ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
140-17 |
140-16 |
-0-01 |
0.0% |
142-09 |
High |
140-23 |
141-21 |
0-30 |
0.7% |
142-15 |
Low |
140-07 |
140-13 |
0-06 |
0.1% |
139-11 |
Close |
140-13 |
141-12 |
0-31 |
0.7% |
140-11 |
Range |
0-16 |
1-08 |
0-24 |
150.0% |
3-04 |
ATR |
0-28 |
0-29 |
0-01 |
3.1% |
0-00 |
Volume |
56,364 |
179,953 |
123,589 |
219.3% |
28,171 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-29 |
144-12 |
142-02 |
|
R3 |
143-21 |
143-04 |
141-23 |
|
R2 |
142-13 |
142-13 |
141-19 |
|
R1 |
141-28 |
141-28 |
141-16 |
142-05 |
PP |
141-05 |
141-05 |
141-05 |
141-09 |
S1 |
140-20 |
140-20 |
141-08 |
140-29 |
S2 |
139-29 |
139-29 |
141-05 |
|
S3 |
138-21 |
139-12 |
141-01 |
|
S4 |
137-13 |
138-04 |
140-22 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-03 |
148-11 |
142-02 |
|
R3 |
146-31 |
145-07 |
141-07 |
|
R2 |
143-27 |
143-27 |
140-29 |
|
R1 |
142-03 |
142-03 |
140-20 |
141-13 |
PP |
140-23 |
140-23 |
140-23 |
140-12 |
S1 |
138-31 |
138-31 |
140-02 |
138-09 |
S2 |
137-19 |
137-19 |
139-25 |
|
S3 |
134-15 |
135-27 |
139-16 |
|
S4 |
131-11 |
132-23 |
138-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141-21 |
139-11 |
2-10 |
1.6% |
0-28 |
0.6% |
88% |
True |
False |
57,679 |
10 |
142-26 |
139-11 |
3-15 |
2.5% |
0-29 |
0.6% |
59% |
False |
False |
30,839 |
20 |
143-12 |
139-11 |
4-01 |
2.9% |
0-27 |
0.6% |
50% |
False |
False |
16,223 |
40 |
146-05 |
139-11 |
6-26 |
4.8% |
0-28 |
0.6% |
30% |
False |
False |
8,404 |
60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-21 |
0.5% |
30% |
False |
False |
5,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-31 |
2.618 |
144-30 |
1.618 |
143-22 |
1.000 |
142-29 |
0.618 |
142-14 |
HIGH |
141-21 |
0.618 |
141-06 |
0.500 |
141-01 |
0.382 |
140-28 |
LOW |
140-13 |
0.618 |
139-20 |
1.000 |
139-05 |
1.618 |
138-12 |
2.618 |
137-04 |
4.250 |
135-03 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
141-08 |
141-06 |
PP |
141-05 |
141-00 |
S1 |
141-01 |
140-26 |
|