ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-23 |
143-30 |
0-07 |
0.2% |
144-22 |
| High |
143-30 |
144-14 |
0-16 |
0.3% |
145-00 |
| Low |
142-30 |
143-23 |
0-25 |
0.5% |
142-29 |
| Close |
143-14 |
144-04 |
0-22 |
0.5% |
144-01 |
| Range |
1-00 |
0-23 |
-0-09 |
-28.1% |
2-03 |
| ATR |
1-05 |
1-04 |
0-00 |
-0.9% |
0-00 |
| Volume |
5,407 |
1,276 |
-4,131 |
-76.4% |
56,341 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-08 |
145-29 |
144-17 |
|
| R3 |
145-17 |
145-06 |
144-10 |
|
| R2 |
144-26 |
144-26 |
144-08 |
|
| R1 |
144-15 |
144-15 |
144-06 |
144-20 |
| PP |
144-03 |
144-03 |
144-03 |
144-06 |
| S1 |
143-24 |
143-24 |
144-02 |
143-30 |
| S2 |
143-12 |
143-12 |
144-00 |
|
| S3 |
142-21 |
143-01 |
143-30 |
|
| S4 |
141-30 |
142-10 |
143-23 |
|
|
| 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 |
144-25 |
142-30 |
1-27 |
1.3% |
0-25 |
0.5% |
64% |
False |
False |
2,896 |
| 10 |
145-15 |
142-29 |
2-18 |
1.8% |
0-31 |
0.7% |
48% |
False |
False |
9,406 |
| 20 |
146-23 |
140-05 |
6-18 |
4.6% |
1-05 |
0.8% |
60% |
False |
False |
224,904 |
| 40 |
146-23 |
140-05 |
6-18 |
4.6% |
1-02 |
0.7% |
60% |
False |
False |
245,694 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
57% |
False |
False |
257,874 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-03 |
0.8% |
57% |
False |
False |
265,682 |
| 100 |
148-20 |
140-05 |
8-15 |
5.9% |
1-05 |
0.8% |
47% |
False |
False |
213,496 |
| 120 |
151-30 |
140-05 |
11-25 |
8.2% |
1-03 |
0.8% |
34% |
False |
False |
177,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-16 |
|
2.618 |
146-10 |
|
1.618 |
145-19 |
|
1.000 |
145-05 |
|
0.618 |
144-28 |
|
HIGH |
144-14 |
|
0.618 |
144-05 |
|
0.500 |
144-03 |
|
0.382 |
144-00 |
|
LOW |
143-23 |
|
0.618 |
143-09 |
|
1.000 |
143-00 |
|
1.618 |
142-18 |
|
2.618 |
141-27 |
|
4.250 |
140-21 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-04 |
143-31 |
| PP |
144-03 |
143-27 |
| S1 |
144-03 |
143-22 |
|