ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-17 |
143-27 |
-0-22 |
-0.5% |
142-29 |
| High |
144-19 |
143-31 |
-0-20 |
-0.4% |
145-28 |
| Low |
143-14 |
143-01 |
-0-13 |
-0.3% |
142-14 |
| Close |
143-30 |
143-08 |
-0-22 |
-0.5% |
143-30 |
| Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
3-14 |
| ATR |
1-07 |
1-07 |
-0-01 |
-1.7% |
0-00 |
| Volume |
372,719 |
261,456 |
-111,263 |
-29.9% |
1,888,307 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-07 |
145-22 |
143-24 |
|
| R3 |
145-09 |
144-24 |
143-16 |
|
| R2 |
144-11 |
144-11 |
143-14 |
|
| R1 |
143-26 |
143-26 |
143-11 |
143-20 |
| PP |
143-13 |
143-13 |
143-13 |
143-10 |
| S1 |
142-28 |
142-28 |
143-05 |
142-22 |
| S2 |
142-15 |
142-15 |
143-02 |
|
| S3 |
141-17 |
141-30 |
143-00 |
|
| S4 |
140-19 |
141-00 |
142-24 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-13 |
152-19 |
145-26 |
|
| R3 |
150-31 |
149-05 |
144-28 |
|
| R2 |
147-17 |
147-17 |
144-18 |
|
| R1 |
145-23 |
145-23 |
144-08 |
146-20 |
| PP |
144-03 |
144-03 |
144-03 |
144-17 |
| S1 |
142-09 |
142-09 |
143-20 |
143-06 |
| S2 |
140-21 |
140-21 |
143-10 |
|
| S3 |
137-07 |
138-27 |
143-00 |
|
| S4 |
133-25 |
135-13 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-28 |
142-14 |
3-14 |
2.4% |
1-24 |
1.2% |
24% |
False |
False |
429,952 |
| 10 |
145-28 |
139-31 |
5-29 |
4.1% |
1-12 |
1.0% |
56% |
False |
False |
301,076 |
| 20 |
145-28 |
139-11 |
6-17 |
4.6% |
1-03 |
0.8% |
60% |
False |
False |
152,481 |
| 40 |
146-00 |
139-11 |
6-21 |
4.6% |
1-00 |
0.7% |
59% |
False |
False |
76,773 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-27 |
0.6% |
57% |
False |
False |
51,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-31 |
|
2.618 |
146-14 |
|
1.618 |
145-16 |
|
1.000 |
144-29 |
|
0.618 |
144-18 |
|
HIGH |
143-31 |
|
0.618 |
143-20 |
|
0.500 |
143-16 |
|
0.382 |
143-12 |
|
LOW |
143-01 |
|
0.618 |
142-14 |
|
1.000 |
142-03 |
|
1.618 |
141-16 |
|
2.618 |
140-18 |
|
4.250 |
139-02 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-16 |
144-04 |
| PP |
143-13 |
143-26 |
| S1 |
143-11 |
143-17 |
|