ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
146-05 |
145-28 |
-0-09 |
-0.2% |
144-00 |
| High |
146-07 |
146-11 |
0-04 |
0.1% |
146-11 |
| Low |
145-21 |
145-10 |
-0-11 |
-0.2% |
143-29 |
| Close |
145-26 |
145-14 |
-0-12 |
-0.3% |
145-14 |
| Range |
0-18 |
1-01 |
0-15 |
83.3% |
2-14 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.7% |
0-00 |
| Volume |
306 |
968 |
662 |
216.3% |
5,081 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-25 |
148-05 |
146-00 |
|
| R3 |
147-24 |
147-04 |
145-23 |
|
| R2 |
146-23 |
146-23 |
145-20 |
|
| R1 |
146-03 |
146-03 |
145-17 |
145-29 |
| PP |
145-22 |
145-22 |
145-22 |
145-19 |
| S1 |
145-02 |
145-02 |
145-11 |
144-27 |
| S2 |
144-21 |
144-21 |
145-08 |
|
| S3 |
143-20 |
144-01 |
145-05 |
|
| S4 |
142-19 |
143-00 |
144-28 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-17 |
151-14 |
146-25 |
|
| R3 |
150-03 |
149-00 |
146-03 |
|
| R2 |
147-21 |
147-21 |
145-28 |
|
| R1 |
146-18 |
146-18 |
145-21 |
147-04 |
| PP |
145-07 |
145-07 |
145-07 |
145-16 |
| S1 |
144-04 |
144-04 |
145-07 |
144-22 |
| S2 |
142-25 |
142-25 |
145-00 |
|
| S3 |
140-11 |
141-22 |
144-25 |
|
| S4 |
137-29 |
139-08 |
144-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
143-29 |
2-14 |
1.7% |
0-28 |
0.6% |
63% |
True |
False |
1,016 |
| 10 |
146-11 |
143-22 |
2-21 |
1.8% |
0-31 |
0.7% |
66% |
True |
False |
3,496 |
| 20 |
146-11 |
142-14 |
3-29 |
2.7% |
1-04 |
0.8% |
77% |
True |
False |
154,141 |
| 40 |
149-22 |
142-14 |
7-08 |
5.0% |
1-10 |
0.9% |
41% |
False |
False |
298,908 |
| 60 |
153-15 |
142-14 |
11-01 |
7.6% |
1-07 |
0.8% |
27% |
False |
False |
283,822 |
| 80 |
154-18 |
142-14 |
12-04 |
8.3% |
1-07 |
0.8% |
25% |
False |
False |
279,210 |
| 100 |
154-18 |
142-14 |
12-04 |
8.3% |
1-05 |
0.8% |
25% |
False |
False |
224,257 |
| 120 |
154-18 |
142-14 |
12-04 |
8.3% |
1-03 |
0.7% |
25% |
False |
False |
186,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-23 |
|
2.618 |
149-01 |
|
1.618 |
148-00 |
|
1.000 |
147-12 |
|
0.618 |
146-31 |
|
HIGH |
146-11 |
|
0.618 |
145-30 |
|
0.500 |
145-27 |
|
0.382 |
145-23 |
|
LOW |
145-10 |
|
0.618 |
144-22 |
|
1.000 |
144-09 |
|
1.618 |
143-21 |
|
2.618 |
142-20 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-27 |
145-24 |
| PP |
145-22 |
145-20 |
| S1 |
145-18 |
145-17 |
|