ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
142-13 |
142-26 |
0-13 |
0.3% |
141-01 |
| High |
143-06 |
143-30 |
0-24 |
0.5% |
143-30 |
| Low |
142-01 |
142-19 |
0-18 |
0.4% |
140-25 |
| Close |
142-25 |
143-22 |
0-29 |
0.6% |
143-22 |
| Range |
1-05 |
1-11 |
0-06 |
16.2% |
3-05 |
| ATR |
0-31 |
1-00 |
0-01 |
2.6% |
0-00 |
| Volume |
614,890 |
556,538 |
-58,352 |
-9.5% |
2,251,850 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
146-29 |
144-14 |
|
| R3 |
146-03 |
145-18 |
144-02 |
|
| R2 |
144-24 |
144-24 |
143-30 |
|
| R1 |
144-07 |
144-07 |
143-26 |
144-15 |
| PP |
143-13 |
143-13 |
143-13 |
143-17 |
| S1 |
142-28 |
142-28 |
143-18 |
143-05 |
| S2 |
142-02 |
142-02 |
143-14 |
|
| S3 |
140-23 |
141-17 |
143-10 |
|
| S4 |
139-12 |
140-06 |
142-30 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-09 |
151-04 |
145-14 |
|
| R3 |
149-04 |
147-31 |
144-18 |
|
| R2 |
145-31 |
145-31 |
144-09 |
|
| R1 |
144-26 |
144-26 |
143-31 |
145-12 |
| PP |
142-26 |
142-26 |
142-26 |
143-03 |
| S1 |
141-21 |
141-21 |
143-13 |
142-08 |
| S2 |
139-21 |
139-21 |
143-03 |
|
| S3 |
136-16 |
138-16 |
142-26 |
|
| S4 |
133-11 |
135-11 |
141-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-30 |
140-25 |
3-05 |
2.2% |
1-00 |
0.7% |
92% |
True |
False |
450,370 |
| 10 |
143-30 |
140-05 |
3-25 |
2.6% |
1-01 |
0.7% |
93% |
True |
False |
383,334 |
| 20 |
144-08 |
140-05 |
4-03 |
2.8% |
0-30 |
0.7% |
86% |
False |
False |
318,540 |
| 40 |
147-03 |
140-05 |
6-30 |
4.8% |
0-31 |
0.7% |
51% |
False |
False |
289,673 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-01 |
0.7% |
51% |
False |
False |
290,031 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-05 |
0.8% |
51% |
False |
False |
246,663 |
| 100 |
151-18 |
140-05 |
11-13 |
7.9% |
1-04 |
0.8% |
31% |
False |
False |
197,394 |
| 120 |
153-14 |
140-05 |
13-09 |
9.2% |
1-01 |
0.7% |
27% |
False |
False |
164,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-21 |
|
2.618 |
147-15 |
|
1.618 |
146-04 |
|
1.000 |
145-09 |
|
0.618 |
144-25 |
|
HIGH |
143-30 |
|
0.618 |
143-14 |
|
0.500 |
143-09 |
|
0.382 |
143-03 |
|
LOW |
142-19 |
|
0.618 |
141-24 |
|
1.000 |
141-08 |
|
1.618 |
140-13 |
|
2.618 |
139-02 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-18 |
143-10 |
| PP |
143-13 |
142-31 |
| S1 |
143-09 |
142-19 |
|