ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
143-23 |
146-14 |
2-23 |
1.9% |
141-01 |
High |
146-16 |
146-23 |
0-07 |
0.1% |
143-30 |
Low |
143-09 |
144-17 |
1-08 |
0.9% |
140-25 |
Close |
146-08 |
145-14 |
-0-26 |
-0.6% |
143-22 |
Range |
3-07 |
2-06 |
-1-01 |
-32.0% |
3-05 |
ATR |
1-05 |
1-08 |
0-02 |
6.3% |
0-00 |
Volume |
1,008,746 |
444,276 |
-564,470 |
-56.0% |
2,251,850 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-04 |
150-31 |
146-20 |
|
R3 |
149-30 |
148-25 |
146-01 |
|
R2 |
147-24 |
147-24 |
145-27 |
|
R1 |
146-19 |
146-19 |
145-20 |
146-03 |
PP |
145-18 |
145-18 |
145-18 |
145-10 |
S1 |
144-13 |
144-13 |
145-08 |
143-29 |
S2 |
143-12 |
143-12 |
145-01 |
|
S3 |
141-06 |
142-07 |
144-27 |
|
S4 |
139-00 |
140-01 |
144-08 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-09 |
151-04 |
145-14 |
|
R3 |
149-04 |
147-31 |
144-18 |
|
R2 |
145-31 |
145-31 |
144-09 |
|
R1 |
144-26 |
144-26 |
143-31 |
145-12 |
PP |
142-26 |
142-26 |
142-26 |
143-03 |
S1 |
141-21 |
141-21 |
143-13 |
142-08 |
S2 |
139-21 |
139-21 |
143-03 |
|
S3 |
136-16 |
138-16 |
142-26 |
|
S4 |
133-11 |
135-11 |
141-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146-23 |
141-08 |
5-15 |
3.8% |
1-27 |
1.3% |
77% |
True |
False |
632,614 |
10 |
146-23 |
140-05 |
6-18 |
4.5% |
1-10 |
0.9% |
80% |
True |
False |
465,366 |
20 |
146-23 |
140-05 |
6-18 |
4.5% |
1-04 |
0.8% |
80% |
True |
False |
364,313 |
40 |
146-28 |
140-05 |
6-23 |
4.6% |
1-02 |
0.7% |
79% |
False |
False |
313,991 |
60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
76% |
False |
False |
304,460 |
80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-06 |
0.8% |
76% |
False |
False |
264,764 |
100 |
151-18 |
140-05 |
11-13 |
7.8% |
1-05 |
0.8% |
46% |
False |
False |
211,922 |
120 |
153-14 |
140-05 |
13-09 |
9.1% |
1-02 |
0.7% |
40% |
False |
False |
176,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-01 |
2.618 |
152-14 |
1.618 |
150-08 |
1.000 |
148-29 |
0.618 |
148-02 |
HIGH |
146-23 |
0.618 |
145-28 |
0.500 |
145-20 |
0.382 |
145-12 |
LOW |
144-17 |
0.618 |
143-06 |
1.000 |
142-11 |
1.618 |
141-00 |
2.618 |
138-26 |
4.250 |
135-08 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
145-20 |
145-06 |
PP |
145-18 |
144-29 |
S1 |
145-16 |
144-21 |
|