ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
142-27 |
142-27 |
0-00 |
0.0% |
143-27 |
| High |
143-04 |
143-20 |
0-16 |
0.3% |
144-06 |
| Low |
142-02 |
142-25 |
0-23 |
0.5% |
142-01 |
| Close |
142-19 |
143-09 |
0-22 |
0.5% |
143-06 |
| Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
2-05 |
| ATR |
1-05 |
1-04 |
0-00 |
-0.7% |
0-00 |
| Volume |
295,139 |
324,885 |
29,746 |
10.1% |
1,577,495 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
145-12 |
143-24 |
|
| R3 |
144-29 |
144-17 |
143-16 |
|
| R2 |
144-02 |
144-02 |
143-14 |
|
| R1 |
143-22 |
143-22 |
143-11 |
143-28 |
| PP |
143-07 |
143-07 |
143-07 |
143-11 |
| S1 |
142-27 |
142-27 |
143-07 |
143-01 |
| S2 |
142-12 |
142-12 |
143-04 |
|
| S3 |
141-17 |
142-00 |
143-02 |
|
| S4 |
140-22 |
141-05 |
142-26 |
|
|
| 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 |
143-31 |
142-02 |
1-29 |
1.3% |
0-27 |
0.6% |
64% |
False |
False |
285,287 |
| 10 |
144-19 |
142-01 |
2-18 |
1.8% |
1-01 |
0.7% |
49% |
False |
False |
307,216 |
| 20 |
145-28 |
139-11 |
6-17 |
4.6% |
1-06 |
0.8% |
60% |
False |
False |
273,068 |
| 40 |
145-28 |
139-11 |
6-17 |
4.6% |
1-00 |
0.7% |
60% |
False |
False |
137,526 |
| 60 |
146-05 |
139-11 |
6-26 |
4.8% |
0-31 |
0.7% |
58% |
False |
False |
91,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-07 |
|
2.618 |
145-27 |
|
1.618 |
145-00 |
|
1.000 |
144-15 |
|
0.618 |
144-05 |
|
HIGH |
143-20 |
|
0.618 |
143-10 |
|
0.500 |
143-07 |
|
0.382 |
143-03 |
|
LOW |
142-25 |
|
0.618 |
142-08 |
|
1.000 |
141-30 |
|
1.618 |
141-13 |
|
2.618 |
140-18 |
|
4.250 |
139-06 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-04 |
| PP |
143-07 |
143-00 |
| S1 |
143-07 |
142-27 |
|