ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-05 |
145-11 |
0-06 |
0.1% |
144-27 |
| High |
145-10 |
145-24 |
0-14 |
0.3% |
146-11 |
| Low |
144-30 |
145-03 |
0-05 |
0.1% |
144-16 |
| Close |
145-00 |
145-15 |
0-15 |
0.3% |
145-21 |
| Range |
0-12 |
0-21 |
0-09 |
75.0% |
1-27 |
| ATR |
0-29 |
0-28 |
0-00 |
-1.2% |
0-00 |
| Volume |
201,497 |
266,218 |
64,721 |
32.1% |
837,377 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-13 |
147-03 |
145-27 |
|
| R3 |
146-24 |
146-14 |
145-21 |
|
| R2 |
146-03 |
146-03 |
145-19 |
|
| R1 |
145-25 |
145-25 |
145-17 |
145-30 |
| PP |
145-14 |
145-14 |
145-14 |
145-17 |
| S1 |
145-04 |
145-04 |
145-13 |
145-09 |
| S2 |
144-25 |
144-25 |
145-11 |
|
| S3 |
144-04 |
144-15 |
145-09 |
|
| S4 |
143-15 |
143-26 |
145-03 |
|
|
| 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 |
144-27 |
1-16 |
1.0% |
0-24 |
0.5% |
42% |
False |
False |
215,392 |
| 10 |
146-11 |
144-05 |
2-06 |
1.5% |
0-25 |
0.5% |
60% |
False |
False |
238,796 |
| 20 |
146-11 |
142-02 |
4-09 |
2.9% |
0-26 |
0.6% |
80% |
False |
False |
248,103 |
| 40 |
146-11 |
139-11 |
7-00 |
4.8% |
1-01 |
0.7% |
88% |
False |
False |
245,435 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.7% |
88% |
False |
False |
164,129 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
123,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-17 |
|
2.618 |
147-15 |
|
1.618 |
146-26 |
|
1.000 |
146-13 |
|
0.618 |
146-05 |
|
HIGH |
145-24 |
|
0.618 |
145-16 |
|
0.500 |
145-14 |
|
0.382 |
145-11 |
|
LOW |
145-03 |
|
0.618 |
144-22 |
|
1.000 |
144-14 |
|
1.618 |
144-01 |
|
2.618 |
143-12 |
|
4.250 |
142-10 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-15 |
145-14 |
| PP |
145-14 |
145-14 |
| S1 |
145-14 |
145-13 |
|