ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
141-11 |
141-10 |
-0-01 |
0.0% |
143-03 |
| High |
141-18 |
142-17 |
0-31 |
0.7% |
143-11 |
| Low |
141-01 |
141-08 |
0-07 |
0.2% |
140-05 |
| Close |
141-08 |
142-07 |
0-31 |
0.7% |
141-06 |
| Range |
0-17 |
1-09 |
0-24 |
141.2% |
3-06 |
| ATR |
0-30 |
0-31 |
0-01 |
2.5% |
0-00 |
| Volume |
274,119 |
538,623 |
264,504 |
96.5% |
1,581,493 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-27 |
145-10 |
142-30 |
|
| R3 |
144-18 |
144-01 |
142-18 |
|
| R2 |
143-09 |
143-09 |
142-15 |
|
| R1 |
142-24 |
142-24 |
142-11 |
143-01 |
| PP |
142-00 |
142-00 |
142-00 |
142-04 |
| S1 |
141-15 |
141-15 |
142-03 |
141-24 |
| S2 |
140-23 |
140-23 |
141-31 |
|
| S3 |
139-14 |
140-06 |
141-28 |
|
| S4 |
138-05 |
138-29 |
141-16 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-04 |
149-11 |
142-30 |
|
| R3 |
147-30 |
146-05 |
142-02 |
|
| R2 |
144-24 |
144-24 |
141-25 |
|
| R1 |
142-31 |
142-31 |
141-15 |
142-09 |
| PP |
141-18 |
141-18 |
141-18 |
141-07 |
| S1 |
139-25 |
139-25 |
140-29 |
139-03 |
| S2 |
138-12 |
138-12 |
140-19 |
|
| S3 |
135-06 |
136-19 |
140-10 |
|
| S4 |
132-00 |
133-13 |
139-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-17 |
140-05 |
2-12 |
1.7% |
0-29 |
0.6% |
87% |
True |
False |
342,830 |
| 10 |
143-21 |
140-05 |
3-16 |
2.5% |
0-31 |
0.7% |
59% |
False |
False |
323,781 |
| 20 |
144-08 |
140-05 |
4-03 |
2.9% |
0-29 |
0.6% |
50% |
False |
False |
282,087 |
| 40 |
147-03 |
140-05 |
6-30 |
4.9% |
0-31 |
0.7% |
30% |
False |
False |
276,361 |
| 60 |
147-03 |
140-05 |
6-30 |
4.9% |
1-01 |
0.7% |
30% |
False |
False |
284,604 |
| 80 |
147-10 |
140-05 |
7-05 |
5.0% |
1-05 |
0.8% |
29% |
False |
False |
232,047 |
| 100 |
151-30 |
140-05 |
11-25 |
8.3% |
1-03 |
0.8% |
18% |
False |
False |
185,680 |
| 120 |
153-14 |
140-05 |
13-09 |
9.3% |
1-01 |
0.7% |
16% |
False |
False |
154,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-31 |
|
2.618 |
145-28 |
|
1.618 |
144-19 |
|
1.000 |
143-26 |
|
0.618 |
143-10 |
|
HIGH |
142-17 |
|
0.618 |
142-01 |
|
0.500 |
141-29 |
|
0.382 |
141-24 |
|
LOW |
141-08 |
|
0.618 |
140-15 |
|
1.000 |
139-31 |
|
1.618 |
139-06 |
|
2.618 |
137-29 |
|
4.250 |
135-26 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-04 |
142-01 |
| PP |
142-00 |
141-27 |
| S1 |
141-29 |
141-21 |
|