ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-06 |
144-27 |
-0-11 |
-0.2% |
144-00 |
| High |
145-16 |
145-13 |
-0-03 |
-0.1% |
145-16 |
| Low |
144-22 |
144-21 |
-0-01 |
0.0% |
143-30 |
| Close |
145-00 |
144-24 |
-0-08 |
-0.2% |
145-00 |
| Range |
0-26 |
0-24 |
-0-02 |
-7.7% |
1-18 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.6% |
0-00 |
| Volume |
336,080 |
191,539 |
-144,541 |
-43.0% |
1,380,464 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-06 |
146-23 |
145-05 |
|
| R3 |
146-14 |
145-31 |
144-31 |
|
| R2 |
145-22 |
145-22 |
144-28 |
|
| R1 |
145-07 |
145-07 |
144-26 |
145-03 |
| PP |
144-30 |
144-30 |
144-30 |
144-28 |
| S1 |
144-15 |
144-15 |
144-22 |
144-11 |
| S2 |
144-06 |
144-06 |
144-20 |
|
| S3 |
143-14 |
143-23 |
144-17 |
|
| S4 |
142-22 |
142-31 |
144-11 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-26 |
145-28 |
|
| R3 |
147-30 |
147-08 |
145-14 |
|
| R2 |
146-12 |
146-12 |
145-09 |
|
| R1 |
145-22 |
145-22 |
145-05 |
146-01 |
| PP |
144-26 |
144-26 |
144-26 |
145-00 |
| S1 |
144-04 |
144-04 |
144-27 |
144-15 |
| S2 |
143-08 |
143-08 |
144-23 |
|
| S3 |
141-22 |
142-18 |
144-18 |
|
| S4 |
140-04 |
141-00 |
144-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-16 |
143-30 |
1-18 |
1.1% |
0-24 |
0.5% |
52% |
False |
False |
267,580 |
| 10 |
145-16 |
143-01 |
2-15 |
1.7% |
0-27 |
0.6% |
70% |
False |
False |
257,188 |
| 20 |
145-16 |
142-01 |
3-15 |
2.4% |
0-29 |
0.6% |
78% |
False |
False |
275,159 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-00 |
0.7% |
83% |
False |
False |
213,820 |
| 60 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
81% |
False |
False |
142,902 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-28 |
0.6% |
79% |
False |
False |
107,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-19 |
|
2.618 |
147-12 |
|
1.618 |
146-20 |
|
1.000 |
146-05 |
|
0.618 |
145-28 |
|
HIGH |
145-13 |
|
0.618 |
145-04 |
|
0.500 |
145-01 |
|
0.382 |
144-30 |
|
LOW |
144-21 |
|
0.618 |
144-06 |
|
1.000 |
143-29 |
|
1.618 |
143-14 |
|
2.618 |
142-22 |
|
4.250 |
141-15 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-01 |
145-03 |
| PP |
144-30 |
144-31 |
| S1 |
144-27 |
144-28 |
|