ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
146-03 |
145-23 |
-0-12 |
-0.3% |
146-09 |
| High |
146-08 |
146-28 |
0-20 |
0.4% |
147-03 |
| Low |
145-17 |
145-19 |
0-02 |
0.0% |
144-25 |
| Close |
145-30 |
146-04 |
0-06 |
0.1% |
146-01 |
| Range |
0-23 |
1-09 |
0-18 |
78.3% |
2-10 |
| ATR |
1-04 |
1-04 |
0-00 |
1.0% |
0-00 |
| Volume |
257,173 |
310,105 |
52,932 |
20.6% |
1,316,918 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-01 |
149-12 |
146-27 |
|
| R3 |
148-24 |
148-03 |
146-15 |
|
| R2 |
147-15 |
147-15 |
146-12 |
|
| R1 |
146-26 |
146-26 |
146-08 |
147-04 |
| PP |
146-06 |
146-06 |
146-06 |
146-12 |
| S1 |
145-17 |
145-17 |
146-00 |
145-28 |
| S2 |
144-29 |
144-29 |
145-28 |
|
| S3 |
143-20 |
144-08 |
145-25 |
|
| S4 |
142-11 |
142-31 |
145-13 |
|
|
| 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% |
0-31 |
0.7% |
64% |
True |
False |
266,244 |
| 10 |
147-03 |
144-25 |
2-10 |
1.6% |
1-01 |
0.7% |
58% |
False |
False |
274,679 |
| 20 |
147-03 |
142-30 |
4-05 |
2.8% |
1-03 |
0.7% |
77% |
False |
False |
281,131 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-05 |
0.8% |
83% |
False |
False |
255,672 |
| 60 |
150-05 |
141-14 |
8-23 |
6.0% |
1-07 |
0.8% |
54% |
False |
False |
170,993 |
| 80 |
153-14 |
141-14 |
12-00 |
8.2% |
1-03 |
0.8% |
39% |
False |
False |
128,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-10 |
|
2.618 |
150-07 |
|
1.618 |
148-30 |
|
1.000 |
148-05 |
|
0.618 |
147-21 |
|
HIGH |
146-28 |
|
0.618 |
146-12 |
|
0.500 |
146-08 |
|
0.382 |
146-03 |
|
LOW |
145-19 |
|
0.618 |
144-26 |
|
1.000 |
144-10 |
|
1.618 |
143-17 |
|
2.618 |
142-08 |
|
4.250 |
140-05 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
146-08 |
146-05 |
| PP |
146-06 |
146-05 |
| S1 |
146-05 |
146-04 |
|