ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
145-20 |
144-11 |
-1-09 |
-0.9% |
140-10 |
| High |
145-28 |
145-06 |
-0-22 |
-0.5% |
143-04 |
| Low |
143-22 |
143-30 |
0-08 |
0.2% |
139-31 |
| Close |
144-19 |
145-04 |
0-17 |
0.4% |
142-27 |
| Range |
2-06 |
1-08 |
-0-30 |
-42.9% |
3-05 |
| ATR |
1-06 |
1-06 |
0-00 |
0.4% |
0-00 |
| Volume |
386,341 |
527,437 |
141,096 |
36.5% |
861,004 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-16 |
148-02 |
145-26 |
|
| R3 |
147-08 |
146-26 |
145-15 |
|
| R2 |
146-00 |
146-00 |
145-11 |
|
| R1 |
145-18 |
145-18 |
145-08 |
145-25 |
| PP |
144-24 |
144-24 |
144-24 |
144-28 |
| S1 |
144-10 |
144-10 |
145-00 |
144-17 |
| S2 |
143-16 |
143-16 |
144-29 |
|
| S3 |
142-08 |
143-02 |
144-25 |
|
| S4 |
141-00 |
141-26 |
144-14 |
|
|
| 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 |
141-06 |
4-22 |
3.2% |
1-27 |
1.3% |
84% |
False |
False |
420,162 |
| 10 |
145-28 |
139-11 |
6-17 |
4.5% |
1-11 |
0.9% |
89% |
False |
False |
238,920 |
| 20 |
145-28 |
139-11 |
6-17 |
4.5% |
1-03 |
0.8% |
89% |
False |
False |
120,917 |
| 40 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
87% |
False |
False |
60,921 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
0-26 |
0.6% |
85% |
False |
False |
40,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-16 |
|
2.618 |
148-15 |
|
1.618 |
147-07 |
|
1.000 |
146-14 |
|
0.618 |
145-31 |
|
HIGH |
145-06 |
|
0.618 |
144-23 |
|
0.500 |
144-18 |
|
0.382 |
144-13 |
|
LOW |
143-30 |
|
0.618 |
143-05 |
|
1.000 |
142-22 |
|
1.618 |
141-29 |
|
2.618 |
140-21 |
|
4.250 |
138-20 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-30 |
144-26 |
| PP |
144-24 |
144-15 |
| S1 |
144-18 |
144-05 |
|