ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
141-01 |
141-11 |
0-10 |
0.2% |
143-03 |
| High |
141-16 |
141-18 |
0-02 |
0.0% |
143-11 |
| Low |
140-25 |
141-01 |
0-08 |
0.2% |
140-05 |
| Close |
141-09 |
141-08 |
-0-01 |
0.0% |
141-06 |
| Range |
0-23 |
0-17 |
-0-06 |
-26.1% |
3-06 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.3% |
0-00 |
| Volume |
267,680 |
274,119 |
6,439 |
2.4% |
1,581,493 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-28 |
142-19 |
141-17 |
|
| R3 |
142-11 |
142-02 |
141-13 |
|
| R2 |
141-26 |
141-26 |
141-11 |
|
| R1 |
141-17 |
141-17 |
141-10 |
141-13 |
| PP |
141-09 |
141-09 |
141-09 |
141-07 |
| S1 |
141-00 |
141-00 |
141-06 |
140-28 |
| S2 |
140-24 |
140-24 |
141-05 |
|
| S3 |
140-07 |
140-15 |
141-03 |
|
| S4 |
139-22 |
139-30 |
140-31 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-04 |
149-11 |
142-30 |
|
| R3 |
147-30 |
146-05 |
142-02 |
|
| R2 |
144-24 |
144-24 |
141-25 |
|
| R1 |
142-31 |
142-31 |
141-15 |
142-09 |
| PP |
141-18 |
141-18 |
141-18 |
141-07 |
| S1 |
139-25 |
139-25 |
140-29 |
139-03 |
| S2 |
138-12 |
138-12 |
140-19 |
|
| S3 |
135-06 |
136-19 |
140-10 |
|
| S4 |
132-00 |
133-13 |
139-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-19 |
140-05 |
1-14 |
1.0% |
0-26 |
0.6% |
76% |
False |
False |
298,118 |
| 10 |
143-21 |
140-05 |
3-16 |
2.5% |
0-29 |
0.6% |
31% |
False |
False |
294,466 |
| 20 |
144-08 |
140-05 |
4-03 |
2.9% |
0-28 |
0.6% |
27% |
False |
False |
268,812 |
| 40 |
147-03 |
140-05 |
6-30 |
4.9% |
0-31 |
0.7% |
16% |
False |
False |
271,212 |
| 60 |
147-03 |
140-05 |
6-30 |
4.9% |
1-01 |
0.7% |
16% |
False |
False |
280,870 |
| 80 |
147-27 |
140-05 |
7-22 |
5.4% |
1-05 |
0.8% |
14% |
False |
False |
225,323 |
| 100 |
151-30 |
140-05 |
11-25 |
8.3% |
1-03 |
0.8% |
9% |
False |
False |
180,294 |
| 120 |
153-14 |
140-05 |
13-09 |
9.4% |
1-00 |
0.7% |
8% |
False |
False |
150,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-26 |
|
2.618 |
142-31 |
|
1.618 |
142-14 |
|
1.000 |
142-03 |
|
0.618 |
141-29 |
|
HIGH |
141-18 |
|
0.618 |
141-12 |
|
0.500 |
141-10 |
|
0.382 |
141-07 |
|
LOW |
141-01 |
|
0.618 |
140-22 |
|
1.000 |
140-16 |
|
1.618 |
140-05 |
|
2.618 |
139-20 |
|
4.250 |
138-25 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
141-04 |
| PP |
141-09 |
141-00 |
| S1 |
141-09 |
140-28 |
|