ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
143-07 |
142-18 |
-0-21 |
-0.5% |
143-05 |
| High |
143-09 |
143-12 |
0-03 |
0.1% |
144-08 |
| Low |
142-15 |
142-17 |
0-02 |
0.0% |
142-22 |
| Close |
142-21 |
143-06 |
0-17 |
0.4% |
143-21 |
| Range |
0-26 |
0-27 |
0-01 |
3.8% |
1-18 |
| ATR |
0-31 |
0-31 |
0-00 |
-1.0% |
0-00 |
| Volume |
245,468 |
331,232 |
85,764 |
34.9% |
1,354,763 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-18 |
145-07 |
143-21 |
|
| R3 |
144-23 |
144-12 |
143-13 |
|
| R2 |
143-28 |
143-28 |
143-11 |
|
| R1 |
143-17 |
143-17 |
143-08 |
143-22 |
| PP |
143-01 |
143-01 |
143-01 |
143-04 |
| S1 |
142-22 |
142-22 |
143-04 |
142-28 |
| S2 |
142-06 |
142-06 |
143-01 |
|
| S3 |
141-11 |
141-27 |
142-31 |
|
| S4 |
140-16 |
141-00 |
142-23 |
|
|
| 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 |
142-15 |
1-25 |
1.2% |
0-26 |
0.6% |
40% |
False |
False |
236,416 |
| 10 |
144-08 |
142-15 |
1-25 |
1.2% |
0-27 |
0.6% |
40% |
False |
False |
251,241 |
| 20 |
146-02 |
141-17 |
4-17 |
3.2% |
0-29 |
0.6% |
37% |
False |
False |
256,261 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-00 |
0.7% |
30% |
False |
False |
268,121 |
| 60 |
147-03 |
141-14 |
5-21 |
4.0% |
1-02 |
0.8% |
31% |
False |
False |
260,407 |
| 80 |
150-05 |
141-14 |
8-23 |
6.1% |
1-05 |
0.8% |
20% |
False |
False |
195,757 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
15% |
False |
False |
156,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-31 |
|
2.618 |
145-19 |
|
1.618 |
144-24 |
|
1.000 |
144-07 |
|
0.618 |
143-29 |
|
HIGH |
143-12 |
|
0.618 |
143-02 |
|
0.500 |
142-31 |
|
0.382 |
142-27 |
|
LOW |
142-17 |
|
0.618 |
142-00 |
|
1.000 |
141-22 |
|
1.618 |
141-05 |
|
2.618 |
140-10 |
|
4.250 |
138-30 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
143-05 |
| PP |
143-01 |
143-04 |
| S1 |
142-31 |
143-03 |
|