ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
143-07 |
-0-08 |
-0.2% |
143-05 |
| High |
143-22 |
143-09 |
-0-13 |
-0.3% |
144-08 |
| Low |
142-29 |
142-15 |
-0-14 |
-0.3% |
142-22 |
| Close |
143-12 |
142-21 |
-0-23 |
-0.5% |
143-21 |
| Range |
0-25 |
0-26 |
0-01 |
4.0% |
1-18 |
| ATR |
1-00 |
0-31 |
0-00 |
-0.6% |
0-00 |
| Volume |
226,344 |
245,468 |
19,124 |
8.4% |
1,354,763 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-08 |
144-24 |
143-03 |
|
| R3 |
144-14 |
143-30 |
142-28 |
|
| R2 |
143-20 |
143-20 |
142-26 |
|
| R1 |
143-04 |
143-04 |
142-23 |
142-31 |
| PP |
142-26 |
142-26 |
142-26 |
142-23 |
| S1 |
142-10 |
142-10 |
142-19 |
142-05 |
| S2 |
142-00 |
142-00 |
142-16 |
|
| S3 |
141-06 |
141-16 |
142-14 |
|
| S4 |
140-12 |
140-22 |
142-07 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-07 |
147-16 |
144-17 |
|
| R3 |
146-21 |
145-30 |
144-03 |
|
| R2 |
145-03 |
145-03 |
143-30 |
|
| R1 |
144-12 |
144-12 |
143-26 |
144-24 |
| PP |
143-17 |
143-17 |
143-17 |
143-23 |
| S1 |
142-26 |
142-26 |
143-16 |
143-06 |
| S2 |
141-31 |
141-31 |
143-12 |
|
| S3 |
140-13 |
141-08 |
143-07 |
|
| S4 |
138-27 |
139-22 |
142-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-08 |
142-15 |
1-25 |
1.2% |
0-27 |
0.6% |
11% |
False |
True |
225,791 |
| 10 |
144-08 |
141-19 |
2-21 |
1.9% |
0-27 |
0.6% |
40% |
False |
False |
240,393 |
| 20 |
146-14 |
141-17 |
4-29 |
3.4% |
0-30 |
0.7% |
23% |
False |
False |
253,492 |
| 40 |
147-03 |
141-17 |
5-18 |
3.9% |
1-00 |
0.7% |
20% |
False |
False |
267,311 |
| 60 |
147-03 |
141-14 |
5-21 |
4.0% |
1-02 |
0.8% |
22% |
False |
False |
254,945 |
| 80 |
150-05 |
141-14 |
8-23 |
6.1% |
1-05 |
0.8% |
14% |
False |
False |
191,618 |
| 100 |
153-14 |
141-14 |
12-00 |
8.4% |
1-02 |
0.7% |
10% |
False |
False |
153,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-24 |
|
2.618 |
145-13 |
|
1.618 |
144-19 |
|
1.000 |
144-03 |
|
0.618 |
143-25 |
|
HIGH |
143-09 |
|
0.618 |
142-31 |
|
0.500 |
142-28 |
|
0.382 |
142-25 |
|
LOW |
142-15 |
|
0.618 |
141-31 |
|
1.000 |
141-21 |
|
1.618 |
141-05 |
|
2.618 |
140-11 |
|
4.250 |
139-01 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
143-05 |
| PP |
142-26 |
143-00 |
| S1 |
142-23 |
142-26 |
|