ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
143-03 |
142-20 |
-0-15 |
-0.3% |
143-15 |
| High |
143-11 |
142-23 |
-0-20 |
-0.4% |
143-27 |
| Low |
142-18 |
140-26 |
-1-24 |
-1.2% |
142-15 |
| Close |
142-24 |
141-02 |
-1-22 |
-1.2% |
143-04 |
| Range |
0-25 |
1-29 |
1-04 |
144.0% |
1-12 |
| ATR |
0-30 |
1-00 |
0-02 |
7.5% |
0-00 |
| Volume |
202,314 |
430,386 |
228,072 |
112.7% |
1,182,699 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-08 |
146-02 |
142-04 |
|
| R3 |
145-11 |
144-05 |
141-19 |
|
| R2 |
143-14 |
143-14 |
141-13 |
|
| R1 |
142-08 |
142-08 |
141-08 |
141-29 |
| PP |
141-17 |
141-17 |
141-17 |
141-11 |
| S1 |
140-11 |
140-11 |
140-28 |
139-31 |
| S2 |
139-20 |
139-20 |
140-23 |
|
| S3 |
137-23 |
138-14 |
140-17 |
|
| S4 |
135-26 |
136-17 |
140-00 |
|
|
| 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 |
143-21 |
140-26 |
2-27 |
2.0% |
1-01 |
0.7% |
9% |
False |
True |
290,814 |
| 10 |
144-08 |
140-26 |
3-14 |
2.4% |
0-30 |
0.7% |
7% |
False |
True |
263,260 |
| 20 |
145-27 |
140-26 |
5-01 |
3.6% |
0-31 |
0.7% |
5% |
False |
True |
264,921 |
| 40 |
147-03 |
140-26 |
6-09 |
4.5% |
1-01 |
0.7% |
4% |
False |
True |
272,027 |
| 60 |
147-03 |
140-26 |
6-09 |
4.5% |
1-02 |
0.8% |
4% |
False |
True |
274,728 |
| 80 |
148-20 |
140-26 |
7-26 |
5.5% |
1-05 |
0.8% |
3% |
False |
True |
206,713 |
| 100 |
151-30 |
140-26 |
11-04 |
7.9% |
1-03 |
0.8% |
2% |
False |
True |
165,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
147-23 |
|
1.618 |
145-26 |
|
1.000 |
144-20 |
|
0.618 |
143-29 |
|
HIGH |
142-23 |
|
0.618 |
142-00 |
|
0.500 |
141-25 |
|
0.382 |
141-17 |
|
LOW |
140-26 |
|
0.618 |
139-20 |
|
1.000 |
138-29 |
|
1.618 |
137-23 |
|
2.618 |
135-26 |
|
4.250 |
132-23 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
141-25 |
142-08 |
| PP |
141-17 |
141-27 |
| S1 |
141-10 |
141-15 |
|