ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
144-25 |
143-27 |
-0-30 |
-0.6% |
145-12 |
| High |
144-30 |
143-31 |
-0-31 |
-0.7% |
146-02 |
| Low |
143-12 |
142-29 |
-0-15 |
-0.3% |
142-29 |
| Close |
143-25 |
143-03 |
-0-22 |
-0.5% |
143-03 |
| Range |
1-18 |
1-02 |
-0-16 |
-32.0% |
3-05 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.4% |
0-00 |
| Volume |
374,109 |
241,135 |
-132,974 |
-35.5% |
1,379,642 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-16 |
145-28 |
143-22 |
|
| R3 |
145-14 |
144-26 |
143-12 |
|
| R2 |
144-12 |
144-12 |
143-09 |
|
| R1 |
143-24 |
143-24 |
143-06 |
143-17 |
| PP |
143-10 |
143-10 |
143-10 |
143-07 |
| S1 |
142-22 |
142-22 |
143-00 |
142-15 |
| S2 |
142-08 |
142-08 |
142-29 |
|
| S3 |
141-06 |
141-20 |
142-26 |
|
| S4 |
140-04 |
140-18 |
142-16 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-16 |
151-14 |
144-27 |
|
| R3 |
150-11 |
148-09 |
143-31 |
|
| R2 |
147-06 |
147-06 |
143-22 |
|
| R1 |
145-04 |
145-04 |
143-12 |
144-19 |
| PP |
144-01 |
144-01 |
144-01 |
143-24 |
| S1 |
141-31 |
141-31 |
142-26 |
141-14 |
| S2 |
140-28 |
140-28 |
142-16 |
|
| S3 |
137-23 |
138-26 |
142-07 |
|
| S4 |
134-18 |
135-21 |
141-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-02 |
142-29 |
3-05 |
2.2% |
1-04 |
0.8% |
6% |
False |
True |
275,928 |
| 10 |
146-28 |
142-29 |
3-31 |
2.8% |
1-01 |
0.7% |
5% |
False |
True |
266,997 |
| 20 |
147-03 |
142-29 |
4-06 |
2.9% |
1-03 |
0.8% |
4% |
False |
True |
274,933 |
| 40 |
147-03 |
141-25 |
5-10 |
3.7% |
1-04 |
0.8% |
25% |
False |
False |
293,187 |
| 60 |
148-13 |
141-14 |
6-31 |
4.9% |
1-08 |
0.9% |
24% |
False |
False |
202,270 |
| 80 |
151-30 |
141-14 |
10-16 |
7.3% |
1-05 |
0.8% |
16% |
False |
False |
151,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-16 |
|
2.618 |
146-24 |
|
1.618 |
145-22 |
|
1.000 |
145-01 |
|
0.618 |
144-20 |
|
HIGH |
143-31 |
|
0.618 |
143-18 |
|
0.500 |
143-14 |
|
0.382 |
143-10 |
|
LOW |
142-29 |
|
0.618 |
142-08 |
|
1.000 |
141-27 |
|
1.618 |
141-06 |
|
2.618 |
140-04 |
|
4.250 |
138-13 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-14 |
144-12 |
| PP |
143-10 |
143-30 |
| S1 |
143-07 |
143-17 |
|