ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
143-06 |
-0-27 |
-0.6% |
143-04 |
| High |
144-11 |
144-04 |
-0-07 |
-0.2% |
144-10 |
| Low |
143-06 |
143-01 |
-0-05 |
-0.1% |
142-02 |
| Close |
143-16 |
143-31 |
0-15 |
0.3% |
143-21 |
| Range |
1-05 |
1-03 |
-0-02 |
-5.4% |
2-08 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.1% |
0-00 |
| Volume |
246,929 |
289,873 |
42,944 |
17.4% |
1,426,192 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-00 |
146-18 |
144-18 |
|
| R3 |
145-29 |
145-15 |
144-09 |
|
| R2 |
144-26 |
144-26 |
144-05 |
|
| R1 |
144-12 |
144-12 |
144-02 |
144-19 |
| PP |
143-23 |
143-23 |
143-23 |
143-26 |
| S1 |
143-09 |
143-09 |
143-28 |
143-16 |
| S2 |
142-20 |
142-20 |
143-25 |
|
| S3 |
141-17 |
142-06 |
143-21 |
|
| S4 |
140-14 |
141-03 |
143-12 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-03 |
149-04 |
144-29 |
|
| R3 |
147-27 |
146-28 |
144-09 |
|
| R2 |
145-19 |
145-19 |
144-02 |
|
| R1 |
144-20 |
144-20 |
143-28 |
145-04 |
| PP |
143-11 |
143-11 |
143-11 |
143-19 |
| S1 |
142-12 |
142-12 |
143-14 |
142-28 |
| S2 |
141-03 |
141-03 |
143-08 |
|
| S3 |
138-27 |
140-04 |
143-01 |
|
| S4 |
136-19 |
137-28 |
142-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-25 |
143-01 |
1-24 |
1.2% |
0-31 |
0.7% |
54% |
False |
True |
259,932 |
| 10 |
144-25 |
142-02 |
2-23 |
1.9% |
0-29 |
0.6% |
70% |
False |
False |
272,609 |
| 20 |
145-28 |
141-06 |
4-22 |
3.3% |
1-07 |
0.8% |
59% |
False |
False |
323,632 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-01 |
0.7% |
71% |
False |
False |
169,927 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
1-00 |
0.7% |
68% |
False |
False |
113,480 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-26 |
0.6% |
68% |
False |
False |
85,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-25 |
|
2.618 |
147-00 |
|
1.618 |
145-29 |
|
1.000 |
145-07 |
|
0.618 |
144-26 |
|
HIGH |
144-04 |
|
0.618 |
143-23 |
|
0.500 |
143-19 |
|
0.382 |
143-14 |
|
LOW |
143-01 |
|
0.618 |
142-11 |
|
1.000 |
141-30 |
|
1.618 |
141-08 |
|
2.618 |
140-05 |
|
4.250 |
138-12 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-27 |
143-30 |
| PP |
143-23 |
143-30 |
| S1 |
143-19 |
143-29 |
|