ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
145-30 |
145-15 |
-0-15 |
-0.3% |
144-28 |
| High |
146-18 |
145-16 |
-1-02 |
-0.7% |
146-24 |
| Low |
145-12 |
144-25 |
-0-19 |
-0.4% |
144-07 |
| Close |
145-23 |
144-29 |
-0-26 |
-0.6% |
146-20 |
| Range |
1-06 |
0-23 |
-0-15 |
-39.5% |
2-17 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.5% |
0-00 |
| Volume |
296,317 |
213,961 |
-82,356 |
-27.8% |
1,213,377 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
146-25 |
145-10 |
|
| R3 |
146-16 |
146-02 |
145-03 |
|
| R2 |
145-25 |
145-25 |
145-01 |
|
| R1 |
145-11 |
145-11 |
144-31 |
145-07 |
| PP |
145-02 |
145-02 |
145-02 |
145-00 |
| S1 |
144-20 |
144-20 |
144-27 |
144-16 |
| S2 |
144-11 |
144-11 |
144-25 |
|
| S3 |
143-20 |
143-29 |
144-23 |
|
| S4 |
142-29 |
143-06 |
144-16 |
|
|
| 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 |
144-25 |
2-10 |
1.6% |
1-02 |
0.7% |
5% |
False |
True |
256,483 |
| 10 |
147-03 |
143-22 |
3-13 |
2.4% |
1-06 |
0.8% |
36% |
False |
False |
296,605 |
| 20 |
147-03 |
142-24 |
4-11 |
3.0% |
1-03 |
0.7% |
50% |
False |
False |
280,720 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-06 |
0.8% |
61% |
False |
False |
228,083 |
| 60 |
150-24 |
141-14 |
9-10 |
6.4% |
1-07 |
0.8% |
37% |
False |
False |
152,380 |
| 80 |
153-14 |
141-14 |
12-00 |
8.3% |
1-03 |
0.7% |
29% |
False |
False |
114,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-18 |
|
2.618 |
147-12 |
|
1.618 |
146-21 |
|
1.000 |
146-07 |
|
0.618 |
145-30 |
|
HIGH |
145-16 |
|
0.618 |
145-07 |
|
0.500 |
145-05 |
|
0.382 |
145-02 |
|
LOW |
144-25 |
|
0.618 |
144-11 |
|
1.000 |
144-02 |
|
1.618 |
143-20 |
|
2.618 |
142-29 |
|
4.250 |
141-23 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-05 |
145-27 |
| PP |
145-02 |
145-17 |
| S1 |
145-00 |
145-07 |
|