ECBOT 30 Year Treasury Bond Future June 2018
Trading Metrics calculated at close of trading on 04-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
Open |
143-03 |
143-16 |
0-13 |
0.3% |
143-05 |
High |
143-30 |
144-08 |
0-10 |
0.2% |
144-08 |
Low |
142-29 |
143-05 |
0-08 |
0.2% |
142-22 |
Close |
143-18 |
143-21 |
0-03 |
0.1% |
143-21 |
Range |
1-01 |
1-03 |
0-02 |
6.1% |
1-18 |
ATR |
1-01 |
1-01 |
0-00 |
0.4% |
0-00 |
Volume |
278,108 |
244,053 |
-34,055 |
-12.2% |
1,354,763 |
|
Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-31 |
146-13 |
144-08 |
|
R3 |
145-28 |
145-10 |
143-31 |
|
R2 |
144-25 |
144-25 |
143-27 |
|
R1 |
144-07 |
144-07 |
143-24 |
144-16 |
PP |
143-22 |
143-22 |
143-22 |
143-27 |
S1 |
143-04 |
143-04 |
143-18 |
143-13 |
S2 |
142-19 |
142-19 |
143-15 |
|
S3 |
141-16 |
142-01 |
143-11 |
|
S4 |
140-13 |
140-30 |
143-02 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-07 |
147-16 |
144-17 |
|
R3 |
146-21 |
145-30 |
144-03 |
|
R2 |
145-03 |
145-03 |
143-30 |
|
R1 |
144-12 |
144-12 |
143-26 |
144-24 |
PP |
143-17 |
143-17 |
143-17 |
143-23 |
S1 |
142-26 |
142-26 |
143-16 |
143-06 |
S2 |
141-31 |
141-31 |
143-12 |
|
S3 |
140-13 |
141-08 |
143-07 |
|
S4 |
138-27 |
139-22 |
142-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144-08 |
142-22 |
1-18 |
1.1% |
0-29 |
0.6% |
62% |
True |
False |
270,952 |
10 |
144-08 |
141-17 |
2-23 |
1.9% |
0-29 |
0.6% |
78% |
True |
False |
258,401 |
20 |
146-28 |
141-17 |
5-11 |
3.7% |
0-31 |
0.7% |
40% |
False |
False |
262,699 |
40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-01 |
0.7% |
38% |
False |
False |
272,995 |
60 |
147-03 |
141-14 |
5-21 |
3.9% |
1-04 |
0.8% |
39% |
False |
False |
245,031 |
80 |
150-05 |
141-14 |
8-23 |
6.1% |
1-05 |
0.8% |
25% |
False |
False |
184,038 |
100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
18% |
False |
False |
147,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-29 |
2.618 |
147-04 |
1.618 |
146-01 |
1.000 |
145-11 |
0.618 |
144-30 |
HIGH |
144-08 |
0.618 |
143-27 |
0.500 |
143-23 |
0.382 |
143-18 |
LOW |
143-05 |
0.618 |
142-15 |
1.000 |
142-02 |
1.618 |
141-12 |
2.618 |
140-09 |
4.250 |
138-16 |
|
|
Fisher Pivots for day following 04-May-2018 |
Pivot |
1 day |
3 day |
R1 |
143-23 |
143-19 |
PP |
143-22 |
143-17 |
S1 |
143-22 |
143-15 |
|