ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-04 |
143-08 |
-0-28 |
-0.6% |
143-23 |
| High |
144-06 |
145-00 |
0-26 |
0.6% |
146-23 |
| Low |
143-04 |
142-29 |
-0-07 |
-0.2% |
143-09 |
| Close |
143-08 |
144-04 |
0-28 |
0.6% |
144-26 |
| Range |
1-02 |
2-03 |
1-01 |
97.1% |
3-14 |
| ATR |
1-07 |
1-09 |
0-02 |
5.3% |
0-00 |
| Volume |
10,438 |
3,608 |
-6,830 |
-65.4% |
1,546,246 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-09 |
149-10 |
145-09 |
|
| R3 |
148-06 |
147-07 |
144-22 |
|
| R2 |
146-03 |
146-03 |
144-16 |
|
| R1 |
145-04 |
145-04 |
144-10 |
145-19 |
| PP |
144-00 |
144-00 |
144-00 |
144-08 |
| S1 |
143-01 |
143-01 |
143-30 |
143-17 |
| S2 |
141-29 |
141-29 |
143-24 |
|
| S3 |
139-26 |
140-30 |
143-18 |
|
| S4 |
137-23 |
138-27 |
142-31 |
|
|
| 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 |
145-15 |
142-29 |
2-18 |
1.8% |
1-06 |
0.8% |
48% |
False |
True |
15,917 |
| 10 |
146-23 |
142-01 |
4-22 |
3.3% |
1-16 |
1.0% |
45% |
False |
False |
276,944 |
| 20 |
146-23 |
140-05 |
6-18 |
4.6% |
1-07 |
0.9% |
60% |
False |
False |
300,363 |
| 40 |
146-23 |
140-05 |
6-18 |
4.6% |
1-03 |
0.8% |
60% |
False |
False |
276,928 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-03 |
0.8% |
57% |
False |
False |
278,329 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-04 |
0.8% |
57% |
False |
False |
266,300 |
| 100 |
150-05 |
140-05 |
10-00 |
6.9% |
1-05 |
0.8% |
40% |
False |
False |
213,367 |
| 120 |
153-14 |
140-05 |
13-09 |
9.2% |
1-03 |
0.8% |
30% |
False |
False |
177,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-29 |
|
2.618 |
150-15 |
|
1.618 |
148-12 |
|
1.000 |
147-03 |
|
0.618 |
146-09 |
|
HIGH |
145-00 |
|
0.618 |
144-06 |
|
0.500 |
143-31 |
|
0.382 |
143-23 |
|
LOW |
142-29 |
|
0.618 |
141-20 |
|
1.000 |
140-26 |
|
1.618 |
139-17 |
|
2.618 |
137-14 |
|
4.250 |
134-00 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-02 |
144-02 |
| PP |
144-00 |
144-00 |
| S1 |
143-31 |
143-31 |
|