ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-07 |
142-17 |
-0-22 |
-0.5% |
142-29 |
| High |
143-11 |
144-06 |
0-27 |
0.6% |
145-28 |
| Low |
142-08 |
142-01 |
-0-07 |
-0.2% |
142-14 |
| Close |
142-13 |
143-09 |
0-28 |
0.6% |
143-30 |
| Range |
1-03 |
2-05 |
1-02 |
97.1% |
3-14 |
| ATR |
1-06 |
1-08 |
0-02 |
5.9% |
0-00 |
| Volume |
306,942 |
415,540 |
108,598 |
35.4% |
1,888,307 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-20 |
148-20 |
144-15 |
|
| R3 |
147-15 |
146-15 |
143-28 |
|
| R2 |
145-10 |
145-10 |
143-22 |
|
| R1 |
144-10 |
144-10 |
143-15 |
144-26 |
| PP |
143-05 |
143-05 |
143-05 |
143-14 |
| S1 |
142-05 |
142-05 |
143-03 |
142-21 |
| S2 |
141-00 |
141-00 |
142-28 |
|
| S3 |
138-27 |
140-00 |
142-22 |
|
| S4 |
136-22 |
137-27 |
142-03 |
|
|
| 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 |
144-19 |
142-01 |
2-18 |
1.8% |
1-07 |
0.9% |
49% |
False |
True |
329,145 |
| 10 |
145-28 |
141-06 |
4-22 |
3.3% |
1-17 |
1.1% |
45% |
False |
False |
374,654 |
| 20 |
145-28 |
139-11 |
6-17 |
4.6% |
1-07 |
0.9% |
60% |
False |
False |
202,746 |
| 40 |
145-28 |
139-11 |
6-17 |
4.6% |
1-01 |
0.7% |
60% |
False |
False |
101,991 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-29 |
0.6% |
58% |
False |
False |
68,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-11 |
|
2.618 |
149-27 |
|
1.618 |
147-22 |
|
1.000 |
146-11 |
|
0.618 |
145-17 |
|
HIGH |
144-06 |
|
0.618 |
143-12 |
|
0.500 |
143-04 |
|
0.382 |
142-27 |
|
LOW |
142-01 |
|
0.618 |
140-22 |
|
1.000 |
139-28 |
|
1.618 |
138-17 |
|
2.618 |
136-12 |
|
4.250 |
132-28 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-07 |
143-07 |
| PP |
143-05 |
143-05 |
| S1 |
143-04 |
143-04 |
|