ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
143-10 |
0-11 |
0.2% |
143-04 |
| High |
143-22 |
144-00 |
0-10 |
0.2% |
144-20 |
| Low |
142-22 |
143-00 |
0-10 |
0.2% |
142-04 |
| Close |
143-12 |
143-03 |
-0-09 |
-0.2% |
143-14 |
| Range |
1-00 |
1-00 |
0-00 |
0.0% |
2-16 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
| Volume |
294,247 |
309,570 |
15,323 |
5.2% |
1,970,605 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
145-23 |
143-21 |
|
| R3 |
145-12 |
144-23 |
143-12 |
|
| R2 |
144-12 |
144-12 |
143-09 |
|
| R1 |
143-23 |
143-23 |
143-06 |
143-18 |
| PP |
143-12 |
143-12 |
143-12 |
143-09 |
| S1 |
142-23 |
142-23 |
143-00 |
142-18 |
| S2 |
142-12 |
142-12 |
142-29 |
|
| S3 |
141-12 |
141-23 |
142-26 |
|
| S4 |
140-12 |
140-23 |
142-17 |
|
|
| 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 |
142-21 |
1-31 |
1.4% |
1-09 |
0.9% |
22% |
False |
False |
334,276 |
| 10 |
144-20 |
141-22 |
2-30 |
2.1% |
1-06 |
0.8% |
48% |
False |
False |
337,150 |
| 20 |
145-10 |
141-14 |
3-28 |
2.7% |
1-10 |
0.9% |
43% |
False |
False |
175,445 |
| 40 |
150-24 |
141-14 |
9-10 |
6.5% |
1-09 |
0.9% |
18% |
False |
False |
88,209 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.8% |
14% |
False |
False |
58,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-08 |
|
2.618 |
146-20 |
|
1.618 |
145-20 |
|
1.000 |
145-00 |
|
0.618 |
144-20 |
|
HIGH |
144-00 |
|
0.618 |
143-20 |
|
0.500 |
143-16 |
|
0.382 |
143-12 |
|
LOW |
143-00 |
|
0.618 |
142-12 |
|
1.000 |
142-00 |
|
1.618 |
141-12 |
|
2.618 |
140-12 |
|
4.250 |
138-24 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-16 |
143-13 |
| PP |
143-12 |
143-10 |
| S1 |
143-07 |
143-06 |
|