ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
142-18 |
143-10 |
0-24 |
0.5% |
143-15 |
| High |
143-12 |
143-21 |
0-09 |
0.2% |
143-27 |
| Low |
142-17 |
142-29 |
0-12 |
0.3% |
142-15 |
| Close |
143-06 |
143-04 |
-0-02 |
0.0% |
143-04 |
| Range |
0-27 |
0-24 |
-0-03 |
-11.1% |
1-12 |
| ATR |
0-31 |
0-31 |
-0-01 |
-1.6% |
0-00 |
| Volume |
331,232 |
244,671 |
-86,561 |
-26.1% |
1,182,699 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
145-02 |
143-17 |
|
| R3 |
144-23 |
144-10 |
143-11 |
|
| R2 |
143-31 |
143-31 |
143-08 |
|
| R1 |
143-18 |
143-18 |
143-06 |
143-13 |
| PP |
143-07 |
143-07 |
143-07 |
143-05 |
| S1 |
142-26 |
142-26 |
143-02 |
142-21 |
| S2 |
142-15 |
142-15 |
143-00 |
|
| S3 |
141-23 |
142-02 |
142-29 |
|
| S4 |
140-31 |
141-10 |
142-23 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-09 |
146-18 |
143-28 |
|
| R3 |
145-29 |
145-06 |
143-16 |
|
| R2 |
144-17 |
144-17 |
143-12 |
|
| R1 |
143-26 |
143-26 |
143-08 |
143-16 |
| PP |
143-05 |
143-05 |
143-05 |
142-31 |
| S1 |
142-14 |
142-14 |
143-00 |
142-04 |
| S2 |
141-25 |
141-25 |
142-28 |
|
| S3 |
140-13 |
141-02 |
142-24 |
|
| S4 |
139-01 |
139-22 |
142-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-27 |
142-15 |
1-12 |
1.0% |
0-24 |
0.5% |
48% |
False |
False |
236,539 |
| 10 |
144-08 |
142-15 |
1-25 |
1.2% |
0-26 |
0.6% |
37% |
False |
False |
253,746 |
| 20 |
146-02 |
141-17 |
4-17 |
3.2% |
0-29 |
0.6% |
35% |
False |
False |
257,317 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-00 |
0.7% |
29% |
False |
False |
267,959 |
| 60 |
147-03 |
141-14 |
5-21 |
4.0% |
1-02 |
0.7% |
30% |
False |
False |
264,372 |
| 80 |
148-25 |
141-14 |
7-11 |
5.1% |
1-05 |
0.8% |
23% |
False |
False |
198,815 |
| 100 |
152-07 |
141-14 |
10-25 |
7.5% |
1-02 |
0.8% |
16% |
False |
False |
159,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-27 |
|
2.618 |
145-20 |
|
1.618 |
144-28 |
|
1.000 |
144-13 |
|
0.618 |
144-04 |
|
HIGH |
143-21 |
|
0.618 |
143-12 |
|
0.500 |
143-09 |
|
0.382 |
143-06 |
|
LOW |
142-29 |
|
0.618 |
142-14 |
|
1.000 |
142-05 |
|
1.618 |
141-22 |
|
2.618 |
140-30 |
|
4.250 |
139-23 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-09 |
143-03 |
| PP |
143-07 |
143-03 |
| S1 |
143-06 |
143-02 |
|