ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
141-09 |
140-30 |
-0-11 |
-0.2% |
143-15 |
High |
141-19 |
141-01 |
-0-18 |
-0.4% |
143-27 |
Low |
140-26 |
140-09 |
-0-17 |
-0.4% |
142-15 |
Close |
140-30 |
140-14 |
-0-16 |
-0.4% |
143-04 |
Range |
0-25 |
0-24 |
-0-01 |
-4.0% |
1-12 |
ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
Volume |
315,063 |
331,592 |
16,529 |
5.2% |
1,182,699 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-27 |
142-12 |
140-27 |
|
R3 |
142-03 |
141-20 |
140-21 |
|
R2 |
141-11 |
141-11 |
140-18 |
|
R1 |
140-28 |
140-28 |
140-16 |
140-24 |
PP |
140-19 |
140-19 |
140-19 |
140-16 |
S1 |
140-04 |
140-04 |
140-12 |
140-00 |
S2 |
139-27 |
139-27 |
140-10 |
|
S3 |
139-03 |
139-12 |
140-07 |
|
S4 |
138-11 |
138-20 |
140-01 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-09 |
146-18 |
143-28 |
|
R3 |
145-29 |
145-06 |
143-16 |
|
R2 |
144-17 |
144-17 |
143-12 |
|
R1 |
143-26 |
143-26 |
143-08 |
143-16 |
PP |
143-05 |
143-05 |
143-05 |
142-31 |
S1 |
142-14 |
142-14 |
143-00 |
142-04 |
S2 |
141-25 |
141-25 |
142-28 |
|
S3 |
140-13 |
141-02 |
142-24 |
|
S4 |
139-01 |
139-22 |
142-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143-21 |
140-09 |
3-12 |
2.4% |
1-00 |
0.7% |
5% |
False |
True |
304,805 |
10 |
144-08 |
140-09 |
3-31 |
2.8% |
0-29 |
0.6% |
4% |
False |
True |
270,610 |
20 |
144-08 |
140-09 |
3-31 |
2.8% |
0-29 |
0.6% |
4% |
False |
True |
264,360 |
40 |
147-03 |
140-09 |
6-26 |
4.9% |
1-00 |
0.7% |
2% |
False |
True |
275,210 |
60 |
147-03 |
140-09 |
6-26 |
4.9% |
1-01 |
0.7% |
2% |
False |
True |
283,804 |
80 |
148-14 |
140-09 |
8-05 |
5.8% |
1-05 |
0.8% |
2% |
False |
True |
214,788 |
100 |
151-30 |
140-09 |
11-21 |
8.3% |
1-03 |
0.8% |
1% |
False |
True |
171,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-07 |
2.618 |
143-00 |
1.618 |
142-08 |
1.000 |
141-25 |
0.618 |
141-16 |
HIGH |
141-01 |
0.618 |
140-24 |
0.500 |
140-21 |
0.382 |
140-18 |
LOW |
140-09 |
0.618 |
139-26 |
1.000 |
139-17 |
1.618 |
139-02 |
2.618 |
138-10 |
4.250 |
137-03 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
140-21 |
141-16 |
PP |
140-19 |
141-05 |
S1 |
140-16 |
140-25 |
|