ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
141-10 |
142-13 |
1-03 |
0.8% |
143-03 |
| High |
142-17 |
143-06 |
0-21 |
0.5% |
143-11 |
| Low |
141-08 |
142-01 |
0-25 |
0.6% |
140-05 |
| Close |
142-07 |
142-25 |
0-18 |
0.4% |
141-06 |
| Range |
1-09 |
1-05 |
-0-04 |
-9.8% |
3-06 |
| ATR |
0-31 |
0-31 |
0-00 |
1.4% |
0-00 |
| Volume |
538,623 |
614,890 |
76,267 |
14.2% |
1,581,493 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-04 |
145-20 |
143-13 |
|
| R3 |
144-31 |
144-15 |
143-03 |
|
| R2 |
143-26 |
143-26 |
143-00 |
|
| R1 |
143-10 |
143-10 |
142-28 |
143-18 |
| PP |
142-21 |
142-21 |
142-21 |
142-26 |
| S1 |
142-05 |
142-05 |
142-22 |
142-13 |
| S2 |
141-16 |
141-16 |
142-18 |
|
| S3 |
140-11 |
141-00 |
142-15 |
|
| S4 |
139-06 |
139-27 |
142-05 |
|
|
| 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 |
143-06 |
140-05 |
3-01 |
2.1% |
0-31 |
0.7% |
87% |
True |
False |
399,490 |
| 10 |
143-21 |
140-05 |
3-16 |
2.5% |
1-00 |
0.7% |
75% |
False |
False |
352,147 |
| 20 |
144-08 |
140-05 |
4-03 |
2.9% |
0-29 |
0.6% |
64% |
False |
False |
301,694 |
| 40 |
147-03 |
140-05 |
6-30 |
4.9% |
0-31 |
0.7% |
38% |
False |
False |
283,056 |
| 60 |
147-03 |
140-05 |
6-30 |
4.9% |
1-01 |
0.7% |
38% |
False |
False |
288,760 |
| 80 |
147-05 |
140-05 |
7-00 |
4.9% |
1-05 |
0.8% |
38% |
False |
False |
239,728 |
| 100 |
151-19 |
140-05 |
11-14 |
8.0% |
1-04 |
0.8% |
23% |
False |
False |
191,828 |
| 120 |
153-14 |
140-05 |
13-09 |
9.3% |
1-01 |
0.7% |
20% |
False |
False |
159,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-03 |
|
2.618 |
146-07 |
|
1.618 |
145-02 |
|
1.000 |
144-11 |
|
0.618 |
143-29 |
|
HIGH |
143-06 |
|
0.618 |
142-24 |
|
0.500 |
142-20 |
|
0.382 |
142-15 |
|
LOW |
142-01 |
|
0.618 |
141-10 |
|
1.000 |
140-28 |
|
1.618 |
140-05 |
|
2.618 |
139-00 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-23 |
142-18 |
| PP |
142-21 |
142-11 |
| S1 |
142-20 |
142-04 |
|