ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
144-00 |
144-09 |
0-09 |
0.2% |
143-22 |
| High |
144-18 |
144-17 |
-0-01 |
0.0% |
144-25 |
| Low |
143-31 |
143-30 |
-0-01 |
0.0% |
143-01 |
| Close |
144-11 |
144-08 |
-0-03 |
-0.1% |
143-31 |
| Range |
0-19 |
0-19 |
0-00 |
0.0% |
1-24 |
| ATR |
1-01 |
1-00 |
-0-01 |
-3.1% |
0-00 |
| Volume |
234,102 |
226,789 |
-7,313 |
-3.1% |
1,188,960 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-01 |
145-23 |
144-18 |
|
| R3 |
145-14 |
145-04 |
144-13 |
|
| R2 |
144-27 |
144-27 |
144-11 |
|
| R1 |
144-17 |
144-17 |
144-10 |
144-13 |
| PP |
144-08 |
144-08 |
144-08 |
144-05 |
| S1 |
143-30 |
143-30 |
144-06 |
143-25 |
| S2 |
143-21 |
143-21 |
144-05 |
|
| S3 |
143-02 |
143-11 |
144-03 |
|
| S4 |
142-15 |
142-24 |
143-30 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-10 |
144-30 |
|
| R3 |
147-14 |
146-18 |
144-14 |
|
| R2 |
145-22 |
145-22 |
144-09 |
|
| R1 |
144-26 |
144-26 |
144-04 |
145-08 |
| PP |
143-30 |
143-30 |
143-30 |
144-05 |
| S1 |
143-02 |
143-02 |
143-26 |
143-16 |
| S2 |
142-06 |
142-06 |
143-21 |
|
| S3 |
140-14 |
141-10 |
143-16 |
|
| S4 |
138-22 |
139-18 |
143-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-18 |
143-01 |
1-17 |
1.1% |
0-26 |
0.6% |
80% |
False |
False |
238,246 |
| 10 |
144-25 |
142-02 |
2-23 |
1.9% |
0-28 |
0.6% |
80% |
False |
False |
257,411 |
| 20 |
145-28 |
142-01 |
3-27 |
2.7% |
1-01 |
0.7% |
58% |
False |
False |
297,001 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-00 |
0.7% |
75% |
False |
False |
186,172 |
| 60 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
74% |
False |
False |
124,385 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-26 |
0.6% |
72% |
False |
False |
93,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-02 |
|
2.618 |
146-03 |
|
1.618 |
145-16 |
|
1.000 |
145-04 |
|
0.618 |
144-29 |
|
HIGH |
144-17 |
|
0.618 |
144-10 |
|
0.500 |
144-08 |
|
0.382 |
144-05 |
|
LOW |
143-30 |
|
0.618 |
143-18 |
|
1.000 |
143-11 |
|
1.618 |
142-31 |
|
2.618 |
142-12 |
|
4.250 |
141-13 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-08 |
144-05 |
| PP |
144-08 |
144-02 |
| S1 |
144-08 |
144-00 |
|