ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	145-06	145-11	0-05	0.1%	143-23
High	146-01	145-15	-0-18	-0.4%	146-23
Low	144-26	144-09	-0-17	-0.4%	143-09
Close	146-00	144-26	-1-06	-0.8%	144-26
Range	1-07	1-06	-0-01	-2.6%	3-14
ATR	1-08	1-09	0-01	2.8%	0-00
Volume	65,411	27,813	-37,598	-57.5%	1,546,246

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-13	147-26	145-15
R3	147-07	146-20	145-04
R2	146-01	146-01	145-01
R1	145-14	145-14	144-29	145-05
PP	144-27	144-27	144-27	144-23
S1	144-08	144-08	144-23	143-31
S2	143-21	143-21	144-19
S3	142-15	143-02	144-16
S4	141-09	141-28	144-05

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	155-08	153-15	146-22
R3	151-26	150-01	145-24
R2	148-12	148-12	145-14
R1	146-19	146-19	145-04	147-16
PP	144-30	144-30	144-30	145-12
S1	143-05	143-05	144-16	144-02
S2	141-16	141-16	144-06
S3	138-02	139-23	143-28
S4	134-20	136-09	142-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-23	142-19	4-04	2.8%	1-27	1.3%	54%	False	False	420,556
10	146-23	140-05	6-18	4.5%	1-13	1.0%	71%	False	False	410,023
20	146-23	140-05	6-18	4.5%	1-05	0.8%	71%	False	False	340,317
40	146-28	140-05	6-23	4.6%	1-02	0.7%	69%	False	False	303,565
60	147-03	140-05	6-30	4.8%	1-02	0.7%	67%	False	False	295,950
80	147-03	140-05	6-30	4.8%	1-04	0.8%	67%	False	False	265,824
100	150-24	140-05	10-19	7.3%	1-05	0.8%	44%	False	False	212,854
120	153-14	140-05	13-09	9.2%	1-02	0.7%	35%	False	False	177,381

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	150-17
2.618	148-18
1.618	147-12
1.000	146-21
0.618	146-06
HIGH	145-15
0.618	145-00
0.500	144-28
0.382	144-24
LOW	144-09
0.618	143-18
1.000	143-03
1.618	142-12
2.618	141-06
4.250	139-08

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	144-28	145-16
PP	144-27	145-09
S1	144-27	145-01

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These figures are updated between 7pm and 10pm EST after a trading day.

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