ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
144-01 |
144-04 |
0-03 |
0.1% |
143-23 |
High |
144-23 |
144-06 |
-0-17 |
-0.4% |
146-23 |
Low |
144-01 |
143-04 |
-0-29 |
-0.6% |
143-09 |
Close |
144-10 |
143-08 |
-1-02 |
-0.7% |
144-26 |
Range |
0-22 |
1-02 |
0-12 |
54.5% |
3-14 |
ATR |
1-07 |
1-07 |
0-00 |
-0.1% |
0-00 |
Volume |
11,545 |
10,438 |
-1,107 |
-9.6% |
1,546,246 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-23 |
146-01 |
143-27 |
|
R3 |
145-21 |
144-31 |
143-17 |
|
R2 |
144-19 |
144-19 |
143-14 |
|
R1 |
143-29 |
143-29 |
143-11 |
143-23 |
PP |
143-17 |
143-17 |
143-17 |
143-14 |
S1 |
142-27 |
142-27 |
143-05 |
142-21 |
S2 |
142-15 |
142-15 |
143-02 |
|
S3 |
141-13 |
141-25 |
142-31 |
|
S4 |
140-11 |
140-23 |
142-21 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-08 |
153-15 |
146-22 |
|
R3 |
151-26 |
150-01 |
145-24 |
|
R2 |
148-12 |
148-12 |
145-14 |
|
R1 |
146-19 |
146-19 |
145-04 |
147-16 |
PP |
144-30 |
144-30 |
144-30 |
145-12 |
S1 |
143-05 |
143-05 |
144-16 |
144-02 |
S2 |
141-16 |
141-16 |
144-06 |
|
S3 |
138-02 |
139-23 |
143-28 |
|
S4 |
134-20 |
136-09 |
142-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146-01 |
143-04 |
2-29 |
2.0% |
1-00 |
0.7% |
4% |
False |
True |
28,278 |
10 |
146-23 |
141-08 |
5-15 |
3.8% |
1-14 |
1.0% |
37% |
False |
False |
330,446 |
20 |
146-23 |
140-05 |
6-18 |
4.6% |
1-05 |
0.8% |
47% |
False |
False |
312,456 |
40 |
146-28 |
140-05 |
6-23 |
4.7% |
1-02 |
0.7% |
46% |
False |
False |
284,590 |
60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
45% |
False |
False |
283,798 |
80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-04 |
0.8% |
45% |
False |
False |
266,293 |
100 |
150-05 |
140-05 |
10-00 |
7.0% |
1-05 |
0.8% |
31% |
False |
False |
213,332 |
120 |
153-14 |
140-05 |
13-09 |
9.3% |
1-03 |
0.8% |
23% |
False |
False |
177,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-22 |
2.618 |
146-31 |
1.618 |
145-29 |
1.000 |
145-08 |
0.618 |
144-27 |
HIGH |
144-06 |
0.618 |
143-25 |
0.500 |
143-21 |
0.382 |
143-17 |
LOW |
143-04 |
0.618 |
142-15 |
1.000 |
142-02 |
1.618 |
141-13 |
2.618 |
140-11 |
4.250 |
138-20 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
143-21 |
143-31 |
PP |
143-17 |
143-23 |
S1 |
143-12 |
143-16 |
|