ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
142-18 |
143-05 |
0-19 |
0.4% |
142-31 |
| High |
143-09 |
143-28 |
0-19 |
0.4% |
143-09 |
| Low |
142-16 |
142-30 |
0-14 |
0.3% |
141-17 |
| Close |
143-08 |
143-27 |
0-19 |
0.4% |
143-08 |
| Range |
0-25 |
0-30 |
0-05 |
20.0% |
1-24 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.9% |
0-00 |
| Volume |
219,619 |
284,733 |
65,114 |
29.6% |
1,229,248 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
146-01 |
144-12 |
|
| R3 |
145-14 |
145-03 |
144-03 |
|
| R2 |
144-16 |
144-16 |
144-01 |
|
| R1 |
144-05 |
144-05 |
143-30 |
144-11 |
| PP |
143-18 |
143-18 |
143-18 |
143-20 |
| S1 |
143-07 |
143-07 |
143-24 |
143-13 |
| S2 |
142-20 |
142-20 |
143-22 |
|
| S3 |
141-22 |
142-09 |
143-19 |
|
| S4 |
140-24 |
141-11 |
143-11 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
147-11 |
144-07 |
|
| R3 |
146-06 |
145-19 |
143-23 |
|
| R2 |
144-14 |
144-14 |
143-18 |
|
| R1 |
143-27 |
143-27 |
143-13 |
144-05 |
| PP |
142-22 |
142-22 |
142-22 |
142-27 |
| S1 |
142-03 |
142-03 |
143-03 |
142-13 |
| S2 |
140-30 |
140-30 |
142-30 |
|
| S3 |
139-06 |
140-11 |
142-25 |
|
| S4 |
137-14 |
138-19 |
142-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-28 |
141-17 |
2-11 |
1.6% |
0-30 |
0.7% |
99% |
True |
False |
257,213 |
| 10 |
146-02 |
141-17 |
4-17 |
3.2% |
1-00 |
0.7% |
51% |
False |
False |
265,551 |
| 20 |
146-28 |
141-17 |
5-11 |
3.7% |
1-00 |
0.7% |
43% |
False |
False |
265,478 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-02 |
0.7% |
42% |
False |
False |
274,376 |
| 60 |
147-03 |
141-14 |
5-21 |
3.9% |
1-07 |
0.8% |
43% |
False |
False |
227,434 |
| 80 |
151-18 |
141-14 |
10-04 |
7.0% |
1-05 |
0.8% |
24% |
False |
False |
170,665 |
| 100 |
153-14 |
141-14 |
12-00 |
8.3% |
1-02 |
0.7% |
20% |
False |
False |
136,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-28 |
|
2.618 |
146-11 |
|
1.618 |
145-13 |
|
1.000 |
144-26 |
|
0.618 |
144-15 |
|
HIGH |
143-28 |
|
0.618 |
143-17 |
|
0.500 |
143-13 |
|
0.382 |
143-09 |
|
LOW |
142-30 |
|
0.618 |
142-11 |
|
1.000 |
142-00 |
|
1.618 |
141-13 |
|
2.618 |
140-15 |
|
4.250 |
138-30 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-22 |
143-15 |
| PP |
143-18 |
143-03 |
| S1 |
143-13 |
142-24 |
|