ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
145-15 |
145-19 |
0-04 |
0.1% |
146-00 |
| High |
146-02 |
145-27 |
-0-07 |
-0.1% |
146-28 |
| Low |
145-07 |
144-21 |
-0-18 |
-0.4% |
145-03 |
| Close |
146-01 |
144-30 |
-1-03 |
-0.7% |
145-13 |
| Range |
0-27 |
1-06 |
0-11 |
40.7% |
1-25 |
| ATR |
1-02 |
1-03 |
0-01 |
2.0% |
0-00 |
| Volume |
242,528 |
283,766 |
41,238 |
17.0% |
1,290,332 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-23 |
148-00 |
145-19 |
|
| R3 |
147-17 |
146-26 |
145-08 |
|
| R2 |
146-11 |
146-11 |
145-05 |
|
| R1 |
145-20 |
145-20 |
145-01 |
145-13 |
| PP |
145-05 |
145-05 |
145-05 |
145-01 |
| S1 |
144-14 |
144-14 |
144-27 |
144-07 |
| S2 |
143-31 |
143-31 |
144-23 |
|
| S3 |
142-25 |
143-08 |
144-20 |
|
| S4 |
141-19 |
142-02 |
144-09 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-04 |
150-02 |
146-12 |
|
| R3 |
149-11 |
148-09 |
145-29 |
|
| R2 |
147-18 |
147-18 |
145-23 |
|
| R1 |
146-16 |
146-16 |
145-18 |
146-05 |
| PP |
145-25 |
145-25 |
145-25 |
145-20 |
| S1 |
144-23 |
144-23 |
145-08 |
144-12 |
| S2 |
144-00 |
144-00 |
145-03 |
|
| S3 |
142-07 |
142-30 |
144-29 |
|
| S4 |
140-14 |
141-05 |
144-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-14 |
144-21 |
1-25 |
1.2% |
0-31 |
0.7% |
16% |
False |
True |
252,761 |
| 10 |
146-28 |
144-21 |
2-07 |
1.5% |
0-31 |
0.7% |
13% |
False |
True |
259,503 |
| 20 |
147-03 |
142-30 |
4-05 |
2.9% |
1-03 |
0.8% |
48% |
False |
False |
282,234 |
| 40 |
147-03 |
141-14 |
5-21 |
3.9% |
1-04 |
0.8% |
62% |
False |
False |
285,669 |
| 60 |
148-20 |
141-14 |
7-06 |
5.0% |
1-07 |
0.8% |
49% |
False |
False |
192,031 |
| 80 |
151-30 |
141-14 |
10-16 |
7.2% |
1-04 |
0.8% |
33% |
False |
False |
144,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-29 |
|
2.618 |
148-30 |
|
1.618 |
147-24 |
|
1.000 |
147-01 |
|
0.618 |
146-18 |
|
HIGH |
145-27 |
|
0.618 |
145-12 |
|
0.500 |
145-08 |
|
0.382 |
145-04 |
|
LOW |
144-21 |
|
0.618 |
143-30 |
|
1.000 |
143-15 |
|
1.618 |
142-24 |
|
2.618 |
141-18 |
|
4.250 |
139-20 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-08 |
145-12 |
| PP |
145-05 |
145-07 |
| S1 |
145-01 |
145-03 |
|