ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
143-22 |
143-02 |
-0-20 |
-0.4% |
143-09 |
High |
143-23 |
143-26 |
0-03 |
0.1% |
144-05 |
Low |
142-24 |
142-27 |
0-03 |
0.1% |
142-21 |
Close |
143-04 |
143-23 |
0-19 |
0.4% |
143-04 |
Range |
0-31 |
0-31 |
0-00 |
0.0% |
1-16 |
ATR |
1-08 |
1-07 |
-0-01 |
-1.6% |
0-00 |
Volume |
272,115 |
230,238 |
-41,877 |
-15.4% |
1,397,379 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-12 |
146-00 |
144-08 |
|
R3 |
145-13 |
145-01 |
144-00 |
|
R2 |
144-14 |
144-14 |
143-29 |
|
R1 |
144-02 |
144-02 |
143-26 |
144-08 |
PP |
143-15 |
143-15 |
143-15 |
143-18 |
S1 |
143-03 |
143-03 |
143-20 |
143-09 |
S2 |
142-16 |
142-16 |
143-17 |
|
S3 |
141-17 |
142-04 |
143-14 |
|
S4 |
140-18 |
141-05 |
143-06 |
|
|
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 |
144-00 |
142-22 |
1-10 |
0.9% |
1-00 |
0.7% |
79% |
False |
False |
276,217 |
10 |
144-20 |
142-04 |
2-16 |
1.7% |
1-05 |
0.8% |
64% |
False |
False |
312,876 |
20 |
144-20 |
141-14 |
3-06 |
2.2% |
1-08 |
0.9% |
72% |
False |
False |
213,777 |
40 |
150-05 |
141-14 |
8-23 |
6.1% |
1-09 |
0.9% |
26% |
False |
False |
107,632 |
60 |
153-14 |
141-14 |
12-00 |
8.3% |
1-03 |
0.8% |
19% |
False |
False |
71,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-30 |
2.618 |
146-11 |
1.618 |
145-12 |
1.000 |
144-25 |
0.618 |
144-13 |
HIGH |
143-26 |
0.618 |
143-14 |
0.500 |
143-11 |
0.382 |
143-07 |
LOW |
142-27 |
0.618 |
142-08 |
1.000 |
141-28 |
1.618 |
141-09 |
2.618 |
140-10 |
4.250 |
138-23 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
143-19 |
143-19 |
PP |
143-15 |
143-16 |
S1 |
143-11 |
143-12 |
|