ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
145-06 |
145-11 |
0-05 |
0.1% |
143-23 |
| High |
146-01 |
145-15 |
-0-18 |
-0.4% |
146-23 |
| Low |
144-26 |
144-09 |
-0-17 |
-0.4% |
143-09 |
| Close |
146-00 |
144-26 |
-1-06 |
-0.8% |
144-26 |
| Range |
1-07 |
1-06 |
-0-01 |
-2.6% |
3-14 |
| ATR |
1-08 |
1-09 |
0-01 |
2.8% |
0-00 |
| Volume |
65,411 |
27,813 |
-37,598 |
-57.5% |
1,546,246 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-13 |
147-26 |
145-15 |
|
| R3 |
147-07 |
146-20 |
145-04 |
|
| R2 |
146-01 |
146-01 |
145-01 |
|
| R1 |
145-14 |
145-14 |
144-29 |
145-05 |
| PP |
144-27 |
144-27 |
144-27 |
144-23 |
| S1 |
144-08 |
144-08 |
144-23 |
143-31 |
| S2 |
143-21 |
143-21 |
144-19 |
|
| S3 |
142-15 |
143-02 |
144-16 |
|
| S4 |
141-09 |
141-28 |
144-05 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
153-15 |
146-22 |
|
| R3 |
151-26 |
150-01 |
145-24 |
|
| R2 |
148-12 |
148-12 |
145-14 |
|
| R1 |
146-19 |
146-19 |
145-04 |
147-16 |
| PP |
144-30 |
144-30 |
144-30 |
145-12 |
| S1 |
143-05 |
143-05 |
144-16 |
144-02 |
| S2 |
141-16 |
141-16 |
144-06 |
|
| S3 |
138-02 |
139-23 |
143-28 |
|
| S4 |
134-20 |
136-09 |
142-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-23 |
142-19 |
4-04 |
2.8% |
1-27 |
1.3% |
54% |
False |
False |
420,556 |
| 10 |
146-23 |
140-05 |
6-18 |
4.5% |
1-13 |
1.0% |
71% |
False |
False |
410,023 |
| 20 |
146-23 |
140-05 |
6-18 |
4.5% |
1-05 |
0.8% |
71% |
False |
False |
340,317 |
| 40 |
146-28 |
140-05 |
6-23 |
4.6% |
1-02 |
0.7% |
69% |
False |
False |
303,565 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
67% |
False |
False |
295,950 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-04 |
0.8% |
67% |
False |
False |
265,824 |
| 100 |
150-24 |
140-05 |
10-19 |
7.3% |
1-05 |
0.8% |
44% |
False |
False |
212,854 |
| 120 |
153-14 |
140-05 |
13-09 |
9.2% |
1-02 |
0.7% |
35% |
False |
False |
177,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-17 |
|
2.618 |
148-18 |
|
1.618 |
147-12 |
|
1.000 |
146-21 |
|
0.618 |
146-06 |
|
HIGH |
145-15 |
|
0.618 |
145-00 |
|
0.500 |
144-28 |
|
0.382 |
144-24 |
|
LOW |
144-09 |
|
0.618 |
143-18 |
|
1.000 |
143-03 |
|
1.618 |
142-12 |
|
2.618 |
141-06 |
|
4.250 |
139-08 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-28 |
145-16 |
| PP |
144-27 |
145-09 |
| S1 |
144-27 |
145-01 |
|