ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
143-10 |
143-03 |
-0-07 |
-0.2% |
142-31 |
| High |
143-18 |
143-30 |
0-12 |
0.3% |
143-09 |
| Low |
142-22 |
142-29 |
0-07 |
0.2% |
141-17 |
| Close |
143-08 |
143-18 |
0-10 |
0.2% |
143-08 |
| Range |
0-28 |
1-01 |
0-05 |
17.9% |
1-24 |
| ATR |
1-01 |
1-01 |
0-00 |
0.0% |
0-00 |
| Volume |
295,047 |
278,108 |
-16,939 |
-5.7% |
1,229,248 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-18 |
146-03 |
144-04 |
|
| R3 |
145-17 |
145-02 |
143-27 |
|
| R2 |
144-16 |
144-16 |
143-24 |
|
| R1 |
144-01 |
144-01 |
143-21 |
144-08 |
| PP |
143-15 |
143-15 |
143-15 |
143-19 |
| S1 |
143-00 |
143-00 |
143-15 |
143-08 |
| S2 |
142-14 |
142-14 |
143-12 |
|
| S3 |
141-13 |
141-31 |
143-09 |
|
| S4 |
140-12 |
140-30 |
143-00 |
|
|
| 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 |
143-30 |
142-16 |
1-14 |
1.0% |
0-27 |
0.6% |
74% |
True |
False |
266,065 |
| 10 |
143-31 |
141-17 |
2-14 |
1.7% |
0-29 |
0.6% |
83% |
False |
False |
258,109 |
| 20 |
146-28 |
141-17 |
5-11 |
3.7% |
1-00 |
0.7% |
38% |
False |
False |
266,813 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-01 |
0.7% |
37% |
False |
False |
273,767 |
| 60 |
147-03 |
141-14 |
5-21 |
3.9% |
1-04 |
0.8% |
38% |
False |
False |
240,993 |
| 80 |
150-24 |
141-14 |
9-10 |
6.5% |
1-05 |
0.8% |
23% |
False |
False |
180,988 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
18% |
False |
False |
144,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-10 |
|
2.618 |
146-20 |
|
1.618 |
145-19 |
|
1.000 |
144-31 |
|
0.618 |
144-18 |
|
HIGH |
143-30 |
|
0.618 |
143-17 |
|
0.500 |
143-14 |
|
0.382 |
143-10 |
|
LOW |
142-29 |
|
0.618 |
142-09 |
|
1.000 |
141-28 |
|
1.618 |
141-08 |
|
2.618 |
140-07 |
|
4.250 |
138-17 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-17 |
143-15 |
| PP |
143-15 |
143-13 |
| S1 |
143-14 |
143-10 |
|