ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
143-09 |
142-31 |
-0-10 |
-0.2% |
143-04 |
High |
144-05 |
143-22 |
-0-15 |
-0.3% |
144-20 |
Low |
142-21 |
142-22 |
0-01 |
0.0% |
142-04 |
Close |
143-03 |
143-12 |
0-09 |
0.2% |
143-14 |
Range |
1-16 |
1-00 |
-0-16 |
-33.3% |
2-16 |
ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
Volume |
246,529 |
294,247 |
47,718 |
19.4% |
1,970,605 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-08 |
145-26 |
143-30 |
|
R3 |
145-08 |
144-26 |
143-21 |
|
R2 |
144-08 |
144-08 |
143-18 |
|
R1 |
143-26 |
143-26 |
143-15 |
144-01 |
PP |
143-08 |
143-08 |
143-08 |
143-12 |
S1 |
142-26 |
142-26 |
143-09 |
143-01 |
S2 |
142-08 |
142-08 |
143-06 |
|
S3 |
141-08 |
141-26 |
143-03 |
|
S4 |
140-08 |
140-26 |
142-26 |
|
|
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 |
142-17 |
2-03 |
1.5% |
1-09 |
0.9% |
40% |
False |
False |
345,470 |
10 |
144-20 |
141-14 |
3-06 |
2.2% |
1-09 |
0.9% |
61% |
False |
False |
312,171 |
20 |
146-21 |
141-14 |
5-07 |
3.6% |
1-12 |
1.0% |
37% |
False |
False |
160,103 |
40 |
151-04 |
141-14 |
9-22 |
6.8% |
1-09 |
0.9% |
20% |
False |
False |
80,470 |
60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.8% |
16% |
False |
False |
53,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-30 |
2.618 |
146-10 |
1.618 |
145-10 |
1.000 |
144-22 |
0.618 |
144-10 |
HIGH |
143-22 |
0.618 |
143-10 |
0.500 |
143-06 |
0.382 |
143-02 |
LOW |
142-22 |
0.618 |
142-02 |
1.000 |
141-22 |
1.618 |
141-02 |
2.618 |
140-02 |
4.250 |
138-14 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
143-10 |
143-21 |
PP |
143-08 |
143-18 |
S1 |
143-06 |
143-15 |
|