ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
144-28 |
146-00 |
1-04 |
0.8% |
146-09 |
| High |
146-04 |
146-10 |
0-06 |
0.1% |
147-03 |
| Low |
144-26 |
145-14 |
0-20 |
0.4% |
144-25 |
| Close |
146-01 |
146-02 |
0-01 |
0.0% |
146-01 |
| Range |
1-10 |
0-28 |
-0-14 |
-33.3% |
2-10 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.8% |
0-00 |
| Volume |
326,340 |
223,645 |
-102,695 |
-31.5% |
1,316,918 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-18 |
148-06 |
146-17 |
|
| R3 |
147-22 |
147-10 |
146-10 |
|
| R2 |
146-26 |
146-26 |
146-07 |
|
| R1 |
146-14 |
146-14 |
146-05 |
146-20 |
| PP |
145-30 |
145-30 |
145-30 |
146-01 |
| S1 |
145-18 |
145-18 |
145-31 |
145-24 |
| S2 |
145-02 |
145-02 |
145-29 |
|
| S3 |
144-06 |
144-22 |
145-26 |
|
| S4 |
143-10 |
143-26 |
145-19 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-29 |
151-25 |
147-10 |
|
| R3 |
150-19 |
149-15 |
146-21 |
|
| R2 |
148-09 |
148-09 |
146-15 |
|
| R1 |
147-05 |
147-05 |
146-08 |
146-18 |
| PP |
145-31 |
145-31 |
145-31 |
145-22 |
| S1 |
144-27 |
144-27 |
145-26 |
144-08 |
| S2 |
143-21 |
143-21 |
145-19 |
|
| S3 |
141-11 |
142-17 |
145-13 |
|
| S4 |
139-01 |
140-07 |
144-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-28 |
144-25 |
2-03 |
1.4% |
1-02 |
0.7% |
61% |
False |
False |
269,852 |
| 10 |
147-03 |
144-07 |
2-28 |
2.0% |
1-03 |
0.7% |
64% |
False |
False |
275,394 |
| 20 |
147-03 |
142-27 |
4-08 |
2.9% |
1-03 |
0.7% |
76% |
False |
False |
280,868 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-06 |
0.8% |
82% |
False |
False |
241,668 |
| 60 |
150-05 |
141-14 |
8-23 |
6.0% |
1-07 |
0.8% |
53% |
False |
False |
161,542 |
| 80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-03 |
0.8% |
39% |
False |
False |
121,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-01 |
|
2.618 |
148-19 |
|
1.618 |
147-23 |
|
1.000 |
147-06 |
|
0.618 |
146-27 |
|
HIGH |
146-10 |
|
0.618 |
145-31 |
|
0.500 |
145-28 |
|
0.382 |
145-25 |
|
LOW |
145-14 |
|
0.618 |
144-29 |
|
1.000 |
144-18 |
|
1.618 |
144-01 |
|
2.618 |
143-05 |
|
4.250 |
141-23 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
146-00 |
145-29 |
| PP |
145-30 |
145-23 |
| S1 |
145-28 |
145-18 |
|