ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
144-14 |
145-23 |
1-09 |
0.9% |
144-13 |
| High |
145-28 |
146-10 |
0-14 |
0.3% |
145-16 |
| Low |
144-11 |
145-13 |
1-02 |
0.7% |
142-30 |
| Close |
145-20 |
145-28 |
0-08 |
0.2% |
144-23 |
| Range |
1-17 |
0-29 |
-0-20 |
-40.8% |
2-18 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.8% |
0-00 |
| Volume |
332,668 |
347,110 |
14,442 |
4.3% |
1,544,239 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-19 |
148-04 |
146-12 |
|
| R3 |
147-22 |
147-07 |
146-04 |
|
| R2 |
146-25 |
146-25 |
146-01 |
|
| R1 |
146-10 |
146-10 |
145-31 |
146-17 |
| PP |
145-28 |
145-28 |
145-28 |
145-31 |
| S1 |
145-13 |
145-13 |
145-25 |
145-21 |
| S2 |
144-31 |
144-31 |
145-23 |
|
| S3 |
144-02 |
144-16 |
145-20 |
|
| S4 |
143-05 |
143-19 |
145-12 |
|
|
| 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 |
146-10 |
143-22 |
2-20 |
1.8% |
1-09 |
0.9% |
83% |
True |
False |
336,726 |
| 10 |
146-10 |
142-30 |
3-12 |
2.3% |
1-04 |
0.8% |
87% |
True |
False |
292,409 |
| 20 |
146-10 |
142-21 |
3-21 |
2.5% |
1-04 |
0.8% |
88% |
True |
False |
300,168 |
| 40 |
147-05 |
141-14 |
5-23 |
3.9% |
1-10 |
0.9% |
78% |
False |
False |
196,400 |
| 60 |
151-19 |
141-14 |
10-05 |
7.0% |
1-06 |
0.8% |
44% |
False |
False |
131,010 |
| 80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-01 |
0.7% |
37% |
False |
False |
98,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-05 |
|
2.618 |
148-22 |
|
1.618 |
147-25 |
|
1.000 |
147-07 |
|
0.618 |
146-28 |
|
HIGH |
146-10 |
|
0.618 |
145-31 |
|
0.500 |
145-28 |
|
0.382 |
145-24 |
|
LOW |
145-13 |
|
0.618 |
144-27 |
|
1.000 |
144-16 |
|
1.618 |
143-30 |
|
2.618 |
143-01 |
|
4.250 |
141-18 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-28 |
145-22 |
| PP |
145-28 |
145-15 |
| S1 |
145-28 |
145-09 |
|