ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
145-08 |
145-06 |
-0-02 |
0.0% |
144-00 |
| High |
145-11 |
145-16 |
0-05 |
0.1% |
145-16 |
| Low |
144-29 |
144-22 |
-0-07 |
-0.2% |
143-30 |
| Close |
144-31 |
145-00 |
0-01 |
0.0% |
145-00 |
| Range |
0-14 |
0-26 |
0-12 |
85.7% |
1-18 |
| ATR |
0-31 |
0-31 |
0-00 |
-1.2% |
0-00 |
| Volume |
236,358 |
336,080 |
99,722 |
42.2% |
1,380,464 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-16 |
147-02 |
145-14 |
|
| R3 |
146-22 |
146-08 |
145-07 |
|
| R2 |
145-28 |
145-28 |
145-05 |
|
| R1 |
145-14 |
145-14 |
145-02 |
145-08 |
| PP |
145-02 |
145-02 |
145-02 |
144-31 |
| S1 |
144-20 |
144-20 |
144-30 |
144-14 |
| S2 |
144-08 |
144-08 |
144-27 |
|
| S3 |
143-14 |
143-26 |
144-25 |
|
| S4 |
142-20 |
143-00 |
144-18 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-26 |
145-28 |
|
| R3 |
147-30 |
147-08 |
145-14 |
|
| R2 |
146-12 |
146-12 |
145-09 |
|
| R1 |
145-22 |
145-22 |
145-05 |
146-01 |
| PP |
144-26 |
144-26 |
144-26 |
145-00 |
| S1 |
144-04 |
144-04 |
144-27 |
144-15 |
| S2 |
143-08 |
143-08 |
144-23 |
|
| S3 |
141-22 |
142-18 |
144-18 |
|
| S4 |
140-04 |
141-00 |
144-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-16 |
143-30 |
1-18 |
1.1% |
0-23 |
0.5% |
68% |
True |
False |
276,092 |
| 10 |
145-16 |
143-01 |
2-15 |
1.7% |
0-27 |
0.6% |
80% |
True |
False |
256,942 |
| 20 |
145-16 |
142-01 |
3-15 |
2.4% |
0-29 |
0.6% |
86% |
True |
False |
278,655 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-00 |
0.7% |
87% |
False |
False |
209,087 |
| 60 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
85% |
False |
False |
139,710 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-27 |
0.6% |
83% |
False |
False |
104,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-30 |
|
2.618 |
147-20 |
|
1.618 |
146-26 |
|
1.000 |
146-10 |
|
0.618 |
146-00 |
|
HIGH |
145-16 |
|
0.618 |
145-06 |
|
0.500 |
145-03 |
|
0.382 |
145-00 |
|
LOW |
144-22 |
|
0.618 |
144-06 |
|
1.000 |
143-28 |
|
1.618 |
143-12 |
|
2.618 |
142-18 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-03 |
144-30 |
| PP |
145-02 |
144-28 |
| S1 |
145-01 |
144-27 |
|