ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-04 |
143-22 |
0-18 |
0.4% |
143-09 |
| High |
144-00 |
143-23 |
-0-09 |
-0.2% |
144-05 |
| Low |
143-00 |
142-24 |
-0-08 |
-0.2% |
142-21 |
| Close |
143-17 |
143-04 |
-0-13 |
-0.3% |
143-04 |
| Range |
1-00 |
0-31 |
-0-01 |
-3.1% |
1-16 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.7% |
0-00 |
| Volume |
274,918 |
272,115 |
-2,803 |
-1.0% |
1,397,379 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-03 |
145-19 |
143-21 |
|
| R3 |
145-04 |
144-20 |
143-13 |
|
| R2 |
144-05 |
144-05 |
143-10 |
|
| R1 |
143-21 |
143-21 |
143-07 |
143-14 |
| PP |
143-06 |
143-06 |
143-06 |
143-03 |
| S1 |
142-22 |
142-22 |
143-01 |
142-14 |
| S2 |
142-07 |
142-07 |
142-30 |
|
| S3 |
141-08 |
141-23 |
142-27 |
|
| S4 |
140-09 |
140-24 |
142-19 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-26 |
146-31 |
143-30 |
|
| R3 |
146-10 |
145-15 |
143-17 |
|
| R2 |
144-26 |
144-26 |
143-13 |
|
| R1 |
143-31 |
143-31 |
143-08 |
143-21 |
| PP |
143-10 |
143-10 |
143-10 |
143-05 |
| S1 |
142-15 |
142-15 |
143-00 |
142-05 |
| S2 |
141-26 |
141-26 |
142-27 |
|
| S3 |
140-10 |
140-31 |
142-23 |
|
| S4 |
138-26 |
139-15 |
142-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-05 |
142-21 |
1-16 |
1.0% |
1-03 |
0.8% |
31% |
False |
False |
279,475 |
| 10 |
144-20 |
142-04 |
2-16 |
1.7% |
1-05 |
0.8% |
40% |
False |
False |
336,798 |
| 20 |
144-20 |
141-14 |
3-06 |
2.2% |
1-08 |
0.9% |
53% |
False |
False |
202,468 |
| 40 |
150-05 |
141-14 |
8-23 |
6.1% |
1-09 |
0.9% |
19% |
False |
False |
101,880 |
| 60 |
153-14 |
141-14 |
12-00 |
8.4% |
1-03 |
0.8% |
14% |
False |
False |
67,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-27 |
|
2.618 |
146-08 |
|
1.618 |
145-09 |
|
1.000 |
144-22 |
|
0.618 |
144-10 |
|
HIGH |
143-23 |
|
0.618 |
143-11 |
|
0.500 |
143-08 |
|
0.382 |
143-04 |
|
LOW |
142-24 |
|
0.618 |
142-05 |
|
1.000 |
141-25 |
|
1.618 |
141-06 |
|
2.618 |
140-07 |
|
4.250 |
138-20 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-12 |
| PP |
143-06 |
143-09 |
| S1 |
143-05 |
143-07 |
|