ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
143-23 |
144-25 |
1-02 |
0.7% |
144-13 |
| High |
145-16 |
145-13 |
-0-03 |
-0.1% |
145-16 |
| Low |
143-22 |
144-06 |
0-16 |
0.3% |
142-30 |
| Close |
144-24 |
144-23 |
-0-01 |
0.0% |
144-23 |
| Range |
1-26 |
1-07 |
-0-19 |
-32.8% |
2-18 |
| ATR |
1-07 |
1-07 |
0-00 |
0.1% |
0-00 |
| Volume |
463,701 |
298,395 |
-165,306 |
-35.6% |
1,544,239 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-14 |
147-25 |
145-12 |
|
| R3 |
147-07 |
146-18 |
145-02 |
|
| R2 |
146-00 |
146-00 |
144-30 |
|
| R1 |
145-11 |
145-11 |
144-27 |
145-02 |
| PP |
144-25 |
144-25 |
144-25 |
144-20 |
| S1 |
144-04 |
144-04 |
144-19 |
143-27 |
| S2 |
143-18 |
143-18 |
144-16 |
|
| S3 |
142-11 |
142-29 |
144-12 |
|
| S4 |
141-04 |
141-22 |
144-02 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
150-31 |
146-04 |
|
| R3 |
149-16 |
148-13 |
145-14 |
|
| R2 |
146-30 |
146-30 |
145-06 |
|
| R1 |
145-27 |
145-27 |
144-31 |
146-13 |
| PP |
144-12 |
144-12 |
144-12 |
144-21 |
| S1 |
143-09 |
143-09 |
144-15 |
143-27 |
| S2 |
141-26 |
141-26 |
144-08 |
|
| S3 |
139-08 |
140-23 |
144-00 |
|
| S4 |
136-22 |
138-05 |
143-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-16 |
142-30 |
2-18 |
1.8% |
1-08 |
0.9% |
70% |
False |
False |
308,847 |
| 10 |
145-16 |
142-27 |
2-21 |
1.8% |
1-03 |
0.8% |
71% |
False |
False |
286,342 |
| 20 |
145-16 |
142-04 |
3-12 |
2.3% |
1-04 |
0.8% |
77% |
False |
False |
311,570 |
| 40 |
148-13 |
141-14 |
6-31 |
4.8% |
1-10 |
0.9% |
47% |
False |
False |
173,396 |
| 60 |
151-30 |
141-14 |
10-16 |
7.3% |
1-06 |
0.8% |
31% |
False |
False |
115,652 |
| 80 |
153-14 |
141-14 |
12-00 |
8.3% |
1-00 |
0.7% |
27% |
False |
False |
86,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-19 |
|
2.618 |
148-19 |
|
1.618 |
147-12 |
|
1.000 |
146-20 |
|
0.618 |
146-05 |
|
HIGH |
145-13 |
|
0.618 |
144-30 |
|
0.500 |
144-26 |
|
0.382 |
144-21 |
|
LOW |
144-06 |
|
0.618 |
143-14 |
|
1.000 |
142-31 |
|
1.618 |
142-07 |
|
2.618 |
141-00 |
|
4.250 |
139-00 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-26 |
144-18 |
| PP |
144-25 |
144-12 |
| S1 |
144-24 |
144-07 |
|