ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
146-14 |
145-06 |
-1-08 |
-0.9% |
141-01 |
| High |
146-23 |
146-01 |
-0-22 |
-0.5% |
143-30 |
| Low |
144-17 |
144-26 |
0-09 |
0.2% |
140-25 |
| Close |
145-14 |
146-00 |
0-18 |
0.4% |
143-22 |
| Range |
2-06 |
1-07 |
-0-31 |
-44.3% |
3-05 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.1% |
0-00 |
| Volume |
444,276 |
65,411 |
-378,865 |
-85.3% |
2,251,850 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-09 |
148-27 |
146-21 |
|
| R3 |
148-02 |
147-20 |
146-11 |
|
| R2 |
146-27 |
146-27 |
146-07 |
|
| R1 |
146-13 |
146-13 |
146-04 |
146-20 |
| PP |
145-20 |
145-20 |
145-20 |
145-23 |
| S1 |
145-06 |
145-06 |
145-28 |
145-13 |
| S2 |
144-13 |
144-13 |
145-25 |
|
| S3 |
143-06 |
143-31 |
145-21 |
|
| S4 |
141-31 |
142-24 |
145-11 |
|
|
| 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 |
146-23 |
142-01 |
4-22 |
3.2% |
1-26 |
1.2% |
85% |
False |
False |
537,972 |
| 10 |
146-23 |
140-05 |
6-18 |
4.5% |
1-12 |
0.9% |
89% |
False |
False |
440,401 |
| 20 |
146-23 |
140-05 |
6-18 |
4.5% |
1-05 |
0.8% |
89% |
False |
False |
352,831 |
| 40 |
146-28 |
140-05 |
6-23 |
4.6% |
1-02 |
0.7% |
87% |
False |
False |
308,219 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
84% |
False |
False |
300,646 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-05 |
0.8% |
84% |
False |
False |
265,510 |
| 100 |
151-04 |
140-05 |
10-31 |
7.5% |
1-05 |
0.8% |
53% |
False |
False |
212,576 |
| 120 |
153-14 |
140-05 |
13-09 |
9.1% |
1-02 |
0.7% |
44% |
False |
False |
177,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-07 |
|
2.618 |
149-07 |
|
1.618 |
148-00 |
|
1.000 |
147-08 |
|
0.618 |
146-25 |
|
HIGH |
146-01 |
|
0.618 |
145-18 |
|
0.500 |
145-14 |
|
0.382 |
145-09 |
|
LOW |
144-26 |
|
0.618 |
144-02 |
|
1.000 |
143-19 |
|
1.618 |
142-27 |
|
2.618 |
141-20 |
|
4.250 |
139-20 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-26 |
145-21 |
| PP |
145-20 |
145-11 |
| S1 |
145-14 |
145-00 |
|