ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-30 |
144-09 |
0-11 |
0.2% |
143-30 |
| High |
144-14 |
145-04 |
0-22 |
0.5% |
145-04 |
| Low |
143-23 |
144-06 |
0-15 |
0.3% |
142-30 |
| Close |
144-04 |
144-16 |
0-12 |
0.3% |
144-16 |
| Range |
0-23 |
0-30 |
0-07 |
30.4% |
2-06 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.9% |
0-00 |
| Volume |
1,276 |
2,858 |
1,582 |
124.0% |
12,773 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-13 |
146-29 |
145-00 |
|
| R3 |
146-15 |
145-31 |
144-24 |
|
| R2 |
145-17 |
145-17 |
144-22 |
|
| R1 |
145-01 |
145-01 |
144-19 |
145-09 |
| PP |
144-19 |
144-19 |
144-19 |
144-24 |
| S1 |
144-03 |
144-03 |
144-13 |
144-11 |
| S2 |
143-21 |
143-21 |
144-10 |
|
| S3 |
142-23 |
143-05 |
144-08 |
|
| S4 |
141-25 |
142-07 |
144-00 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-24 |
149-26 |
145-22 |
|
| R3 |
148-18 |
147-20 |
145-03 |
|
| R2 |
146-12 |
146-12 |
144-29 |
|
| R1 |
145-14 |
145-14 |
144-22 |
145-29 |
| PP |
144-06 |
144-06 |
144-06 |
144-14 |
| S1 |
143-08 |
143-08 |
144-10 |
143-23 |
| S2 |
142-00 |
142-00 |
144-03 |
|
| S3 |
139-26 |
141-02 |
143-29 |
|
| S4 |
137-20 |
138-28 |
143-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-04 |
142-30 |
2-06 |
1.5% |
0-25 |
0.5% |
71% |
True |
False |
2,554 |
| 10 |
145-04 |
142-29 |
2-07 |
1.5% |
0-30 |
0.7% |
72% |
True |
False |
6,911 |
| 20 |
146-23 |
140-05 |
6-18 |
4.5% |
1-06 |
0.8% |
66% |
False |
False |
208,467 |
| 40 |
146-23 |
140-05 |
6-18 |
4.5% |
1-01 |
0.7% |
66% |
False |
False |
236,413 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
63% |
False |
False |
252,962 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
63% |
False |
False |
264,970 |
| 100 |
148-14 |
140-05 |
8-09 |
5.7% |
1-05 |
0.8% |
52% |
False |
False |
213,524 |
| 120 |
151-30 |
140-05 |
11-25 |
8.2% |
1-04 |
0.8% |
37% |
False |
False |
177,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
147-19 |
|
1.618 |
146-21 |
|
1.000 |
146-02 |
|
0.618 |
145-23 |
|
HIGH |
145-04 |
|
0.618 |
144-25 |
|
0.500 |
144-21 |
|
0.382 |
144-17 |
|
LOW |
144-06 |
|
0.618 |
143-19 |
|
1.000 |
143-08 |
|
1.618 |
142-21 |
|
2.618 |
141-23 |
|
4.250 |
140-06 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-21 |
144-11 |
| PP |
144-19 |
144-06 |
| S1 |
144-18 |
144-01 |
|