ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
143-04 |
142-24 |
-0-12 |
-0.3% |
143-04 |
| High |
143-17 |
143-18 |
0-01 |
0.0% |
143-14 |
| Low |
142-04 |
142-17 |
0-13 |
0.3% |
141-14 |
| Close |
142-18 |
143-14 |
0-28 |
0.6% |
143-02 |
| Range |
1-13 |
1-01 |
-0-12 |
-26.7% |
2-00 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.6% |
0-00 |
| Volume |
314,568 |
365,541 |
50,973 |
16.2% |
652,642 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-09 |
145-28 |
144-00 |
|
| R3 |
145-08 |
144-27 |
143-23 |
|
| R2 |
144-07 |
144-07 |
143-20 |
|
| R1 |
143-26 |
143-26 |
143-17 |
144-00 |
| PP |
143-06 |
143-06 |
143-06 |
143-09 |
| S1 |
142-25 |
142-25 |
143-11 |
143-00 |
| S2 |
142-05 |
142-05 |
143-08 |
|
| S3 |
141-04 |
141-24 |
143-05 |
|
| S4 |
140-03 |
140-23 |
142-28 |
|
|
| 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 |
141-22 |
2-04 |
1.5% |
1-04 |
0.8% |
82% |
False |
False |
340,024 |
| 10 |
144-08 |
141-14 |
2-26 |
2.0% |
1-09 |
0.9% |
71% |
False |
False |
182,028 |
| 20 |
147-05 |
141-14 |
5-23 |
4.0% |
1-16 |
1.1% |
35% |
False |
False |
92,632 |
| 40 |
151-19 |
141-14 |
10-05 |
7.1% |
1-08 |
0.9% |
20% |
False |
False |
46,431 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-00 |
0.7% |
17% |
False |
False |
30,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-30 |
|
2.618 |
146-08 |
|
1.618 |
145-07 |
|
1.000 |
144-19 |
|
0.618 |
144-06 |
|
HIGH |
143-18 |
|
0.618 |
143-05 |
|
0.500 |
143-02 |
|
0.382 |
142-30 |
|
LOW |
142-17 |
|
0.618 |
141-29 |
|
1.000 |
141-16 |
|
1.618 |
140-28 |
|
2.618 |
139-27 |
|
4.250 |
138-05 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-10 |
143-09 |
| PP |
143-06 |
143-04 |
| S1 |
143-02 |
142-31 |
|