ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
142-30 |
-0-01 |
0.0% |
145-12 |
| High |
143-02 |
143-09 |
0-07 |
0.2% |
146-02 |
| Low |
142-09 |
142-09 |
0-00 |
0.0% |
142-29 |
| Close |
142-31 |
142-17 |
-0-14 |
-0.3% |
143-03 |
| Range |
0-25 |
1-00 |
0-07 |
28.0% |
3-05 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.7% |
0-00 |
| Volume |
227,912 |
285,841 |
57,929 |
25.4% |
1,379,642 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-22 |
145-04 |
143-03 |
|
| R3 |
144-22 |
144-04 |
142-26 |
|
| R2 |
143-22 |
143-22 |
142-23 |
|
| R1 |
143-04 |
143-04 |
142-20 |
142-29 |
| PP |
142-22 |
142-22 |
142-22 |
142-19 |
| S1 |
142-04 |
142-04 |
142-14 |
141-29 |
| S2 |
141-22 |
141-22 |
142-11 |
|
| S3 |
140-22 |
141-04 |
142-08 |
|
| S4 |
139-22 |
140-04 |
141-31 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-16 |
151-14 |
144-27 |
|
| R3 |
150-11 |
148-09 |
143-31 |
|
| R2 |
147-06 |
147-06 |
143-22 |
|
| R1 |
145-04 |
145-04 |
143-12 |
144-19 |
| PP |
144-01 |
144-01 |
144-01 |
143-24 |
| S1 |
141-31 |
141-31 |
142-26 |
141-14 |
| S2 |
140-28 |
140-28 |
142-16 |
|
| S3 |
137-23 |
138-26 |
142-07 |
|
| S4 |
134-18 |
135-21 |
141-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-27 |
142-09 |
3-18 |
2.5% |
1-04 |
0.8% |
7% |
False |
True |
282,552 |
| 10 |
146-28 |
142-09 |
4-19 |
3.2% |
1-02 |
0.7% |
5% |
False |
True |
270,290 |
| 20 |
147-03 |
142-09 |
4-26 |
3.4% |
1-02 |
0.7% |
5% |
False |
True |
273,613 |
| 40 |
147-03 |
142-04 |
4-31 |
3.5% |
1-03 |
0.8% |
8% |
False |
False |
286,899 |
| 60 |
147-27 |
141-14 |
6-13 |
4.5% |
1-08 |
0.9% |
17% |
False |
False |
210,826 |
| 80 |
151-30 |
141-14 |
10-16 |
7.4% |
1-05 |
0.8% |
10% |
False |
False |
158,164 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-01 |
0.7% |
9% |
False |
False |
126,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-17 |
|
2.618 |
145-29 |
|
1.618 |
144-29 |
|
1.000 |
144-09 |
|
0.618 |
143-29 |
|
HIGH |
143-09 |
|
0.618 |
142-29 |
|
0.500 |
142-25 |
|
0.382 |
142-21 |
|
LOW |
142-09 |
|
0.618 |
141-21 |
|
1.000 |
141-09 |
|
1.618 |
140-21 |
|
2.618 |
139-21 |
|
4.250 |
138-01 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-25 |
143-04 |
| PP |
142-22 |
142-30 |
| S1 |
142-20 |
142-23 |
|