ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 08-Jun-2018

Day Change Summary
	Previous	Current
	07-Jun-2018	08-Jun-2018	Change	Change %	Previous Week
Open	143-08	144-07	0-31	0.7%	144-22
High	145-00	144-25	-0-07	-0.2%	145-00
Low	142-29	143-27	0-30	0.7%	142-29
Close	144-04	144-01	-0-03	-0.1%	144-01
Range	2-03	0-30	-1-05	-55.2%	2-03
ATR	1-09	1-08	-0-01	-1.9%	0-00
Volume	3,608	4,566	958	26.6%	56,341

Daily Pivots for day following 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	147-01	146-15	144-18
R3	146-03	145-17	144-09
R2	145-05	145-05	144-07
R1	144-19	144-19	144-04	144-13
PP	144-07	144-07	144-07	144-04
S1	143-21	143-21	143-30	143-15
S2	143-09	143-09	143-28
S3	142-11	142-23	143-25
S4	141-13	141-25	143-17

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	150-08	149-08	145-06
R3	148-05	147-05	144-19
R2	146-02	146-02	144-13
R1	145-02	145-02	144-07	144-17
PP	143-31	143-31	143-31	143-23
S1	142-31	142-31	143-27	142-14
S2	141-28	141-28	143-21
S3	139-25	140-28	143-15
S4	137-22	138-25	142-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-00	142-29	2-03	1.5%	1-04	0.8%	54%	False	False	11,268
10	146-23	142-19	4-04	2.9%	1-15	1.0%	35%	False	False	215,912
20	146-23	140-05	6-18	4.6%	1-08	0.9%	59%	False	False	284,030
40	146-23	140-05	6-18	4.6%	1-02	0.7%	59%	False	False	270,145
60	147-03	140-05	6-30	4.8%	1-03	0.8%	56%	False	False	273,424
80	147-03	140-05	6-30	4.8%	1-04	0.8%	56%	False	False	266,312
100	150-05	140-05	10-00	6.9%	1-05	0.8%	39%	False	False	213,411
120	153-14	140-05	13-09	9.2%	1-03	0.8%	29%	False	False	177,850

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148-25
2.618	147-08
1.618	146-10
1.000	145-23
0.618	145-12
HIGH	144-25
0.618	144-14
0.500	144-10
0.382	144-06
LOW	143-27
0.618	143-08
1.000	142-29
1.618	142-10
2.618	141-12
4.250	139-28

Fisher Pivots for day following 08-Jun-2018
Pivot	1 day	3 day
R1	144-10	144-00
PP	144-07	143-31
S1	144-04	143-31

Download as Excel Spreadsheet

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

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