ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-29 |
144-00 |
0-03 |
0.1% |
143-22 |
| High |
144-03 |
144-18 |
0-15 |
0.3% |
144-25 |
| Low |
143-13 |
143-31 |
0-18 |
0.4% |
143-01 |
| Close |
143-31 |
144-11 |
0-12 |
0.3% |
143-31 |
| Range |
0-22 |
0-19 |
-0-03 |
-13.6% |
1-24 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.2% |
0-00 |
| Volume |
193,538 |
234,102 |
40,564 |
21.0% |
1,188,960 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-02 |
145-26 |
144-21 |
|
| R3 |
145-15 |
145-07 |
144-16 |
|
| R2 |
144-28 |
144-28 |
144-14 |
|
| R1 |
144-20 |
144-20 |
144-13 |
144-24 |
| PP |
144-09 |
144-09 |
144-09 |
144-12 |
| S1 |
144-01 |
144-01 |
144-09 |
144-05 |
| S2 |
143-22 |
143-22 |
144-08 |
|
| S3 |
143-03 |
143-14 |
144-06 |
|
| S4 |
142-16 |
142-27 |
144-01 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-10 |
144-30 |
|
| R3 |
147-14 |
146-18 |
144-14 |
|
| R2 |
145-22 |
145-22 |
144-09 |
|
| R1 |
144-26 |
144-26 |
144-04 |
145-08 |
| PP |
143-30 |
143-30 |
143-30 |
144-05 |
| S1 |
143-02 |
143-02 |
143-26 |
143-16 |
| S2 |
142-06 |
142-06 |
143-21 |
|
| S3 |
140-14 |
141-10 |
143-16 |
|
| S4 |
138-22 |
139-18 |
143-00 |
|
|
| 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% |
0-29 |
0.6% |
75% |
False |
False |
246,796 |
| 10 |
144-25 |
142-02 |
2-23 |
1.9% |
0-28 |
0.6% |
84% |
False |
False |
262,653 |
| 20 |
145-28 |
142-01 |
3-27 |
2.7% |
1-05 |
0.8% |
60% |
False |
False |
315,752 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-01 |
0.7% |
77% |
False |
False |
180,536 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
0-31 |
0.7% |
73% |
False |
False |
120,607 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-26 |
0.6% |
73% |
False |
False |
90,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-03 |
|
2.618 |
146-04 |
|
1.618 |
145-17 |
|
1.000 |
145-05 |
|
0.618 |
144-30 |
|
HIGH |
144-18 |
|
0.618 |
144-11 |
|
0.500 |
144-09 |
|
0.382 |
144-06 |
|
LOW |
143-31 |
|
0.618 |
143-19 |
|
1.000 |
143-12 |
|
1.618 |
143-00 |
|
2.618 |
142-13 |
|
4.250 |
141-14 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-10 |
144-05 |
| PP |
144-09 |
143-31 |
| S1 |
144-09 |
143-26 |
|