ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
145-23 |
146-10 |
0-19 |
0.4% |
146-09 |
| High |
146-28 |
146-14 |
-0-14 |
-0.3% |
147-03 |
| Low |
145-19 |
145-03 |
-0-16 |
-0.3% |
144-25 |
| Close |
146-04 |
145-12 |
-0-24 |
-0.5% |
146-01 |
| Range |
1-09 |
1-11 |
0-02 |
4.9% |
2-10 |
| ATR |
1-04 |
1-05 |
0-00 |
1.3% |
0-00 |
| Volume |
310,105 |
275,859 |
-34,246 |
-11.0% |
1,316,918 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-21 |
148-28 |
146-04 |
|
| R3 |
148-10 |
147-17 |
145-24 |
|
| R2 |
146-31 |
146-31 |
145-20 |
|
| R1 |
146-06 |
146-06 |
145-16 |
145-29 |
| PP |
145-20 |
145-20 |
145-20 |
145-16 |
| S1 |
144-27 |
144-27 |
145-08 |
144-18 |
| S2 |
144-09 |
144-09 |
145-04 |
|
| S3 |
142-30 |
143-16 |
145-00 |
|
| S4 |
141-19 |
142-05 |
144-20 |
|
|
| 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 |
144-26 |
2-02 |
1.4% |
1-03 |
0.8% |
27% |
False |
False |
278,624 |
| 10 |
147-03 |
144-25 |
2-10 |
1.6% |
1-03 |
0.8% |
26% |
False |
False |
267,554 |
| 20 |
147-03 |
142-30 |
4-05 |
2.9% |
1-03 |
0.8% |
59% |
False |
False |
279,981 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-05 |
0.8% |
70% |
False |
False |
262,479 |
| 60 |
150-05 |
141-14 |
8-23 |
6.0% |
1-07 |
0.8% |
45% |
False |
False |
175,589 |
| 80 |
153-14 |
141-14 |
12-00 |
8.3% |
1-03 |
0.8% |
33% |
False |
False |
131,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-05 |
|
2.618 |
149-31 |
|
1.618 |
148-20 |
|
1.000 |
147-25 |
|
0.618 |
147-09 |
|
HIGH |
146-14 |
|
0.618 |
145-30 |
|
0.500 |
145-25 |
|
0.382 |
145-19 |
|
LOW |
145-03 |
|
0.618 |
144-08 |
|
1.000 |
143-24 |
|
1.618 |
142-29 |
|
2.618 |
141-18 |
|
4.250 |
139-12 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-25 |
146-00 |
| PP |
145-20 |
145-25 |
| S1 |
145-16 |
145-19 |
|