ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-22 |
144-01 |
-0-21 |
-0.5% |
143-23 |
| High |
144-26 |
144-23 |
-0-03 |
-0.1% |
146-23 |
| Low |
143-29 |
144-01 |
0-04 |
0.1% |
143-09 |
| Close |
144-04 |
144-10 |
0-06 |
0.1% |
144-26 |
| Range |
0-29 |
0-22 |
-0-07 |
-24.1% |
3-14 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.2% |
0-00 |
| Volume |
26,184 |
11,545 |
-14,639 |
-55.9% |
1,546,246 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-13 |
146-02 |
144-22 |
|
| R3 |
145-23 |
145-12 |
144-16 |
|
| R2 |
145-01 |
145-01 |
144-14 |
|
| R1 |
144-22 |
144-22 |
144-12 |
144-28 |
| PP |
144-11 |
144-11 |
144-11 |
144-14 |
| S1 |
144-00 |
144-00 |
144-08 |
144-06 |
| S2 |
143-21 |
143-21 |
144-06 |
|
| S3 |
142-31 |
143-10 |
144-04 |
|
| S4 |
142-09 |
142-20 |
143-30 |
|
|
| 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 |
143-29 |
2-26 |
1.9% |
1-08 |
0.9% |
14% |
False |
False |
115,045 |
| 10 |
146-23 |
141-01 |
5-22 |
3.9% |
1-12 |
1.0% |
58% |
False |
False |
356,814 |
| 20 |
146-23 |
140-05 |
6-18 |
4.5% |
1-05 |
0.8% |
63% |
False |
False |
323,251 |
| 40 |
146-28 |
140-05 |
6-23 |
4.7% |
1-02 |
0.7% |
62% |
False |
False |
290,758 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
60% |
False |
False |
287,461 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-04 |
0.8% |
60% |
False |
False |
266,213 |
| 100 |
150-05 |
140-05 |
10-00 |
6.9% |
1-05 |
0.8% |
42% |
False |
False |
213,229 |
| 120 |
153-14 |
140-05 |
13-09 |
9.2% |
1-03 |
0.8% |
31% |
False |
False |
177,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-21 |
|
2.618 |
146-17 |
|
1.618 |
145-27 |
|
1.000 |
145-13 |
|
0.618 |
145-05 |
|
HIGH |
144-23 |
|
0.618 |
144-15 |
|
0.500 |
144-12 |
|
0.382 |
144-09 |
|
LOW |
144-01 |
|
0.618 |
143-19 |
|
1.000 |
143-11 |
|
1.618 |
142-29 |
|
2.618 |
142-07 |
|
4.250 |
141-04 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-12 |
144-22 |
| PP |
144-11 |
144-18 |
| S1 |
144-11 |
144-14 |
|