ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-10 |
143-09 |
-1-01 |
-0.7% |
143-04 |
| High |
144-20 |
144-05 |
-0-15 |
-0.3% |
144-20 |
| Low |
143-05 |
142-21 |
-0-16 |
-0.3% |
142-04 |
| Close |
143-14 |
143-03 |
-0-11 |
-0.2% |
143-14 |
| Range |
1-15 |
1-16 |
0-01 |
2.1% |
2-16 |
| ATR |
1-10 |
1-11 |
0-00 |
1.0% |
0-00 |
| Volume |
340,754 |
246,529 |
-94,225 |
-27.7% |
1,970,605 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-26 |
146-30 |
143-29 |
|
| R3 |
146-10 |
145-14 |
143-16 |
|
| R2 |
144-26 |
144-26 |
143-12 |
|
| R1 |
143-30 |
143-30 |
143-07 |
143-20 |
| PP |
143-10 |
143-10 |
143-10 |
143-05 |
| S1 |
142-14 |
142-14 |
142-31 |
142-04 |
| S2 |
141-26 |
141-26 |
142-26 |
|
| S3 |
140-10 |
140-30 |
142-22 |
|
| S4 |
138-26 |
139-14 |
142-09 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-29 |
149-21 |
144-26 |
|
| R3 |
148-13 |
147-05 |
144-04 |
|
| R2 |
145-29 |
145-29 |
143-29 |
|
| R1 |
144-21 |
144-21 |
143-21 |
145-09 |
| PP |
143-13 |
143-13 |
143-13 |
143-22 |
| S1 |
142-05 |
142-05 |
143-07 |
142-25 |
| S2 |
140-29 |
140-29 |
142-31 |
|
| S3 |
138-13 |
139-21 |
142-24 |
|
| S4 |
135-29 |
137-05 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-20 |
142-04 |
2-16 |
1.7% |
1-11 |
0.9% |
39% |
False |
False |
349,534 |
| 10 |
144-20 |
141-14 |
3-06 |
2.2% |
1-09 |
0.9% |
52% |
False |
False |
286,977 |
| 20 |
146-21 |
141-14 |
5-07 |
3.6% |
1-16 |
1.0% |
32% |
False |
False |
145,675 |
| 40 |
151-18 |
141-14 |
10-04 |
7.1% |
1-09 |
0.9% |
16% |
False |
False |
73,115 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
14% |
False |
False |
48,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-17 |
|
2.618 |
148-03 |
|
1.618 |
146-19 |
|
1.000 |
145-21 |
|
0.618 |
145-03 |
|
HIGH |
144-05 |
|
0.618 |
143-19 |
|
0.500 |
143-13 |
|
0.382 |
143-07 |
|
LOW |
142-21 |
|
0.618 |
141-23 |
|
1.000 |
141-05 |
|
1.618 |
140-07 |
|
2.618 |
138-23 |
|
4.250 |
136-09 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-13 |
143-21 |
| PP |
143-10 |
143-15 |
| S1 |
143-06 |
143-09 |
|