ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
146-09 |
146-27 |
0-18 |
0.4% |
144-28 |
| High |
147-03 |
146-28 |
-0-07 |
-0.1% |
146-24 |
| Low |
145-31 |
145-22 |
-0-09 |
-0.2% |
144-07 |
| Close |
146-24 |
145-28 |
-0-28 |
-0.6% |
146-20 |
| Range |
1-04 |
1-06 |
0-02 |
5.6% |
2-17 |
| ATR |
1-06 |
1-06 |
0-00 |
0.0% |
0-00 |
| Volume |
191,302 |
288,998 |
97,696 |
51.1% |
1,213,377 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-23 |
148-31 |
146-17 |
|
| R3 |
148-17 |
147-25 |
146-06 |
|
| R2 |
147-11 |
147-11 |
146-03 |
|
| R1 |
146-19 |
146-19 |
145-31 |
146-12 |
| PP |
146-05 |
146-05 |
146-05 |
146-01 |
| S1 |
145-13 |
145-13 |
145-25 |
145-06 |
| S2 |
144-31 |
144-31 |
145-21 |
|
| S3 |
143-25 |
144-07 |
145-18 |
|
| S4 |
142-19 |
143-01 |
145-07 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-15 |
152-18 |
148-01 |
|
| R3 |
150-30 |
150-01 |
147-10 |
|
| R2 |
148-13 |
148-13 |
147-03 |
|
| R1 |
147-16 |
147-16 |
146-27 |
147-30 |
| PP |
145-28 |
145-28 |
145-28 |
146-03 |
| S1 |
144-31 |
144-31 |
146-13 |
145-14 |
| S2 |
143-11 |
143-11 |
146-05 |
|
| S3 |
140-26 |
142-14 |
145-30 |
|
| S4 |
138-09 |
139-29 |
145-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-03 |
144-11 |
2-24 |
1.9% |
1-06 |
0.8% |
56% |
False |
False |
290,383 |
| 10 |
147-03 |
142-30 |
4-05 |
2.8% |
1-07 |
0.8% |
71% |
False |
False |
297,509 |
| 20 |
147-03 |
142-22 |
4-13 |
3.0% |
1-03 |
0.7% |
72% |
False |
False |
285,397 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-09 |
0.9% |
78% |
False |
False |
215,536 |
| 60 |
151-18 |
141-14 |
10-04 |
6.9% |
1-07 |
0.8% |
44% |
False |
False |
143,876 |
| 80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-02 |
0.7% |
37% |
False |
False |
107,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-30 |
|
2.618 |
149-31 |
|
1.618 |
148-25 |
|
1.000 |
148-02 |
|
0.618 |
147-19 |
|
HIGH |
146-28 |
|
0.618 |
146-13 |
|
0.500 |
146-09 |
|
0.382 |
146-05 |
|
LOW |
145-22 |
|
0.618 |
144-31 |
|
1.000 |
144-16 |
|
1.618 |
143-25 |
|
2.618 |
142-19 |
|
4.250 |
140-20 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
146-09 |
146-11 |
| PP |
146-05 |
146-06 |
| S1 |
146-00 |
146-01 |
|