ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-13 |
144-10 |
-1-03 |
-0.8% |
145-23 |
| High |
145-16 |
144-12 |
-1-04 |
-0.8% |
145-24 |
| Low |
144-04 |
142-25 |
-1-11 |
-0.9% |
144-04 |
| Close |
144-06 |
142-26 |
-1-12 |
-1.0% |
144-06 |
| Range |
1-12 |
1-19 |
0-07 |
15.9% |
1-20 |
| ATR |
0-28 |
0-30 |
0-02 |
5.7% |
0-00 |
| Volume |
307,011 |
356,295 |
49,284 |
16.1% |
1,193,434 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-03 |
147-02 |
143-22 |
|
| R3 |
146-16 |
145-15 |
143-08 |
|
| R2 |
144-29 |
144-29 |
143-03 |
|
| R1 |
143-28 |
143-28 |
142-31 |
143-19 |
| PP |
143-10 |
143-10 |
143-10 |
143-06 |
| S1 |
142-09 |
142-09 |
142-21 |
142-00 |
| S2 |
141-23 |
141-23 |
142-17 |
|
| S3 |
140-04 |
140-22 |
142-12 |
|
| S4 |
138-17 |
139-03 |
141-30 |
|
|
| 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 |
145-18 |
142-25 |
2-25 |
1.9% |
1-03 |
0.8% |
1% |
False |
True |
261,302 |
| 10 |
145-25 |
142-25 |
3-00 |
2.1% |
0-27 |
0.6% |
1% |
False |
True |
239,531 |
| 20 |
146-11 |
142-25 |
3-18 |
2.5% |
0-26 |
0.6% |
1% |
False |
True |
238,822 |
| 40 |
146-11 |
141-24 |
4-19 |
3.2% |
1-00 |
0.7% |
23% |
False |
False |
278,826 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
50% |
False |
False |
196,099 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
50% |
False |
False |
147,234 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-26 |
0.6% |
50% |
False |
False |
117,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-05 |
|
2.618 |
148-18 |
|
1.618 |
146-31 |
|
1.000 |
145-31 |
|
0.618 |
145-12 |
|
HIGH |
144-12 |
|
0.618 |
143-25 |
|
0.500 |
143-19 |
|
0.382 |
143-12 |
|
LOW |
142-25 |
|
0.618 |
141-25 |
|
1.000 |
141-06 |
|
1.618 |
140-06 |
|
2.618 |
138-19 |
|
4.250 |
136-00 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-19 |
144-06 |
| PP |
143-10 |
143-23 |
| S1 |
143-02 |
143-09 |
|