ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-07 |
143-30 |
-0-09 |
-0.2% |
144-22 |
| High |
144-25 |
144-00 |
-0-25 |
-0.5% |
145-00 |
| Low |
143-27 |
143-14 |
-0-13 |
-0.3% |
142-29 |
| Close |
144-01 |
143-21 |
-0-12 |
-0.3% |
144-01 |
| Range |
0-30 |
0-18 |
-0-12 |
-40.0% |
2-03 |
| ATR |
1-08 |
1-06 |
-0-01 |
-3.7% |
0-00 |
| Volume |
4,566 |
1,455 |
-3,111 |
-68.1% |
56,341 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-12 |
145-03 |
143-31 |
|
| R3 |
144-26 |
144-17 |
143-26 |
|
| R2 |
144-08 |
144-08 |
143-24 |
|
| R1 |
143-31 |
143-31 |
143-23 |
143-27 |
| PP |
143-22 |
143-22 |
143-22 |
143-20 |
| S1 |
143-13 |
143-13 |
143-19 |
143-09 |
| S2 |
143-04 |
143-04 |
143-18 |
|
| S3 |
142-18 |
142-27 |
143-16 |
|
| S4 |
142-00 |
142-09 |
143-11 |
|
|
| 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% |
1-02 |
0.7% |
36% |
False |
False |
6,322 |
| 10 |
146-23 |
142-29 |
3-26 |
2.7% |
1-13 |
1.0% |
20% |
False |
False |
160,404 |
| 20 |
146-23 |
140-05 |
6-18 |
4.6% |
1-07 |
0.9% |
53% |
False |
False |
271,869 |
| 40 |
146-23 |
140-05 |
6-18 |
4.6% |
1-02 |
0.7% |
53% |
False |
False |
264,593 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-03 |
0.8% |
50% |
False |
False |
269,262 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-03 |
0.8% |
50% |
False |
False |
266,246 |
| 100 |
148-25 |
140-05 |
8-20 |
6.0% |
1-05 |
0.8% |
41% |
False |
False |
213,425 |
| 120 |
152-07 |
140-05 |
12-02 |
8.4% |
1-03 |
0.8% |
29% |
False |
False |
177,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-12 |
|
2.618 |
145-15 |
|
1.618 |
144-29 |
|
1.000 |
144-18 |
|
0.618 |
144-11 |
|
HIGH |
144-00 |
|
0.618 |
143-25 |
|
0.500 |
143-23 |
|
0.382 |
143-21 |
|
LOW |
143-14 |
|
0.618 |
143-03 |
|
1.000 |
142-28 |
|
1.618 |
142-17 |
|
2.618 |
141-31 |
|
4.250 |
141-02 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-23 |
143-31 |
| PP |
143-22 |
143-27 |
| S1 |
143-22 |
143-24 |
|