ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
144-07 |
0-31 |
0.7% |
144-22 |
| High |
145-00 |
144-25 |
-0-07 |
-0.2% |
145-00 |
| Low |
142-29 |
143-27 |
0-30 |
0.7% |
142-29 |
| Close |
144-04 |
144-01 |
-0-03 |
-0.1% |
144-01 |
| Range |
2-03 |
0-30 |
-1-05 |
-55.2% |
2-03 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
3,608 |
4,566 |
958 |
26.6% |
56,341 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-01 |
146-15 |
144-18 |
|
| R3 |
146-03 |
145-17 |
144-09 |
|
| R2 |
145-05 |
145-05 |
144-07 |
|
| R1 |
144-19 |
144-19 |
144-04 |
144-13 |
| PP |
144-07 |
144-07 |
144-07 |
144-04 |
| S1 |
143-21 |
143-21 |
143-30 |
143-15 |
| S2 |
143-09 |
143-09 |
143-28 |
|
| S3 |
142-11 |
142-23 |
143-25 |
|
| S4 |
141-13 |
141-25 |
143-17 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-08 |
149-08 |
145-06 |
|
| R3 |
148-05 |
147-05 |
144-19 |
|
| R2 |
146-02 |
146-02 |
144-13 |
|
| R1 |
145-02 |
145-02 |
144-07 |
144-17 |
| PP |
143-31 |
143-31 |
143-31 |
143-23 |
| S1 |
142-31 |
142-31 |
143-27 |
142-14 |
| S2 |
141-28 |
141-28 |
143-21 |
|
| S3 |
139-25 |
140-28 |
143-15 |
|
| S4 |
137-22 |
138-25 |
142-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-00 |
142-29 |
2-03 |
1.5% |
1-04 |
0.8% |
54% |
False |
False |
11,268 |
| 10 |
146-23 |
142-19 |
4-04 |
2.9% |
1-15 |
1.0% |
35% |
False |
False |
215,912 |
| 20 |
146-23 |
140-05 |
6-18 |
4.6% |
1-08 |
0.9% |
59% |
False |
False |
284,030 |
| 40 |
146-23 |
140-05 |
6-18 |
4.6% |
1-02 |
0.7% |
59% |
False |
False |
270,145 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-03 |
0.8% |
56% |
False |
False |
273,424 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-04 |
0.8% |
56% |
False |
False |
266,312 |
| 100 |
150-05 |
140-05 |
10-00 |
6.9% |
1-05 |
0.8% |
39% |
False |
False |
213,411 |
| 120 |
153-14 |
140-05 |
13-09 |
9.2% |
1-03 |
0.8% |
29% |
False |
False |
177,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-25 |
|
2.618 |
147-08 |
|
1.618 |
146-10 |
|
1.000 |
145-23 |
|
0.618 |
145-12 |
|
HIGH |
144-25 |
|
0.618 |
144-14 |
|
0.500 |
144-10 |
|
0.382 |
144-06 |
|
LOW |
143-27 |
|
0.618 |
143-08 |
|
1.000 |
142-29 |
|
1.618 |
142-10 |
|
2.618 |
141-12 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-10 |
144-00 |
| PP |
144-07 |
143-31 |
| S1 |
144-04 |
143-31 |
|