ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
142-09 |
141-25 |
-0-16 |
-0.4% |
145-12 |
| High |
142-16 |
142-20 |
0-04 |
0.1% |
146-02 |
| Low |
141-17 |
141-19 |
0-02 |
0.0% |
142-29 |
| Close |
141-24 |
142-12 |
0-20 |
0.4% |
143-03 |
| Range |
0-31 |
1-01 |
0-02 |
6.5% |
3-05 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.4% |
0-00 |
| Volume |
273,123 |
222,753 |
-50,370 |
-18.4% |
1,379,642 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-09 |
144-28 |
142-30 |
|
| R3 |
144-08 |
143-27 |
142-21 |
|
| R2 |
143-07 |
143-07 |
142-18 |
|
| R1 |
142-26 |
142-26 |
142-15 |
143-00 |
| PP |
142-06 |
142-06 |
142-06 |
142-10 |
| S1 |
141-25 |
141-25 |
142-09 |
142-00 |
| S2 |
141-05 |
141-05 |
142-06 |
|
| S3 |
140-04 |
140-24 |
142-03 |
|
| S4 |
139-03 |
139-23 |
141-26 |
|
|
| 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 |
143-31 |
141-17 |
2-14 |
1.7% |
0-31 |
0.7% |
35% |
False |
False |
250,152 |
| 10 |
146-02 |
141-17 |
4-17 |
3.2% |
1-00 |
0.7% |
19% |
False |
False |
261,282 |
| 20 |
147-03 |
141-17 |
5-18 |
3.9% |
1-01 |
0.7% |
15% |
False |
False |
264,418 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-03 |
0.8% |
15% |
False |
False |
282,293 |
| 60 |
147-05 |
141-14 |
5-23 |
4.0% |
1-07 |
0.9% |
16% |
False |
False |
219,073 |
| 80 |
151-19 |
141-14 |
10-05 |
7.1% |
1-05 |
0.8% |
9% |
False |
False |
164,362 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-01 |
0.7% |
8% |
False |
False |
131,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-00 |
|
2.618 |
145-10 |
|
1.618 |
144-09 |
|
1.000 |
143-21 |
|
0.618 |
143-08 |
|
HIGH |
142-20 |
|
0.618 |
142-07 |
|
0.500 |
142-04 |
|
0.382 |
142-00 |
|
LOW |
141-19 |
|
0.618 |
140-31 |
|
1.000 |
140-18 |
|
1.618 |
139-30 |
|
2.618 |
138-29 |
|
4.250 |
137-07 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
142-13 |
| PP |
142-06 |
142-13 |
| S1 |
142-04 |
142-12 |
|