ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
144-27 |
144-23 |
-0-04 |
-0.1% |
144-00 |
| High |
145-13 |
145-15 |
0-02 |
0.0% |
145-16 |
| Low |
144-21 |
144-16 |
-0-05 |
-0.1% |
143-30 |
| Close |
144-24 |
145-11 |
0-19 |
0.4% |
145-00 |
| Range |
0-24 |
0-31 |
0-07 |
29.2% |
1-18 |
| ATR |
0-30 |
0-31 |
0-00 |
0.1% |
0-00 |
| Volume |
191,539 |
199,886 |
8,347 |
4.4% |
1,380,464 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
147-21 |
145-28 |
|
| R3 |
147-01 |
146-22 |
145-20 |
|
| R2 |
146-02 |
146-02 |
145-17 |
|
| R1 |
145-23 |
145-23 |
145-14 |
145-29 |
| PP |
145-03 |
145-03 |
145-03 |
145-06 |
| S1 |
144-24 |
144-24 |
145-08 |
144-30 |
| S2 |
144-04 |
144-04 |
145-05 |
|
| S3 |
143-05 |
143-25 |
145-02 |
|
| S4 |
142-06 |
142-26 |
144-26 |
|
|
| 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 |
144-05 |
1-11 |
0.9% |
0-27 |
0.6% |
88% |
False |
False |
262,199 |
| 10 |
145-16 |
143-01 |
2-15 |
1.7% |
0-27 |
0.6% |
94% |
False |
False |
250,222 |
| 20 |
145-16 |
142-01 |
3-15 |
2.4% |
0-29 |
0.6% |
95% |
False |
False |
270,700 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-01 |
0.7% |
92% |
False |
False |
218,703 |
| 60 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
90% |
False |
False |
146,230 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-28 |
0.6% |
88% |
False |
False |
109,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-19 |
|
2.618 |
148-00 |
|
1.618 |
147-01 |
|
1.000 |
146-14 |
|
0.618 |
146-02 |
|
HIGH |
145-15 |
|
0.618 |
145-03 |
|
0.500 |
145-00 |
|
0.382 |
144-28 |
|
LOW |
144-16 |
|
0.618 |
143-29 |
|
1.000 |
143-17 |
|
1.618 |
142-30 |
|
2.618 |
141-31 |
|
4.250 |
140-12 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-07 |
145-07 |
| PP |
145-03 |
145-04 |
| S1 |
145-00 |
145-00 |
|