ECBOT 30 Year Treasury Bond Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-09 |
144-22 |
0-13 |
0.3% |
143-30 |
| High |
145-04 |
144-30 |
-0-06 |
-0.1% |
145-04 |
| Low |
144-06 |
144-09 |
0-03 |
0.1% |
142-30 |
| Close |
144-16 |
144-13 |
-0-03 |
-0.1% |
144-16 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
2-06 |
| ATR |
1-04 |
1-03 |
-0-01 |
-3.0% |
0-00 |
| Volume |
2,858 |
1,671 |
-1,187 |
-41.5% |
12,773 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-16 |
146-04 |
144-25 |
|
| R3 |
145-27 |
145-15 |
144-19 |
|
| R2 |
145-06 |
145-06 |
144-17 |
|
| R1 |
144-26 |
144-26 |
144-15 |
144-22 |
| PP |
144-17 |
144-17 |
144-17 |
144-15 |
| S1 |
144-05 |
144-05 |
144-11 |
144-01 |
| S2 |
143-28 |
143-28 |
144-09 |
|
| S3 |
143-07 |
143-16 |
144-07 |
|
| S4 |
142-18 |
142-27 |
144-01 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-24 |
149-26 |
145-22 |
|
| R3 |
148-18 |
147-20 |
145-03 |
|
| R2 |
146-12 |
146-12 |
144-29 |
|
| R1 |
145-14 |
145-14 |
144-22 |
145-29 |
| PP |
144-06 |
144-06 |
144-06 |
144-14 |
| S1 |
143-08 |
143-08 |
144-10 |
143-23 |
| S2 |
142-00 |
142-00 |
144-03 |
|
| S3 |
139-26 |
141-02 |
143-29 |
|
| S4 |
137-20 |
138-28 |
143-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-04 |
142-30 |
2-06 |
1.5% |
0-25 |
0.5% |
67% |
False |
False |
2,597 |
| 10 |
145-04 |
142-29 |
2-07 |
1.5% |
0-30 |
0.6% |
68% |
False |
False |
4,460 |
| 20 |
146-23 |
140-25 |
5-30 |
4.1% |
1-05 |
0.8% |
61% |
False |
False |
193,444 |
| 40 |
146-23 |
140-05 |
6-18 |
4.5% |
1-01 |
0.7% |
65% |
False |
False |
230,427 |
| 60 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
61% |
False |
False |
245,262 |
| 80 |
147-03 |
140-05 |
6-30 |
4.8% |
1-02 |
0.7% |
61% |
False |
False |
261,807 |
| 100 |
148-13 |
140-05 |
8-08 |
5.7% |
1-05 |
0.8% |
52% |
False |
False |
213,532 |
| 120 |
151-30 |
140-05 |
11-25 |
8.2% |
1-04 |
0.8% |
36% |
False |
False |
177,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-23 |
|
2.618 |
146-21 |
|
1.618 |
146-00 |
|
1.000 |
145-19 |
|
0.618 |
145-11 |
|
HIGH |
144-30 |
|
0.618 |
144-22 |
|
0.500 |
144-20 |
|
0.382 |
144-17 |
|
LOW |
144-09 |
|
0.618 |
143-28 |
|
1.000 |
143-20 |
|
1.618 |
143-07 |
|
2.618 |
142-18 |
|
4.250 |
141-16 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-20 |
144-14 |
| PP |
144-17 |
144-13 |
| S1 |
144-15 |
144-13 |
|