ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
142-03 |
143-04 |
1-01 |
0.7% |
143-04 |
| High |
143-08 |
143-26 |
0-18 |
0.4% |
143-14 |
| Low |
141-25 |
142-31 |
1-06 |
0.8% |
141-14 |
| Close |
143-02 |
143-07 |
0-05 |
0.1% |
143-02 |
| Range |
1-15 |
0-27 |
-0-20 |
-42.6% |
2-00 |
| ATR |
1-12 |
1-10 |
-0-01 |
-2.7% |
0-00 |
| Volume |
295,829 |
469,461 |
173,632 |
58.7% |
652,642 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-28 |
145-12 |
143-22 |
|
| R3 |
145-01 |
144-17 |
143-14 |
|
| R2 |
144-06 |
144-06 |
143-12 |
|
| R1 |
143-22 |
143-22 |
143-09 |
143-30 |
| PP |
143-11 |
143-11 |
143-11 |
143-15 |
| S1 |
142-27 |
142-27 |
143-05 |
143-03 |
| S2 |
142-16 |
142-16 |
143-02 |
|
| S3 |
141-21 |
142-00 |
143-00 |
|
| S4 |
140-26 |
141-05 |
142-24 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
147-27 |
144-05 |
|
| R3 |
146-21 |
145-27 |
143-20 |
|
| R2 |
144-21 |
144-21 |
143-14 |
|
| R1 |
143-27 |
143-27 |
143-08 |
143-08 |
| PP |
142-21 |
142-21 |
142-21 |
142-11 |
| S1 |
141-27 |
141-27 |
142-28 |
141-08 |
| S2 |
140-21 |
140-21 |
142-22 |
|
| S3 |
138-21 |
139-27 |
142-16 |
|
| S4 |
136-21 |
137-27 |
141-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-26 |
141-14 |
2-12 |
1.7% |
1-06 |
0.8% |
75% |
True |
False |
224,420 |
| 10 |
144-08 |
141-14 |
2-26 |
2.0% |
1-10 |
0.9% |
63% |
False |
False |
114,679 |
| 20 |
147-27 |
141-14 |
6-13 |
4.5% |
1-16 |
1.1% |
28% |
False |
False |
58,682 |
| 40 |
151-30 |
141-14 |
10-16 |
7.3% |
1-07 |
0.8% |
17% |
False |
False |
29,429 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-00 |
0.7% |
15% |
False |
False |
19,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-13 |
|
2.618 |
146-01 |
|
1.618 |
145-06 |
|
1.000 |
144-21 |
|
0.618 |
144-11 |
|
HIGH |
143-26 |
|
0.618 |
143-16 |
|
0.500 |
143-13 |
|
0.382 |
143-09 |
|
LOW |
142-31 |
|
0.618 |
142-14 |
|
1.000 |
142-04 |
|
1.618 |
141-19 |
|
2.618 |
140-24 |
|
4.250 |
139-12 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-13 |
143-02 |
| PP |
143-11 |
142-29 |
| S1 |
143-09 |
142-24 |
|