ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
145-19 |
144-25 |
-0-26 |
-0.6% |
146-00 |
| High |
145-27 |
144-30 |
-0-29 |
-0.6% |
146-28 |
| Low |
144-21 |
143-12 |
-1-09 |
-0.9% |
145-03 |
| Close |
144-30 |
143-25 |
-1-05 |
-0.8% |
145-13 |
| Range |
1-06 |
1-18 |
0-12 |
31.6% |
1-25 |
| ATR |
1-03 |
1-04 |
0-01 |
3.0% |
0-00 |
| Volume |
283,766 |
374,109 |
90,343 |
31.8% |
1,290,332 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-23 |
147-26 |
144-21 |
|
| R3 |
147-05 |
146-08 |
144-07 |
|
| R2 |
145-19 |
145-19 |
144-02 |
|
| R1 |
144-22 |
144-22 |
143-30 |
144-12 |
| PP |
144-01 |
144-01 |
144-01 |
143-28 |
| S1 |
143-04 |
143-04 |
143-20 |
142-26 |
| S2 |
142-15 |
142-15 |
143-16 |
|
| S3 |
140-29 |
141-18 |
143-11 |
|
| S4 |
139-11 |
140-00 |
142-30 |
|
|
| 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 |
146-02 |
143-12 |
2-22 |
1.9% |
1-01 |
0.7% |
15% |
False |
True |
272,411 |
| 10 |
146-28 |
143-12 |
3-16 |
2.4% |
1-02 |
0.7% |
12% |
False |
True |
275,517 |
| 20 |
147-03 |
143-12 |
3-23 |
2.6% |
1-04 |
0.8% |
11% |
False |
True |
286,061 |
| 40 |
147-03 |
141-22 |
5-13 |
3.8% |
1-03 |
0.8% |
39% |
False |
False |
293,527 |
| 60 |
148-14 |
141-14 |
7-00 |
4.9% |
1-08 |
0.9% |
33% |
False |
False |
198,265 |
| 80 |
151-30 |
141-14 |
10-16 |
7.3% |
1-05 |
0.8% |
22% |
False |
False |
148,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-18 |
|
2.618 |
149-01 |
|
1.618 |
147-15 |
|
1.000 |
146-16 |
|
0.618 |
145-29 |
|
HIGH |
144-30 |
|
0.618 |
144-11 |
|
0.500 |
144-05 |
|
0.382 |
143-31 |
|
LOW |
143-12 |
|
0.618 |
142-13 |
|
1.000 |
141-26 |
|
1.618 |
140-27 |
|
2.618 |
139-09 |
|
4.250 |
136-24 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-05 |
144-23 |
| PP |
144-01 |
144-13 |
| S1 |
143-29 |
144-03 |
|