ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
143-15 |
0-00 |
0.0% |
143-05 |
| High |
143-27 |
143-22 |
-0-05 |
-0.1% |
144-08 |
| Low |
143-11 |
142-29 |
-0-14 |
-0.3% |
142-22 |
| Close |
143-18 |
143-12 |
-0-06 |
-0.1% |
143-21 |
| Range |
0-16 |
0-25 |
0-09 |
56.2% |
1-18 |
| ATR |
1-00 |
1-00 |
-0-01 |
-1.6% |
0-00 |
| Volume |
134,984 |
226,344 |
91,360 |
67.7% |
1,354,763 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
145-10 |
143-26 |
|
| R3 |
144-28 |
144-17 |
143-19 |
|
| R2 |
144-03 |
144-03 |
143-17 |
|
| R1 |
143-24 |
143-24 |
143-14 |
143-17 |
| PP |
143-10 |
143-10 |
143-10 |
143-07 |
| S1 |
142-31 |
142-31 |
143-10 |
142-24 |
| S2 |
142-17 |
142-17 |
143-07 |
|
| S3 |
141-24 |
142-06 |
143-05 |
|
| S4 |
140-31 |
141-13 |
142-30 |
|
|
| 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% |
0-27 |
0.6% |
44% |
False |
False |
235,707 |
| 10 |
144-08 |
141-17 |
2-23 |
1.9% |
0-28 |
0.6% |
68% |
False |
False |
243,158 |
| 20 |
146-28 |
141-17 |
5-11 |
3.7% |
0-31 |
0.7% |
35% |
False |
False |
256,724 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-01 |
0.7% |
33% |
False |
False |
269,469 |
| 60 |
147-03 |
141-14 |
5-21 |
3.9% |
1-03 |
0.8% |
34% |
False |
False |
250,905 |
| 80 |
150-05 |
141-14 |
8-23 |
6.1% |
1-05 |
0.8% |
22% |
False |
False |
188,551 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
16% |
False |
False |
150,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-00 |
|
2.618 |
145-23 |
|
1.618 |
144-30 |
|
1.000 |
144-15 |
|
0.618 |
144-05 |
|
HIGH |
143-22 |
|
0.618 |
143-12 |
|
0.500 |
143-10 |
|
0.382 |
143-07 |
|
LOW |
142-29 |
|
0.618 |
142-14 |
|
1.000 |
142-04 |
|
1.618 |
141-21 |
|
2.618 |
140-28 |
|
4.250 |
139-19 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-11 |
143-19 |
| PP |
143-10 |
143-16 |
| S1 |
143-10 |
143-14 |
|