ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
142-29 |
145-20 |
2-23 |
1.9% |
140-10 |
| High |
145-21 |
145-28 |
0-07 |
0.2% |
143-04 |
| Low |
142-14 |
143-22 |
1-08 |
0.9% |
139-31 |
| Close |
145-13 |
144-19 |
-0-26 |
-0.6% |
142-27 |
| Range |
3-07 |
2-06 |
-1-01 |
-32.0% |
3-05 |
| ATR |
1-04 |
1-06 |
0-02 |
6.9% |
0-00 |
| Volume |
601,810 |
386,341 |
-215,469 |
-35.8% |
861,004 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-09 |
150-04 |
145-26 |
|
| R3 |
149-03 |
147-30 |
145-06 |
|
| R2 |
146-29 |
146-29 |
145-00 |
|
| R1 |
145-24 |
145-24 |
144-25 |
145-08 |
| PP |
144-23 |
144-23 |
144-23 |
144-15 |
| S1 |
143-18 |
143-18 |
144-13 |
143-02 |
| S2 |
142-17 |
142-17 |
144-06 |
|
| S3 |
140-11 |
141-12 |
144-00 |
|
| S4 |
138-05 |
139-06 |
143-13 |
|
|
| 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 |
145-28 |
140-13 |
5-15 |
3.8% |
1-27 |
1.3% |
77% |
True |
False |
350,666 |
| 10 |
145-28 |
139-11 |
6-17 |
4.5% |
1-10 |
0.9% |
80% |
True |
False |
186,838 |
| 20 |
145-28 |
139-11 |
6-17 |
4.5% |
1-02 |
0.7% |
80% |
True |
False |
94,572 |
| 40 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
79% |
False |
False |
47,736 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
0-25 |
0.5% |
77% |
False |
False |
31,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-06 |
|
2.618 |
151-19 |
|
1.618 |
149-13 |
|
1.000 |
148-02 |
|
0.618 |
147-07 |
|
HIGH |
145-28 |
|
0.618 |
145-01 |
|
0.500 |
144-25 |
|
0.382 |
144-17 |
|
LOW |
143-22 |
|
0.618 |
142-11 |
|
1.000 |
141-16 |
|
1.618 |
140-05 |
|
2.618 |
137-31 |
|
4.250 |
134-12 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-25 |
144-11 |
| PP |
144-23 |
144-02 |
| S1 |
144-21 |
143-26 |
|