ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-06 |
145-02 |
-0-04 |
-0.1% |
145-27 |
| High |
145-12 |
145-11 |
-0-01 |
0.0% |
145-28 |
| Low |
144-28 |
144-18 |
-0-10 |
-0.2% |
144-30 |
| Close |
145-01 |
144-23 |
-0-10 |
-0.2% |
145-22 |
| Range |
0-16 |
0-25 |
0-09 |
56.3% |
0-30 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.4% |
0-00 |
| Volume |
168,262 |
186,714 |
18,452 |
11.0% |
1,008,877 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
146-24 |
145-05 |
|
| R3 |
146-14 |
145-31 |
144-30 |
|
| R2 |
145-21 |
145-21 |
144-28 |
|
| R1 |
145-06 |
145-06 |
144-25 |
145-01 |
| PP |
144-28 |
144-28 |
144-28 |
144-26 |
| S1 |
144-13 |
144-13 |
144-21 |
144-08 |
| S2 |
144-03 |
144-03 |
144-18 |
|
| S3 |
143-10 |
143-20 |
144-16 |
|
| S4 |
142-17 |
142-27 |
144-09 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
147-30 |
146-06 |
|
| R3 |
147-12 |
147-00 |
145-30 |
|
| R2 |
146-14 |
146-14 |
145-28 |
|
| R1 |
146-02 |
146-02 |
145-25 |
145-25 |
| PP |
145-16 |
145-16 |
145-16 |
145-12 |
| S1 |
145-04 |
145-04 |
145-19 |
144-27 |
| S2 |
144-18 |
144-18 |
145-16 |
|
| S3 |
143-20 |
144-06 |
145-14 |
|
| S4 |
142-22 |
143-08 |
145-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-25 |
144-18 |
1-07 |
0.8% |
0-21 |
0.5% |
13% |
False |
True |
195,211 |
| 10 |
146-11 |
144-18 |
1-25 |
1.2% |
0-22 |
0.5% |
9% |
False |
True |
205,302 |
| 20 |
146-11 |
143-01 |
3-10 |
2.3% |
0-24 |
0.5% |
51% |
False |
False |
227,762 |
| 40 |
146-11 |
140-07 |
6-04 |
4.2% |
0-31 |
0.7% |
73% |
False |
False |
268,185 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
77% |
False |
False |
180,278 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
77% |
False |
False |
135,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-21 |
|
2.618 |
147-12 |
|
1.618 |
146-19 |
|
1.000 |
146-04 |
|
0.618 |
145-26 |
|
HIGH |
145-11 |
|
0.618 |
145-01 |
|
0.500 |
144-31 |
|
0.382 |
144-28 |
|
LOW |
144-18 |
|
0.618 |
144-03 |
|
1.000 |
143-25 |
|
1.618 |
143-10 |
|
2.618 |
142-17 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-31 |
145-05 |
| PP |
144-28 |
145-00 |
| S1 |
144-26 |
144-28 |
|