ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-09 |
144-08 |
-0-01 |
0.0% |
143-22 |
| High |
144-17 |
145-11 |
0-26 |
0.6% |
144-25 |
| Low |
143-30 |
144-05 |
0-07 |
0.2% |
143-01 |
| Close |
144-08 |
145-09 |
1-01 |
0.7% |
143-31 |
| Range |
0-19 |
1-06 |
0-19 |
100.0% |
1-24 |
| ATR |
1-00 |
1-01 |
0-00 |
1.3% |
0-00 |
| Volume |
226,789 |
347,135 |
120,346 |
53.1% |
1,188,960 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-16 |
148-02 |
145-30 |
|
| R3 |
147-10 |
146-28 |
145-19 |
|
| R2 |
146-04 |
146-04 |
145-16 |
|
| R1 |
145-22 |
145-22 |
145-12 |
145-29 |
| PP |
144-30 |
144-30 |
144-30 |
145-01 |
| S1 |
144-16 |
144-16 |
145-06 |
144-23 |
| S2 |
143-24 |
143-24 |
145-02 |
|
| S3 |
142-18 |
143-10 |
144-31 |
|
| S4 |
141-12 |
142-04 |
144-20 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-10 |
144-30 |
|
| R3 |
147-14 |
146-18 |
144-14 |
|
| R2 |
145-22 |
145-22 |
144-09 |
|
| R1 |
144-26 |
144-26 |
144-04 |
145-08 |
| PP |
143-30 |
143-30 |
143-30 |
144-05 |
| S1 |
143-02 |
143-02 |
143-26 |
143-16 |
| S2 |
142-06 |
142-06 |
143-21 |
|
| S3 |
140-14 |
141-10 |
143-16 |
|
| S4 |
138-22 |
139-18 |
143-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-11 |
143-01 |
2-10 |
1.6% |
0-27 |
0.6% |
97% |
True |
False |
258,287 |
| 10 |
145-11 |
142-25 |
2-18 |
1.8% |
0-28 |
0.6% |
98% |
True |
False |
262,611 |
| 20 |
145-11 |
142-01 |
3-10 |
2.3% |
0-31 |
0.7% |
98% |
True |
False |
295,041 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-01 |
0.7% |
91% |
False |
False |
194,807 |
| 60 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
89% |
False |
False |
130,171 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-27 |
0.6% |
87% |
False |
False |
97,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-13 |
|
2.618 |
148-14 |
|
1.618 |
147-08 |
|
1.000 |
146-17 |
|
0.618 |
146-02 |
|
HIGH |
145-11 |
|
0.618 |
144-28 |
|
0.500 |
144-24 |
|
0.382 |
144-20 |
|
LOW |
144-05 |
|
0.618 |
143-14 |
|
1.000 |
142-31 |
|
1.618 |
142-08 |
|
2.618 |
141-02 |
|
4.250 |
139-04 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-03 |
145-02 |
| PP |
144-30 |
144-27 |
| S1 |
144-24 |
144-21 |
|