ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
145-08 |
146-05 |
0-29 |
0.6% |
144-10 |
| High |
146-04 |
146-07 |
0-03 |
0.1% |
145-06 |
| Low |
145-04 |
145-21 |
0-17 |
0.4% |
143-22 |
| Close |
145-28 |
145-26 |
-0-02 |
0.0% |
144-05 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
1-16 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.8% |
0-00 |
| Volume |
589 |
306 |
-283 |
-48.0% |
29,888 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-19 |
147-08 |
146-04 |
|
| R3 |
147-01 |
146-22 |
145-31 |
|
| R2 |
146-15 |
146-15 |
145-29 |
|
| R1 |
146-04 |
146-04 |
145-28 |
146-01 |
| PP |
145-29 |
145-29 |
145-29 |
145-27 |
| S1 |
145-18 |
145-18 |
145-24 |
145-15 |
| S2 |
145-11 |
145-11 |
145-23 |
|
| S3 |
144-25 |
145-00 |
145-21 |
|
| S4 |
144-07 |
144-14 |
145-16 |
|
|
| 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 |
146-07 |
143-27 |
2-12 |
1.6% |
0-27 |
0.6% |
83% |
True |
False |
2,291 |
| 10 |
146-07 |
143-22 |
2-17 |
1.7% |
1-01 |
0.7% |
84% |
True |
False |
4,603 |
| 20 |
146-07 |
142-14 |
3-25 |
2.6% |
1-04 |
0.8% |
89% |
True |
False |
171,850 |
| 40 |
150-08 |
142-14 |
7-26 |
5.4% |
1-10 |
0.9% |
43% |
False |
False |
308,330 |
| 60 |
154-08 |
142-14 |
11-26 |
8.1% |
1-07 |
0.8% |
29% |
False |
False |
286,893 |
| 80 |
154-18 |
142-14 |
12-04 |
8.3% |
1-07 |
0.8% |
28% |
False |
False |
279,316 |
| 100 |
154-18 |
142-14 |
12-04 |
8.3% |
1-05 |
0.8% |
28% |
False |
False |
224,250 |
| 120 |
154-18 |
142-14 |
12-04 |
8.3% |
1-03 |
0.7% |
28% |
False |
False |
186,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-20 |
|
2.618 |
147-22 |
|
1.618 |
147-04 |
|
1.000 |
146-25 |
|
0.618 |
146-18 |
|
HIGH |
146-07 |
|
0.618 |
146-00 |
|
0.500 |
145-30 |
|
0.382 |
145-28 |
|
LOW |
145-21 |
|
0.618 |
145-10 |
|
1.000 |
145-03 |
|
1.618 |
144-24 |
|
2.618 |
144-06 |
|
4.250 |
143-09 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-30 |
145-21 |
| PP |
145-29 |
145-16 |
| S1 |
145-27 |
145-11 |
|