ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-05 |
143-07 |
0-02 |
0.0% |
142-29 |
| High |
143-28 |
143-11 |
-0-17 |
-0.4% |
145-28 |
| Low |
143-04 |
142-08 |
-0-28 |
-0.6% |
142-14 |
| Close |
143-15 |
142-13 |
-1-02 |
-0.7% |
143-30 |
| Range |
0-24 |
1-03 |
0-11 |
45.8% |
3-14 |
| ATR |
1-06 |
1-06 |
0-00 |
0.3% |
0-00 |
| Volume |
289,072 |
306,942 |
17,870 |
6.2% |
1,888,307 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
145-09 |
143-00 |
|
| R3 |
144-27 |
144-06 |
142-23 |
|
| R2 |
143-24 |
143-24 |
142-19 |
|
| R1 |
143-03 |
143-03 |
142-16 |
142-28 |
| PP |
142-21 |
142-21 |
142-21 |
142-18 |
| S1 |
142-00 |
142-00 |
142-10 |
141-25 |
| S2 |
141-18 |
141-18 |
142-07 |
|
| S3 |
140-15 |
140-29 |
142-03 |
|
| S4 |
139-12 |
139-26 |
141-26 |
|
|
| 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 |
145-06 |
142-08 |
2-30 |
2.1% |
1-01 |
0.7% |
5% |
False |
True |
351,525 |
| 10 |
145-28 |
140-13 |
5-15 |
3.8% |
1-14 |
1.0% |
37% |
False |
False |
351,095 |
| 20 |
145-28 |
139-11 |
6-17 |
4.6% |
1-04 |
0.8% |
47% |
False |
False |
182,020 |
| 40 |
146-00 |
139-11 |
6-21 |
4.7% |
1-00 |
0.7% |
46% |
False |
False |
91,667 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-28 |
0.6% |
45% |
False |
False |
61,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-00 |
|
2.618 |
146-07 |
|
1.618 |
145-04 |
|
1.000 |
144-14 |
|
0.618 |
144-01 |
|
HIGH |
143-11 |
|
0.618 |
142-30 |
|
0.500 |
142-26 |
|
0.382 |
142-21 |
|
LOW |
142-08 |
|
0.618 |
141-18 |
|
1.000 |
141-05 |
|
1.618 |
140-15 |
|
2.618 |
139-12 |
|
4.250 |
137-19 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-26 |
143-04 |
| PP |
142-21 |
142-28 |
| S1 |
142-17 |
142-21 |
|