ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
142-20 |
141-09 |
-1-11 |
-0.9% |
143-15 |
| High |
142-23 |
141-19 |
-1-04 |
-0.8% |
143-27 |
| Low |
140-26 |
140-26 |
0-00 |
0.0% |
142-15 |
| Close |
141-02 |
140-30 |
-0-04 |
-0.1% |
143-04 |
| Range |
1-29 |
0-25 |
-1-04 |
-59.0% |
1-12 |
| ATR |
1-00 |
1-00 |
-0-01 |
-1.6% |
0-00 |
| Volume |
430,386 |
315,063 |
-115,323 |
-26.8% |
1,182,699 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-31 |
141-12 |
|
| R3 |
142-22 |
142-06 |
141-05 |
|
| R2 |
141-29 |
141-29 |
141-03 |
|
| R1 |
141-13 |
141-13 |
141-00 |
141-09 |
| PP |
141-04 |
141-04 |
141-04 |
141-01 |
| S1 |
140-20 |
140-20 |
140-28 |
140-15 |
| S2 |
140-11 |
140-11 |
140-25 |
|
| S3 |
139-18 |
139-27 |
140-23 |
|
| S4 |
138-25 |
139-02 |
140-16 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-09 |
146-18 |
143-28 |
|
| R3 |
145-29 |
145-06 |
143-16 |
|
| R2 |
144-17 |
144-17 |
143-12 |
|
| R1 |
143-26 |
143-26 |
143-08 |
143-16 |
| PP |
143-05 |
143-05 |
143-05 |
142-31 |
| S1 |
142-14 |
142-14 |
143-00 |
142-04 |
| S2 |
141-25 |
141-25 |
142-28 |
|
| S3 |
140-13 |
141-02 |
142-24 |
|
| S4 |
139-01 |
139-22 |
142-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-21 |
140-26 |
2-27 |
2.0% |
1-00 |
0.7% |
4% |
False |
True |
304,733 |
| 10 |
144-08 |
140-26 |
3-14 |
2.4% |
0-30 |
0.7% |
4% |
False |
True |
265,262 |
| 20 |
144-30 |
140-26 |
4-04 |
2.9% |
0-30 |
0.7% |
3% |
False |
True |
266,485 |
| 40 |
147-03 |
140-26 |
6-09 |
4.5% |
1-01 |
0.7% |
2% |
False |
True |
274,359 |
| 60 |
147-03 |
140-26 |
6-09 |
4.5% |
1-02 |
0.7% |
2% |
False |
True |
279,274 |
| 80 |
148-20 |
140-26 |
7-26 |
5.5% |
1-05 |
0.8% |
2% |
False |
True |
210,645 |
| 100 |
151-30 |
140-26 |
11-04 |
7.9% |
1-03 |
0.8% |
1% |
False |
True |
168,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-29 |
|
2.618 |
143-20 |
|
1.618 |
142-27 |
|
1.000 |
142-12 |
|
0.618 |
142-02 |
|
HIGH |
141-19 |
|
0.618 |
141-09 |
|
0.500 |
141-07 |
|
0.382 |
141-04 |
|
LOW |
140-26 |
|
0.618 |
140-11 |
|
1.000 |
140-01 |
|
1.618 |
139-18 |
|
2.618 |
138-25 |
|
4.250 |
137-16 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
141-07 |
142-03 |
| PP |
141-04 |
141-22 |
| S1 |
141-01 |
141-10 |
|