ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-13 |
145-20 |
0-07 |
0.2% |
144-27 |
| High |
145-25 |
146-11 |
0-18 |
0.4% |
146-11 |
| Low |
144-27 |
145-12 |
0-17 |
0.4% |
144-16 |
| Close |
145-16 |
145-21 |
0-05 |
0.1% |
145-21 |
| Range |
0-30 |
0-31 |
0-01 |
3.3% |
1-27 |
| ATR |
0-30 |
0-31 |
0-00 |
0.1% |
0-00 |
| Volume |
235,427 |
210,525 |
-24,902 |
-10.6% |
837,377 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-22 |
148-05 |
146-06 |
|
| R3 |
147-23 |
147-06 |
145-30 |
|
| R2 |
146-24 |
146-24 |
145-27 |
|
| R1 |
146-07 |
146-07 |
145-24 |
146-16 |
| PP |
145-25 |
145-25 |
145-25 |
145-30 |
| S1 |
145-08 |
145-08 |
145-18 |
145-17 |
| S2 |
144-26 |
144-26 |
145-15 |
|
| S3 |
143-27 |
144-09 |
145-12 |
|
| S4 |
142-28 |
143-10 |
145-04 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-01 |
150-06 |
146-21 |
|
| R3 |
149-06 |
148-11 |
146-05 |
|
| R2 |
147-11 |
147-11 |
146-00 |
|
| R1 |
146-16 |
146-16 |
145-26 |
146-30 |
| PP |
145-16 |
145-16 |
145-16 |
145-23 |
| S1 |
144-21 |
144-21 |
145-16 |
145-03 |
| S2 |
143-21 |
143-21 |
145-10 |
|
| S3 |
141-26 |
142-26 |
145-05 |
|
| S4 |
139-31 |
140-31 |
144-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
144-16 |
1-27 |
1.3% |
0-28 |
0.6% |
63% |
True |
False |
234,691 |
| 10 |
146-11 |
143-13 |
2-30 |
2.0% |
0-25 |
0.5% |
77% |
True |
False |
241,137 |
| 20 |
146-11 |
142-02 |
4-09 |
2.9% |
0-27 |
0.6% |
84% |
True |
False |
256,873 |
| 40 |
146-11 |
139-11 |
7-00 |
4.8% |
1-01 |
0.7% |
90% |
True |
False |
229,810 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-31 |
0.7% |
90% |
True |
False |
153,619 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
90% |
True |
False |
115,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-15 |
|
2.618 |
148-28 |
|
1.618 |
147-29 |
|
1.000 |
147-10 |
|
0.618 |
146-30 |
|
HIGH |
146-11 |
|
0.618 |
145-31 |
|
0.500 |
145-28 |
|
0.382 |
145-24 |
|
LOW |
145-12 |
|
0.618 |
144-25 |
|
1.000 |
144-13 |
|
1.618 |
143-26 |
|
2.618 |
142-27 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-28 |
145-19 |
| PP |
145-25 |
145-16 |
| S1 |
145-23 |
145-14 |
|