ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-16 |
143-04 |
-0-12 |
-0.3% |
143-27 |
| High |
143-31 |
143-06 |
-0-25 |
-0.5% |
144-06 |
| Low |
142-31 |
142-18 |
-0-13 |
-0.3% |
142-01 |
| Close |
143-06 |
142-26 |
-0-12 |
-0.3% |
143-06 |
| Range |
1-00 |
0-20 |
-0-12 |
-37.5% |
2-05 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.5% |
0-00 |
| Volume |
304,485 |
222,719 |
-81,766 |
-26.9% |
1,577,495 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-23 |
144-13 |
143-05 |
|
| R3 |
144-03 |
143-25 |
143-00 |
|
| R2 |
143-15 |
143-15 |
142-30 |
|
| R1 |
143-05 |
143-05 |
142-28 |
143-00 |
| PP |
142-27 |
142-27 |
142-27 |
142-25 |
| S1 |
142-17 |
142-17 |
142-24 |
142-12 |
| S2 |
142-07 |
142-07 |
142-22 |
|
| S3 |
141-19 |
141-29 |
142-20 |
|
| S4 |
140-31 |
141-09 |
142-15 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
148-18 |
144-12 |
|
| R3 |
147-14 |
146-13 |
143-25 |
|
| R2 |
145-09 |
145-09 |
143-19 |
|
| R1 |
144-08 |
144-08 |
143-12 |
143-22 |
| PP |
143-04 |
143-04 |
143-04 |
142-28 |
| S1 |
142-03 |
142-03 |
143-00 |
141-17 |
| S2 |
140-31 |
140-31 |
142-25 |
|
| S3 |
138-26 |
139-30 |
142-19 |
|
| S4 |
136-21 |
137-25 |
142-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-06 |
142-01 |
2-05 |
1.5% |
1-04 |
0.8% |
36% |
False |
False |
307,751 |
| 10 |
145-28 |
142-01 |
3-27 |
2.7% |
1-14 |
1.0% |
20% |
False |
False |
368,852 |
| 20 |
145-28 |
139-11 |
6-17 |
4.6% |
1-07 |
0.9% |
53% |
False |
False |
228,884 |
| 40 |
145-28 |
139-11 |
6-17 |
4.6% |
1-01 |
0.7% |
53% |
False |
False |
115,163 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-30 |
0.7% |
51% |
False |
False |
76,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-27 |
|
2.618 |
144-26 |
|
1.618 |
144-06 |
|
1.000 |
143-26 |
|
0.618 |
143-18 |
|
HIGH |
143-06 |
|
0.618 |
142-30 |
|
0.500 |
142-28 |
|
0.382 |
142-26 |
|
LOW |
142-18 |
|
0.618 |
142-06 |
|
1.000 |
141-30 |
|
1.618 |
141-18 |
|
2.618 |
140-30 |
|
4.250 |
139-29 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
143-04 |
| PP |
142-27 |
143-00 |
| S1 |
142-27 |
142-29 |
|