ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 24-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
Open |
140-16 |
141-19 |
1-03 |
0.8% |
142-09 |
High |
141-21 |
142-11 |
0-22 |
0.5% |
142-15 |
Low |
140-13 |
141-06 |
0-25 |
0.6% |
139-11 |
Close |
141-12 |
141-30 |
0-18 |
0.4% |
140-11 |
Range |
1-08 |
1-05 |
-0-03 |
-7.5% |
3-04 |
ATR |
0-29 |
0-29 |
0-01 |
2.1% |
0-00 |
Volume |
179,953 |
289,579 |
109,626 |
60.9% |
28,171 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-09 |
144-25 |
142-18 |
|
R3 |
144-04 |
143-20 |
142-08 |
|
R2 |
142-31 |
142-31 |
142-05 |
|
R1 |
142-15 |
142-15 |
142-01 |
142-23 |
PP |
141-26 |
141-26 |
141-26 |
141-31 |
S1 |
141-10 |
141-10 |
141-27 |
141-18 |
S2 |
140-21 |
140-21 |
141-23 |
|
S3 |
139-16 |
140-05 |
141-20 |
|
S4 |
138-11 |
139-00 |
141-10 |
|
|
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 |
142-11 |
139-11 |
3-00 |
2.1% |
0-31 |
0.7% |
86% |
True |
False |
114,226 |
10 |
142-26 |
139-11 |
3-15 |
2.4% |
0-30 |
0.7% |
75% |
False |
False |
59,654 |
20 |
143-12 |
139-11 |
4-01 |
2.8% |
0-27 |
0.6% |
64% |
False |
False |
30,645 |
40 |
146-05 |
139-11 |
6-26 |
4.8% |
0-28 |
0.6% |
38% |
False |
False |
15,643 |
60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-22 |
0.5% |
38% |
False |
False |
10,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-08 |
2.618 |
145-12 |
1.618 |
144-07 |
1.000 |
143-16 |
0.618 |
143-02 |
HIGH |
142-11 |
0.618 |
141-29 |
0.500 |
141-25 |
0.382 |
141-20 |
LOW |
141-06 |
0.618 |
140-15 |
1.000 |
140-01 |
1.618 |
139-10 |
2.618 |
138-05 |
4.250 |
136-09 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
141-28 |
141-23 |
PP |
141-26 |
141-16 |
S1 |
141-25 |
141-09 |
|