ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
144-20 |
144-30 |
0-10 |
0.2% |
143-30 |
High |
145-19 |
145-05 |
-0-14 |
-0.3% |
145-04 |
Low |
144-19 |
144-16 |
-0-03 |
-0.1% |
142-30 |
Close |
144-30 |
144-16 |
-0-14 |
-0.3% |
144-16 |
Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
2-06 |
ATR |
1-03 |
1-02 |
-0-01 |
-2.9% |
0-00 |
Volume |
3,160 |
347 |
-2,813 |
-89.0% |
12,773 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-22 |
146-08 |
144-28 |
|
R3 |
146-01 |
145-19 |
144-22 |
|
R2 |
145-12 |
145-12 |
144-20 |
|
R1 |
144-30 |
144-30 |
144-18 |
144-27 |
PP |
144-23 |
144-23 |
144-23 |
144-21 |
S1 |
144-09 |
144-09 |
144-14 |
144-05 |
S2 |
144-02 |
144-02 |
144-12 |
|
S3 |
143-13 |
143-20 |
144-10 |
|
S4 |
142-24 |
142-31 |
144-04 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-24 |
149-26 |
145-22 |
|
R3 |
148-18 |
147-20 |
145-03 |
|
R2 |
146-12 |
146-12 |
144-29 |
|
R1 |
145-14 |
145-14 |
144-22 |
145-29 |
PP |
144-06 |
144-06 |
144-06 |
144-14 |
S1 |
143-08 |
143-08 |
144-10 |
143-23 |
S2 |
142-00 |
142-00 |
144-03 |
|
S3 |
139-26 |
141-02 |
143-29 |
|
S4 |
137-20 |
138-28 |
143-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145-19 |
143-23 |
1-28 |
1.3% |
0-25 |
0.5% |
42% |
False |
False |
1,862 |
10 |
145-19 |
142-29 |
2-22 |
1.9% |
0-29 |
0.6% |
59% |
False |
False |
2,612 |
20 |
146-23 |
141-08 |
5-15 |
3.8% |
1-05 |
0.8% |
59% |
False |
False |
166,529 |
40 |
146-23 |
140-05 |
6-18 |
4.5% |
1-01 |
0.7% |
66% |
False |
False |
217,670 |
60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-01 |
0.7% |
63% |
False |
False |
236,318 |
80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
63% |
False |
False |
252,285 |
100 |
147-27 |
140-05 |
7-22 |
5.3% |
1-05 |
0.8% |
57% |
False |
False |
213,564 |
120 |
151-30 |
140-05 |
11-25 |
8.2% |
1-04 |
0.8% |
37% |
False |
False |
177,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-30 |
2.618 |
146-28 |
1.618 |
146-07 |
1.000 |
145-26 |
0.618 |
145-18 |
HIGH |
145-05 |
0.618 |
144-29 |
0.500 |
144-27 |
0.382 |
144-24 |
LOW |
144-16 |
0.618 |
144-03 |
1.000 |
143-27 |
1.618 |
143-14 |
2.618 |
142-25 |
4.250 |
141-23 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
144-27 |
144-30 |
PP |
144-23 |
144-25 |
S1 |
144-20 |
144-21 |
|