ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-04 |
142-27 |
-0-09 |
-0.2% |
143-27 |
| High |
143-06 |
143-00 |
-0-06 |
-0.1% |
144-06 |
| Low |
142-18 |
142-12 |
-0-06 |
-0.1% |
142-01 |
| Close |
142-26 |
142-29 |
0-03 |
0.1% |
143-06 |
| Range |
0-20 |
0-20 |
0-00 |
0.0% |
2-05 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.4% |
0-00 |
| Volume |
222,719 |
279,209 |
56,490 |
25.4% |
1,577,495 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-20 |
144-13 |
143-08 |
|
| R3 |
144-00 |
143-25 |
143-03 |
|
| R2 |
143-12 |
143-12 |
143-01 |
|
| R1 |
143-05 |
143-05 |
142-31 |
143-09 |
| PP |
142-24 |
142-24 |
142-24 |
142-26 |
| S1 |
142-17 |
142-17 |
142-27 |
142-21 |
| S2 |
142-04 |
142-04 |
142-25 |
|
| S3 |
141-16 |
141-29 |
142-24 |
|
| S4 |
140-28 |
141-09 |
142-18 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
148-18 |
144-12 |
|
| R3 |
147-14 |
146-13 |
143-25 |
|
| R2 |
145-09 |
145-09 |
143-19 |
|
| R1 |
144-08 |
144-08 |
143-12 |
143-22 |
| PP |
143-04 |
143-04 |
143-04 |
142-28 |
| S1 |
142-03 |
142-03 |
143-00 |
141-17 |
| S2 |
140-31 |
140-31 |
142-25 |
|
| S3 |
138-26 |
139-30 |
142-19 |
|
| S4 |
136-21 |
137-25 |
142-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-06 |
142-01 |
2-05 |
1.5% |
1-03 |
0.8% |
41% |
False |
False |
305,779 |
| 10 |
145-28 |
142-01 |
3-27 |
2.7% |
1-06 |
0.8% |
23% |
False |
False |
336,592 |
| 20 |
145-28 |
139-11 |
6-17 |
4.6% |
1-07 |
0.9% |
55% |
False |
False |
242,767 |
| 40 |
145-28 |
139-11 |
6-17 |
4.6% |
1-00 |
0.7% |
55% |
False |
False |
122,142 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-30 |
0.7% |
52% |
False |
False |
81,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-21 |
|
2.618 |
144-20 |
|
1.618 |
144-00 |
|
1.000 |
143-20 |
|
0.618 |
143-12 |
|
HIGH |
143-00 |
|
0.618 |
142-24 |
|
0.500 |
142-22 |
|
0.382 |
142-20 |
|
LOW |
142-12 |
|
0.618 |
142-00 |
|
1.000 |
141-24 |
|
1.618 |
141-12 |
|
2.618 |
140-24 |
|
4.250 |
139-23 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-27 |
143-06 |
| PP |
142-24 |
143-03 |
| S1 |
142-22 |
143-00 |
|