ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
141-19 |
141-31 |
0-12 |
0.3% |
140-10 |
| High |
142-11 |
143-04 |
0-25 |
0.5% |
143-04 |
| Low |
141-06 |
141-24 |
0-18 |
0.4% |
139-31 |
| Close |
141-30 |
142-27 |
0-29 |
0.6% |
142-27 |
| Range |
1-05 |
1-12 |
0-07 |
18.9% |
3-05 |
| ATR |
0-29 |
0-30 |
0-01 |
3.6% |
0-00 |
| Volume |
289,579 |
295,647 |
6,068 |
2.1% |
861,004 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-22 |
146-05 |
143-19 |
|
| R3 |
145-10 |
144-25 |
143-07 |
|
| R2 |
143-30 |
143-30 |
143-03 |
|
| R1 |
143-13 |
143-13 |
142-31 |
143-22 |
| PP |
142-18 |
142-18 |
142-18 |
142-23 |
| S1 |
142-01 |
142-01 |
142-23 |
142-10 |
| S2 |
141-06 |
141-06 |
142-19 |
|
| S3 |
139-26 |
140-21 |
142-15 |
|
| S4 |
138-14 |
139-09 |
142-03 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-14 |
150-10 |
144-19 |
|
| R3 |
148-09 |
147-05 |
143-23 |
|
| R2 |
145-04 |
145-04 |
143-14 |
|
| R1 |
144-00 |
144-00 |
143-04 |
144-18 |
| PP |
141-31 |
141-31 |
141-31 |
142-09 |
| S1 |
140-27 |
140-27 |
142-18 |
141-13 |
| S2 |
138-26 |
138-26 |
142-08 |
|
| S3 |
135-21 |
137-22 |
141-31 |
|
| S4 |
132-16 |
134-17 |
141-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
139-31 |
3-05 |
2.2% |
1-00 |
0.7% |
91% |
True |
False |
172,200 |
| 10 |
143-04 |
139-11 |
3-25 |
2.6% |
1-00 |
0.7% |
93% |
True |
False |
88,917 |
| 20 |
143-12 |
139-11 |
4-01 |
2.8% |
0-28 |
0.6% |
87% |
False |
False |
45,319 |
| 40 |
146-05 |
139-11 |
6-26 |
4.8% |
0-29 |
0.6% |
51% |
False |
False |
23,034 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-22 |
0.5% |
51% |
False |
False |
15,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-31 |
|
2.618 |
146-23 |
|
1.618 |
145-11 |
|
1.000 |
144-16 |
|
0.618 |
143-31 |
|
HIGH |
143-04 |
|
0.618 |
142-19 |
|
0.500 |
142-14 |
|
0.382 |
142-09 |
|
LOW |
141-24 |
|
0.618 |
140-29 |
|
1.000 |
140-12 |
|
1.618 |
139-17 |
|
2.618 |
138-05 |
|
4.250 |
135-29 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-23 |
142-16 |
| PP |
142-18 |
142-04 |
| S1 |
142-14 |
141-25 |
|