ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
142-26 |
143-23 |
0-29 |
0.6% |
141-01 |
| High |
143-30 |
146-16 |
2-18 |
1.8% |
143-30 |
| Low |
142-19 |
143-09 |
0-22 |
0.5% |
140-25 |
| Close |
143-22 |
146-08 |
2-18 |
1.8% |
143-22 |
| Range |
1-11 |
3-07 |
1-28 |
139.5% |
3-05 |
| ATR |
1-00 |
1-05 |
0-05 |
15.7% |
0-00 |
| Volume |
556,538 |
1,008,746 |
452,208 |
81.3% |
2,251,850 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-00 |
153-27 |
148-01 |
|
| R3 |
151-25 |
150-20 |
147-04 |
|
| R2 |
148-18 |
148-18 |
146-27 |
|
| R1 |
147-13 |
147-13 |
146-17 |
147-31 |
| PP |
145-11 |
145-11 |
145-11 |
145-20 |
| S1 |
144-06 |
144-06 |
145-31 |
144-25 |
| S2 |
142-04 |
142-04 |
145-21 |
|
| S3 |
138-29 |
140-31 |
145-12 |
|
| S4 |
135-22 |
137-24 |
144-15 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-09 |
151-04 |
145-14 |
|
| R3 |
149-04 |
147-31 |
144-18 |
|
| R2 |
145-31 |
145-31 |
144-09 |
|
| R1 |
144-26 |
144-26 |
143-31 |
145-12 |
| PP |
142-26 |
142-26 |
142-26 |
143-03 |
| S1 |
141-21 |
141-21 |
143-13 |
142-08 |
| S2 |
139-21 |
139-21 |
143-03 |
|
| S3 |
136-16 |
138-16 |
142-26 |
|
| S4 |
133-11 |
135-11 |
141-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-16 |
141-01 |
5-15 |
3.7% |
1-16 |
1.0% |
95% |
True |
False |
598,583 |
| 10 |
146-16 |
140-05 |
6-11 |
4.3% |
1-09 |
0.9% |
96% |
True |
False |
463,977 |
| 20 |
146-16 |
140-05 |
6-11 |
4.3% |
1-02 |
0.7% |
96% |
True |
False |
354,740 |
| 40 |
146-28 |
140-05 |
6-23 |
4.6% |
1-01 |
0.7% |
91% |
False |
False |
310,109 |
| 60 |
147-03 |
140-05 |
6-30 |
4.7% |
1-02 |
0.7% |
88% |
False |
False |
301,164 |
| 80 |
147-03 |
140-05 |
6-30 |
4.7% |
1-05 |
0.8% |
88% |
False |
False |
259,260 |
| 100 |
151-18 |
140-05 |
11-13 |
7.8% |
1-04 |
0.8% |
53% |
False |
False |
207,480 |
| 120 |
153-14 |
140-05 |
13-09 |
9.1% |
1-02 |
0.7% |
46% |
False |
False |
172,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-06 |
|
2.618 |
154-30 |
|
1.618 |
151-23 |
|
1.000 |
149-23 |
|
0.618 |
148-16 |
|
HIGH |
146-16 |
|
0.618 |
145-09 |
|
0.500 |
144-29 |
|
0.382 |
144-16 |
|
LOW |
143-09 |
|
0.618 |
141-09 |
|
1.000 |
140-02 |
|
1.618 |
138-02 |
|
2.618 |
134-27 |
|
4.250 |
129-19 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-26 |
145-19 |
| PP |
145-11 |
144-30 |
| S1 |
144-29 |
144-09 |
|