ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
143-13 |
143-10 |
-0-03 |
-0.1% |
142-31 |
| High |
143-20 |
143-18 |
-0-02 |
0.0% |
143-09 |
| Low |
142-31 |
142-22 |
-0-09 |
-0.2% |
141-17 |
| Close |
143-05 |
143-08 |
0-03 |
0.1% |
143-08 |
| Range |
0-21 |
0-28 |
0-07 |
33.3% |
1-24 |
| ATR |
1-02 |
1-01 |
0-00 |
-1.2% |
0-00 |
| Volume |
252,822 |
295,047 |
42,225 |
16.7% |
1,229,248 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
145-13 |
143-23 |
|
| R3 |
144-29 |
144-17 |
143-16 |
|
| R2 |
144-01 |
144-01 |
143-13 |
|
| R1 |
143-21 |
143-21 |
143-11 |
143-13 |
| PP |
143-05 |
143-05 |
143-05 |
143-02 |
| S1 |
142-25 |
142-25 |
143-05 |
142-17 |
| S2 |
142-09 |
142-09 |
143-03 |
|
| S3 |
141-13 |
141-29 |
143-00 |
|
| S4 |
140-17 |
141-01 |
142-25 |
|
|
| 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 |
141-19 |
2-09 |
1.6% |
0-27 |
0.6% |
73% |
False |
False |
254,994 |
| 10 |
144-30 |
141-17 |
3-13 |
2.4% |
0-31 |
0.7% |
50% |
False |
False |
267,709 |
| 20 |
146-28 |
141-17 |
5-11 |
3.7% |
0-31 |
0.7% |
32% |
False |
False |
263,606 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-01 |
0.7% |
31% |
False |
False |
274,553 |
| 60 |
147-03 |
141-14 |
5-21 |
3.9% |
1-05 |
0.8% |
32% |
False |
False |
236,403 |
| 80 |
151-04 |
141-14 |
9-22 |
6.8% |
1-05 |
0.8% |
19% |
False |
False |
177,512 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
15% |
False |
False |
142,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-09 |
|
2.618 |
145-27 |
|
1.618 |
144-31 |
|
1.000 |
144-14 |
|
0.618 |
144-03 |
|
HIGH |
143-18 |
|
0.618 |
143-07 |
|
0.500 |
143-04 |
|
0.382 |
143-01 |
|
LOW |
142-22 |
|
0.618 |
142-05 |
|
1.000 |
141-26 |
|
1.618 |
141-09 |
|
2.618 |
140-13 |
|
4.250 |
138-31 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-07 |
143-09 |
| PP |
143-05 |
143-09 |
| S1 |
143-04 |
143-08 |
|