ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
141-31 |
142-29 |
0-30 |
0.7% |
140-10 |
| High |
143-04 |
145-21 |
2-17 |
1.8% |
143-04 |
| Low |
141-24 |
142-14 |
0-22 |
0.5% |
139-31 |
| Close |
142-27 |
145-13 |
2-18 |
1.8% |
142-27 |
| Range |
1-12 |
3-07 |
1-27 |
134.1% |
3-05 |
| ATR |
0-30 |
1-04 |
0-05 |
17.1% |
0-00 |
| Volume |
295,647 |
601,810 |
306,163 |
103.6% |
861,004 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-05 |
153-00 |
147-06 |
|
| R3 |
150-30 |
149-25 |
146-09 |
|
| R2 |
147-23 |
147-23 |
146-00 |
|
| R1 |
146-18 |
146-18 |
145-22 |
147-05 |
| PP |
144-16 |
144-16 |
144-16 |
144-25 |
| S1 |
143-11 |
143-11 |
145-04 |
143-30 |
| S2 |
141-09 |
141-09 |
144-26 |
|
| S3 |
138-02 |
140-04 |
144-17 |
|
| S4 |
134-27 |
136-29 |
143-20 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-14 |
150-10 |
144-19 |
|
| R3 |
148-09 |
147-05 |
143-23 |
|
| R2 |
145-04 |
145-04 |
143-14 |
|
| R1 |
144-00 |
144-00 |
143-04 |
144-18 |
| PP |
141-31 |
141-31 |
141-31 |
142-09 |
| S1 |
140-27 |
140-27 |
142-18 |
141-13 |
| S2 |
138-26 |
138-26 |
142-08 |
|
| S3 |
135-21 |
137-22 |
141-31 |
|
| S4 |
132-16 |
134-17 |
141-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-21 |
140-07 |
5-14 |
3.7% |
1-16 |
1.0% |
95% |
True |
False |
284,670 |
| 10 |
145-21 |
139-11 |
6-10 |
4.3% |
1-08 |
0.9% |
96% |
True |
False |
148,943 |
| 20 |
145-21 |
139-11 |
6-10 |
4.3% |
1-00 |
0.7% |
96% |
True |
False |
75,343 |
| 40 |
146-00 |
139-11 |
6-21 |
4.6% |
0-30 |
0.7% |
91% |
False |
False |
38,077 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
0-24 |
0.5% |
89% |
False |
False |
25,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-11 |
|
2.618 |
154-03 |
|
1.618 |
150-28 |
|
1.000 |
148-28 |
|
0.618 |
147-21 |
|
HIGH |
145-21 |
|
0.618 |
144-14 |
|
0.500 |
144-02 |
|
0.382 |
143-21 |
|
LOW |
142-14 |
|
0.618 |
140-14 |
|
1.000 |
139-07 |
|
1.618 |
137-07 |
|
2.618 |
134-00 |
|
4.250 |
128-24 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-31 |
144-24 |
| PP |
144-16 |
144-03 |
| S1 |
144-02 |
143-14 |
|