ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
146-27 |
145-30 |
-0-29 |
-0.6% |
144-28 |
| High |
146-28 |
146-18 |
-0-10 |
-0.2% |
146-24 |
| Low |
145-22 |
145-12 |
-0-10 |
-0.2% |
144-07 |
| Close |
145-28 |
145-23 |
-0-05 |
-0.1% |
146-20 |
| Range |
1-06 |
1-06 |
0-00 |
0.0% |
2-17 |
| ATR |
1-06 |
1-06 |
0-00 |
0.0% |
0-00 |
| Volume |
288,998 |
296,317 |
7,319 |
2.5% |
1,213,377 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-14 |
148-25 |
146-12 |
|
| R3 |
148-08 |
147-19 |
146-01 |
|
| R2 |
147-02 |
147-02 |
145-30 |
|
| R1 |
146-13 |
146-13 |
145-26 |
146-05 |
| PP |
145-28 |
145-28 |
145-28 |
145-24 |
| S1 |
145-07 |
145-07 |
145-20 |
144-31 |
| S2 |
144-22 |
144-22 |
145-16 |
|
| S3 |
143-16 |
144-01 |
145-13 |
|
| S4 |
142-10 |
142-27 |
145-02 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-15 |
152-18 |
148-01 |
|
| R3 |
150-30 |
150-01 |
147-10 |
|
| R2 |
148-13 |
148-13 |
147-03 |
|
| R1 |
147-16 |
147-16 |
146-27 |
147-30 |
| PP |
145-28 |
145-28 |
145-28 |
146-03 |
| S1 |
144-31 |
144-31 |
146-13 |
145-14 |
| S2 |
143-11 |
143-11 |
146-05 |
|
| S3 |
140-26 |
142-14 |
145-30 |
|
| S4 |
138-09 |
139-29 |
145-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-03 |
145-12 |
1-23 |
1.2% |
1-04 |
0.8% |
20% |
False |
True |
283,113 |
| 10 |
147-03 |
142-30 |
4-05 |
2.9% |
1-07 |
0.8% |
67% |
False |
False |
304,965 |
| 20 |
147-03 |
142-24 |
4-11 |
3.0% |
1-03 |
0.8% |
68% |
False |
False |
285,500 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-08 |
0.9% |
76% |
False |
False |
222,801 |
| 60 |
151-04 |
141-14 |
9-22 |
6.6% |
1-07 |
0.8% |
44% |
False |
False |
148,814 |
| 80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-03 |
0.7% |
36% |
False |
False |
111,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-20 |
|
2.618 |
149-21 |
|
1.618 |
148-15 |
|
1.000 |
147-24 |
|
0.618 |
147-09 |
|
HIGH |
146-18 |
|
0.618 |
146-03 |
|
0.500 |
145-31 |
|
0.382 |
145-27 |
|
LOW |
145-12 |
|
0.618 |
144-21 |
|
1.000 |
144-06 |
|
1.618 |
143-15 |
|
2.618 |
142-09 |
|
4.250 |
140-10 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-31 |
146-08 |
| PP |
145-28 |
146-02 |
| S1 |
145-26 |
145-29 |
|