ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-11 |
144-17 |
0-06 |
0.1% |
142-29 |
| High |
145-06 |
144-19 |
-0-19 |
-0.4% |
145-28 |
| Low |
143-30 |
143-14 |
-0-16 |
-0.3% |
142-14 |
| Close |
145-04 |
143-30 |
-1-06 |
-0.8% |
143-30 |
| Range |
1-08 |
1-05 |
-0-03 |
-7.5% |
3-14 |
| ATR |
1-06 |
1-07 |
0-01 |
3.0% |
0-00 |
| Volume |
527,437 |
372,719 |
-154,718 |
-29.3% |
1,888,307 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
146-27 |
144-18 |
|
| R3 |
146-10 |
145-22 |
144-08 |
|
| R2 |
145-05 |
145-05 |
144-05 |
|
| R1 |
144-17 |
144-17 |
144-01 |
144-09 |
| PP |
144-00 |
144-00 |
144-00 |
143-27 |
| S1 |
143-12 |
143-12 |
143-27 |
143-03 |
| S2 |
142-27 |
142-27 |
143-23 |
|
| S3 |
141-22 |
142-07 |
143-20 |
|
| S4 |
140-17 |
141-02 |
143-10 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-13 |
152-19 |
145-26 |
|
| R3 |
150-31 |
149-05 |
144-28 |
|
| R2 |
147-17 |
147-17 |
144-18 |
|
| R1 |
145-23 |
145-23 |
144-08 |
146-20 |
| PP |
144-03 |
144-03 |
144-03 |
144-17 |
| S1 |
142-09 |
142-09 |
143-20 |
143-06 |
| S2 |
140-21 |
140-21 |
143-10 |
|
| S3 |
137-07 |
138-27 |
143-00 |
|
| S4 |
133-25 |
135-13 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-28 |
141-24 |
4-04 |
2.9% |
1-27 |
1.3% |
53% |
False |
False |
436,790 |
| 10 |
145-28 |
139-11 |
6-17 |
4.5% |
1-13 |
1.0% |
70% |
False |
False |
275,508 |
| 20 |
145-28 |
139-11 |
6-17 |
4.5% |
1-03 |
0.8% |
70% |
False |
False |
139,518 |
| 40 |
146-00 |
139-11 |
6-21 |
4.6% |
1-00 |
0.7% |
69% |
False |
False |
70,238 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
0-27 |
0.6% |
67% |
False |
False |
46,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-16 |
|
2.618 |
147-20 |
|
1.618 |
146-15 |
|
1.000 |
145-24 |
|
0.618 |
145-10 |
|
HIGH |
144-19 |
|
0.618 |
144-05 |
|
0.500 |
144-01 |
|
0.382 |
143-28 |
|
LOW |
143-14 |
|
0.618 |
142-23 |
|
1.000 |
142-09 |
|
1.618 |
141-18 |
|
2.618 |
140-13 |
|
4.250 |
138-17 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-01 |
144-21 |
| PP |
144-00 |
144-13 |
| S1 |
143-31 |
144-06 |
|