ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 06-Jun-2018

Day Change Summary
	Previous	Current
	05-Jun-2018	06-Jun-2018	Change	Change %	Previous Week
Open	144-01	144-04	0-03	0.1%	143-23
High	144-23	144-06	-0-17	-0.4%	146-23
Low	144-01	143-04	-0-29	-0.6%	143-09
Close	144-10	143-08	-1-02	-0.7%	144-26
Range	0-22	1-02	0-12	54.5%	3-14
ATR	1-07	1-07	0-00	-0.1%	0-00
Volume	11,545	10,438	-1,107	-9.6%	1,546,246

Daily Pivots for day following 06-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	146-23	146-01	143-27
R3	145-21	144-31	143-17
R2	144-19	144-19	143-14
R1	143-29	143-29	143-11	143-23
PP	143-17	143-17	143-17	143-14
S1	142-27	142-27	143-05	142-21
S2	142-15	142-15	143-02
S3	141-13	141-25	142-31
S4	140-11	140-23	142-21

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	146-01	143-04	2-29	2.0%	1-00	0.7%	4%	False	True	28,278
10	146-23	141-08	5-15	3.8%	1-14	1.0%	37%	False	False	330,446
20	146-23	140-05	6-18	4.6%	1-05	0.8%	47%	False	False	312,456
40	146-28	140-05	6-23	4.7%	1-02	0.7%	46%	False	False	284,590
60	147-03	140-05	6-30	4.8%	1-02	0.7%	45%	False	False	283,798
80	147-03	140-05	6-30	4.8%	1-04	0.8%	45%	False	False	266,293
100	150-05	140-05	10-00	7.0%	1-05	0.8%	31%	False	False	213,332
120	153-14	140-05	13-09	9.3%	1-03	0.8%	23%	False	False	177,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148-22
2.618	146-31
1.618	145-29
1.000	145-08
0.618	144-27
HIGH	144-06
0.618	143-25
0.500	143-21
0.382	143-17
LOW	143-04
0.618	142-15
1.000	142-02
1.618	141-13
2.618	140-11
4.250	138-20

Fisher Pivots for day following 06-Jun-2018
Pivot	1 day	3 day
R1	143-21	143-31
PP	143-17	143-23
S1	143-12	143-16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols