ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
143-04 |
142-23 |
-0-13 |
-0.3% |
145-23 |
| High |
143-19 |
143-08 |
-0-11 |
-0.2% |
145-24 |
| Low |
142-20 |
142-18 |
-0-02 |
0.0% |
144-04 |
| Close |
143-13 |
142-22 |
-0-23 |
-0.5% |
144-06 |
| Range |
0-31 |
0-22 |
-0-09 |
-29.0% |
1-20 |
| ATR |
0-29 |
0-29 |
0-00 |
-0.6% |
0-00 |
| Volume |
332,132 |
251,575 |
-80,557 |
-24.3% |
1,193,434 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-29 |
144-15 |
143-02 |
|
| R3 |
144-07 |
143-25 |
142-28 |
|
| R2 |
143-17 |
143-17 |
142-26 |
|
| R1 |
143-03 |
143-03 |
142-24 |
142-31 |
| PP |
142-27 |
142-27 |
142-27 |
142-24 |
| S1 |
142-13 |
142-13 |
142-20 |
142-09 |
| S2 |
142-05 |
142-05 |
142-18 |
|
| S3 |
141-15 |
141-23 |
142-16 |
|
| S4 |
140-25 |
141-01 |
142-10 |
|
|
| 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 |
145-16 |
142-18 |
2-30 |
2.1% |
1-01 |
0.7% |
4% |
False |
True |
309,027 |
| 10 |
145-25 |
142-18 |
3-07 |
2.3% |
0-30 |
0.7% |
4% |
False |
True |
259,994 |
| 20 |
146-11 |
142-18 |
3-25 |
2.7% |
0-26 |
0.6% |
3% |
False |
True |
242,512 |
| 40 |
146-11 |
142-01 |
4-10 |
3.0% |
0-29 |
0.6% |
15% |
False |
False |
268,777 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
48% |
False |
False |
210,708 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
48% |
False |
False |
158,256 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-27 |
0.6% |
48% |
False |
False |
126,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-06 |
|
2.618 |
145-02 |
|
1.618 |
144-12 |
|
1.000 |
143-30 |
|
0.618 |
143-22 |
|
HIGH |
143-08 |
|
0.618 |
143-00 |
|
0.500 |
142-29 |
|
0.382 |
142-26 |
|
LOW |
142-18 |
|
0.618 |
142-04 |
|
1.000 |
141-28 |
|
1.618 |
141-14 |
|
2.618 |
140-24 |
|
4.250 |
139-20 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-29 |
143-03 |
| PP |
142-27 |
142-30 |
| S1 |
142-24 |
142-26 |
|