ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
143-00 |
143-04 |
0-04 |
0.1% |
145-23 |
| High |
143-08 |
143-19 |
0-11 |
0.2% |
145-24 |
| Low |
142-21 |
142-20 |
-0-01 |
0.0% |
144-04 |
| Close |
143-06 |
143-13 |
0-07 |
0.2% |
144-06 |
| Range |
0-19 |
0-31 |
0-12 |
63.2% |
1-20 |
| ATR |
0-29 |
0-29 |
0-00 |
0.4% |
0-00 |
| Volume |
298,123 |
332,132 |
34,009 |
11.4% |
1,193,434 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-04 |
145-23 |
143-30 |
|
| R3 |
145-05 |
144-24 |
143-22 |
|
| R2 |
144-06 |
144-06 |
143-19 |
|
| R1 |
143-25 |
143-25 |
143-16 |
144-00 |
| PP |
143-07 |
143-07 |
143-07 |
143-10 |
| S1 |
142-26 |
142-26 |
143-10 |
143-01 |
| S2 |
142-08 |
142-08 |
143-07 |
|
| S3 |
141-09 |
141-27 |
143-04 |
|
| S4 |
140-10 |
140-28 |
142-28 |
|
|
| 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 |
142-20 |
2-30 |
2.0% |
1-05 |
0.8% |
27% |
False |
True |
316,358 |
| 10 |
145-25 |
142-20 |
3-05 |
2.2% |
0-29 |
0.6% |
25% |
False |
True |
255,785 |
| 20 |
146-11 |
142-20 |
3-23 |
2.6% |
0-27 |
0.6% |
21% |
False |
True |
247,290 |
| 40 |
146-11 |
142-01 |
4-10 |
3.0% |
0-30 |
0.7% |
32% |
False |
False |
272,146 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
58% |
False |
False |
206,545 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
58% |
False |
False |
155,112 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-26 |
0.6% |
58% |
False |
False |
124,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-23 |
|
2.618 |
146-04 |
|
1.618 |
145-05 |
|
1.000 |
144-18 |
|
0.618 |
144-06 |
|
HIGH |
143-19 |
|
0.618 |
143-07 |
|
0.500 |
143-04 |
|
0.382 |
143-00 |
|
LOW |
142-20 |
|
0.618 |
142-01 |
|
1.000 |
141-21 |
|
1.618 |
141-02 |
|
2.618 |
140-03 |
|
4.250 |
138-16 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-10 |
143-16 |
| PP |
143-07 |
143-15 |
| S1 |
143-04 |
143-14 |
|