% |
19% |
False |
False |
186,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-16 |
2.618 |
147-02 |
1.618 |
146-06 |
1.000 |
145-21 |
0.618 |
145-10 |
HIGH |
144-25 |
0.618 |
144-14 |
0.500 |
144-11 |
0.382 |
144-08 |
LOW |
143-29 |
0.618 |
143-12 |
1.000 |
143-01 |
1.618 |
142-16 |
2.618 |
141-20 |
4.250 |
140-06 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
144-20 |
144-21 |
PP |
144-15 |
144-17 |
S1 |
144-11 |
144-14 |
|