ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
144-26 |
145-13 |
0-19 |
0.4% |
145-23 |
| High |
145-18 |
145-16 |
-0-02 |
0.0% |
145-24 |
| Low |
144-12 |
144-04 |
-0-08 |
-0.2% |
144-04 |
| Close |
145-09 |
144-06 |
-1-03 |
-0.8% |
144-06 |
| Range |
1-06 |
1-12 |
0-06 |
15.8% |
1-20 |
| ATR |
0-27 |
0-28 |
0-01 |
4.4% |
0-00 |
| Volume |
288,230 |
307,011 |
18,781 |
6.5% |
1,193,434 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-23 |
147-27 |
144-30 |
|
| R3 |
147-11 |
146-15 |
144-18 |
|
| R2 |
145-31 |
145-31 |
144-14 |
|
| R1 |
145-03 |
145-03 |
144-10 |
144-27 |
| PP |
144-19 |
144-19 |
144-19 |
144-16 |
| S1 |
143-23 |
143-23 |
144-02 |
143-15 |
| S2 |
143-07 |
143-07 |
143-30 |
|
| S3 |
141-27 |
142-11 |
143-26 |
|
| S4 |
140-15 |
140-31 |
143-14 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-18 |
148-16 |
145-03 |
|
| R3 |
147-30 |
146-28 |
144-20 |
|
| R2 |
146-10 |
146-10 |
144-16 |
|
| R1 |
145-08 |
145-08 |
144-11 |
144-31 |
| PP |
144-22 |
144-22 |
144-22 |
144-18 |
| S1 |
143-20 |
143-20 |
144-01 |
143-11 |
| S2 |
143-02 |
143-02 |
143-28 |
|
| S3 |
141-14 |
142-00 |
143-24 |
|
| S4 |
139-26 |
140-12 |
143-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-24 |
144-04 |
1-20 |
1.1% |
0-31 |
0.7% |
4% |
False |
True |
238,686 |
| 10 |
145-28 |
144-04 |
1-24 |
1.2% |
0-25 |
0.5% |
4% |
False |
True |
220,231 |
| 20 |
146-11 |
143-13 |
2-30 |
2.0% |
0-25 |
0.5% |
27% |
False |
False |
230,684 |
| 40 |
146-11 |
141-06 |
5-05 |
3.6% |
1-00 |
0.7% |
58% |
False |
False |
277,158 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
69% |
False |
False |
190,179 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.6% |
69% |
False |
False |
142,781 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-25 |
0.6% |
69% |
False |
False |
114,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-11 |
|
2.618 |
149-03 |
|
1.618 |
147-23 |
|
1.000 |
146-28 |
|
0.618 |
146-11 |
|
HIGH |
145-16 |
|
0.618 |
144-31 |
|
0.500 |
144-26 |
|
0.382 |
144-21 |
|
LOW |
144-04 |
|
0.618 |
143-09 |
|
1.000 |
142-24 |
|
1.618 |
141-29 |
|
2.618 |
140-17 |
|
4.250 |
138-09 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-26 |
144-27 |
| PP |
144-19 |
144-20 |
| S1 |
144-13 |
144-13 |
|