ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-30 |
143-21 |
-0-09 |
-0.2% |
144-22 |
| High |
144-00 |
143-27 |
-0-05 |
-0.1% |
145-00 |
| Low |
143-14 |
143-07 |
-0-07 |
-0.2% |
142-29 |
| Close |
143-21 |
143-24 |
0-03 |
0.1% |
144-01 |
| Range |
0-18 |
0-20 |
0-02 |
11.1% |
2-03 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.4% |
0-00 |
| Volume |
1,455 |
1,777 |
322 |
22.1% |
56,341 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
145-08 |
144-03 |
|
| R3 |
144-27 |
144-20 |
143-30 |
|
| R2 |
144-07 |
144-07 |
143-28 |
|
| R1 |
144-00 |
144-00 |
143-26 |
144-04 |
| PP |
143-19 |
143-19 |
143-19 |
143-21 |
| S1 |
143-12 |
143-12 |
143-22 |
143-16 |
| S2 |
142-31 |
142-31 |
143-20 |
|
| S3 |
142-11 |
142-24 |
143-18 |
|
| S4 |
141-23 |
142-04 |
143-13 |
|
|
| 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% |
40% |
False |
False |
4,368 |
| 10 |
146-23 |
142-29 |
3-26 |
2.7% |
1-05 |
0.8% |
22% |
False |
False |
59,707 |
| 20 |
146-23 |
140-05 |
6-18 |
4.6% |
1-07 |
0.8% |
55% |
False |
False |
261,842 |
| 40 |
146-23 |
140-05 |
6-18 |
4.6% |
1-02 |
0.7% |
55% |
False |
False |
258,685 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
52% |
False |
False |
265,839 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-03 |
0.8% |
52% |
False |
False |
266,203 |
| 100 |
148-20 |
140-05 |
8-15 |
5.9% |
1-05 |
0.8% |
42% |
False |
False |
213,438 |
| 120 |
151-30 |
140-05 |
11-25 |
8.2% |
1-03 |
0.8% |
31% |
False |
False |
177,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-16 |
|
2.618 |
145-15 |
|
1.618 |
144-27 |
|
1.000 |
144-15 |
|
0.618 |
144-07 |
|
HIGH |
143-27 |
|
0.618 |
143-19 |
|
0.500 |
143-17 |
|
0.382 |
143-15 |
|
LOW |
143-07 |
|
0.618 |
142-27 |
|
1.000 |
142-19 |
|
1.618 |
142-07 |
|
2.618 |
141-19 |
|
4.250 |
140-18 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-22 |
144-00 |
| PP |
143-19 |
143-29 |
| S1 |
143-17 |
143-27 |
|