ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
143-13 |
143-22 |
0-09 |
0.2% |
143-04 |
| High |
144-10 |
144-03 |
-0-07 |
-0.2% |
144-10 |
| Low |
143-12 |
143-14 |
0-02 |
0.0% |
142-02 |
| Close |
143-21 |
143-18 |
-0-03 |
-0.1% |
143-21 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
2-08 |
| ATR |
1-04 |
1-03 |
-0-01 |
-3.0% |
0-00 |
| Volume |
304,240 |
189,081 |
-115,159 |
-37.9% |
1,426,192 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
145-09 |
143-30 |
|
| R3 |
145-00 |
144-20 |
143-24 |
|
| R2 |
144-11 |
144-11 |
143-22 |
|
| R1 |
143-31 |
143-31 |
143-20 |
143-27 |
| PP |
143-22 |
143-22 |
143-22 |
143-20 |
| S1 |
143-10 |
143-10 |
143-16 |
143-05 |
| S2 |
143-01 |
143-01 |
143-14 |
|
| S3 |
142-12 |
142-21 |
143-12 |
|
| S4 |
141-23 |
142-00 |
143-06 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-03 |
149-04 |
144-29 |
|
| R3 |
147-27 |
146-28 |
144-09 |
|
| R2 |
145-19 |
145-19 |
144-02 |
|
| R1 |
144-20 |
144-20 |
143-28 |
145-04 |
| PP |
143-11 |
143-11 |
143-11 |
143-19 |
| S1 |
142-12 |
142-12 |
143-14 |
142-28 |
| S2 |
141-03 |
141-03 |
143-08 |
|
| S3 |
138-27 |
140-04 |
143-01 |
|
| S4 |
136-19 |
137-28 |
142-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-10 |
142-02 |
2-08 |
1.6% |
0-26 |
0.6% |
67% |
False |
False |
278,510 |
| 10 |
144-10 |
142-01 |
2-09 |
1.6% |
0-31 |
0.7% |
67% |
False |
False |
293,131 |
| 20 |
145-28 |
139-31 |
5-29 |
4.1% |
1-06 |
0.8% |
61% |
False |
False |
297,103 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-00 |
0.7% |
65% |
False |
False |
149,808 |
| 60 |
146-05 |
139-11 |
6-26 |
4.7% |
0-31 |
0.7% |
62% |
False |
False |
100,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
145-26 |
|
1.618 |
145-05 |
|
1.000 |
144-24 |
|
0.618 |
144-16 |
|
HIGH |
144-03 |
|
0.618 |
143-27 |
|
0.500 |
143-25 |
|
0.382 |
143-22 |
|
LOW |
143-14 |
|
0.618 |
143-01 |
|
1.000 |
142-25 |
|
1.618 |
142-12 |
|
2.618 |
141-23 |
|
4.250 |
140-21 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-25 |
143-18 |
| PP |
143-22 |
143-18 |
| S1 |
143-20 |
143-18 |
|