ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-27 |
145-05 |
-0-22 |
-0.5% |
144-27 |
| High |
145-28 |
145-10 |
-0-18 |
-0.4% |
146-11 |
| Low |
145-03 |
144-30 |
-0-05 |
-0.1% |
144-16 |
| Close |
145-04 |
145-00 |
-0-04 |
-0.1% |
145-21 |
| Range |
0-25 |
0-12 |
-0-13 |
-52.0% |
1-27 |
| ATR |
0-30 |
0-29 |
-0-01 |
-4.3% |
0-00 |
| Volume |
163,296 |
201,497 |
38,201 |
23.4% |
837,377 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-07 |
145-31 |
145-07 |
|
| R3 |
145-27 |
145-19 |
145-03 |
|
| R2 |
145-15 |
145-15 |
145-02 |
|
| R1 |
145-07 |
145-07 |
145-01 |
145-05 |
| PP |
145-03 |
145-03 |
145-03 |
145-02 |
| S1 |
144-27 |
144-27 |
144-31 |
144-25 |
| S2 |
144-23 |
144-23 |
144-30 |
|
| S3 |
144-11 |
144-15 |
144-29 |
|
| S4 |
143-31 |
144-03 |
144-25 |
|
|
| 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% |
0-26 |
0.6% |
27% |
False |
False |
202,126 |
| 10 |
146-11 |
143-30 |
2-13 |
1.7% |
0-25 |
0.5% |
44% |
False |
False |
234,853 |
| 20 |
146-11 |
142-02 |
4-09 |
3.0% |
0-26 |
0.6% |
69% |
False |
False |
248,753 |
| 40 |
146-11 |
139-11 |
7-00 |
4.8% |
1-01 |
0.7% |
81% |
False |
False |
238,819 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-31 |
0.7% |
81% |
False |
False |
159,693 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
81% |
False |
False |
119,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-29 |
|
2.618 |
146-09 |
|
1.618 |
145-29 |
|
1.000 |
145-22 |
|
0.618 |
145-17 |
|
HIGH |
145-10 |
|
0.618 |
145-05 |
|
0.500 |
145-04 |
|
0.382 |
145-03 |
|
LOW |
144-30 |
|
0.618 |
144-23 |
|
1.000 |
144-18 |
|
1.618 |
144-11 |
|
2.618 |
143-31 |
|
4.250 |
143-11 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-04 |
145-21 |
| PP |
145-03 |
145-14 |
| S1 |
145-01 |
145-07 |
|