ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-20 |
145-27 |
0-07 |
0.2% |
144-27 |
| High |
146-11 |
145-28 |
-0-15 |
-0.3% |
146-11 |
| Low |
145-12 |
145-03 |
-0-09 |
-0.2% |
144-16 |
| Close |
145-21 |
145-04 |
-0-17 |
-0.4% |
145-21 |
| Range |
0-31 |
0-25 |
-0-06 |
-19.4% |
1-27 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.3% |
0-00 |
| Volume |
210,525 |
163,296 |
-47,229 |
-22.4% |
837,377 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-23 |
147-06 |
145-18 |
|
| R3 |
146-30 |
146-13 |
145-11 |
|
| R2 |
146-05 |
146-05 |
145-09 |
|
| R1 |
145-20 |
145-20 |
145-06 |
145-16 |
| PP |
145-12 |
145-12 |
145-12 |
145-10 |
| S1 |
144-27 |
144-27 |
145-02 |
144-23 |
| S2 |
144-19 |
144-19 |
144-31 |
|
| S3 |
143-26 |
144-02 |
144-29 |
|
| S4 |
143-01 |
143-09 |
144-22 |
|
|
| 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% |
34% |
False |
False |
200,134 |
| 10 |
146-11 |
143-30 |
2-13 |
1.7% |
0-26 |
0.6% |
49% |
False |
False |
238,113 |
| 20 |
146-11 |
142-02 |
4-09 |
3.0% |
0-27 |
0.6% |
72% |
False |
False |
249,814 |
| 40 |
146-11 |
139-11 |
7-00 |
4.8% |
1-01 |
0.7% |
83% |
False |
False |
233,857 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-31 |
0.7% |
83% |
False |
False |
156,337 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
83% |
False |
False |
117,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-06 |
|
2.618 |
147-29 |
|
1.618 |
147-04 |
|
1.000 |
146-21 |
|
0.618 |
146-11 |
|
HIGH |
145-28 |
|
0.618 |
145-18 |
|
0.500 |
145-16 |
|
0.382 |
145-13 |
|
LOW |
145-03 |
|
0.618 |
144-20 |
|
1.000 |
144-10 |
|
1.618 |
143-27 |
|
2.618 |
143-02 |
|
4.250 |
141-25 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-16 |
145-19 |
| PP |
145-12 |
145-14 |
| S1 |
145-08 |
145-09 |
|