ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
143-00 |
142-19 |
-0-13 |
-0.3% |
144-10 |
| High |
143-00 |
143-16 |
0-16 |
0.3% |
144-12 |
| Low |
142-12 |
142-18 |
0-06 |
0.1% |
142-16 |
| Close |
142-20 |
142-31 |
0-11 |
0.2% |
142-30 |
| Range |
0-20 |
0-30 |
0-10 |
50.0% |
1-28 |
| ATR |
0-28 |
0-28 |
0-00 |
0.5% |
0-00 |
| Volume |
234,940 |
472,841 |
237,901 |
101.3% |
1,494,689 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
145-11 |
143-16 |
|
| R3 |
144-28 |
144-13 |
143-07 |
|
| R2 |
143-30 |
143-30 |
143-05 |
|
| R1 |
143-15 |
143-15 |
143-02 |
143-23 |
| PP |
143-00 |
143-00 |
143-00 |
143-04 |
| S1 |
142-17 |
142-17 |
142-28 |
142-25 |
| S2 |
142-02 |
142-02 |
142-26 |
|
| S3 |
141-04 |
141-19 |
142-23 |
|
| S4 |
140-06 |
140-21 |
142-15 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-29 |
147-25 |
143-31 |
|
| R3 |
147-01 |
145-29 |
143-14 |
|
| R2 |
145-05 |
145-05 |
143-09 |
|
| R1 |
144-01 |
144-01 |
143-04 |
143-21 |
| PP |
143-09 |
143-09 |
143-09 |
143-02 |
| S1 |
142-05 |
142-05 |
142-24 |
141-25 |
| S2 |
141-13 |
141-13 |
142-19 |
|
| S3 |
139-17 |
140-09 |
142-14 |
|
| S4 |
137-21 |
138-13 |
141-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-19 |
142-12 |
1-07 |
0.9% |
0-25 |
0.6% |
49% |
False |
False |
309,610 |
| 10 |
145-18 |
142-12 |
3-06 |
2.2% |
0-30 |
0.7% |
19% |
False |
False |
298,442 |
| 20 |
146-11 |
142-12 |
3-31 |
2.8% |
0-27 |
0.6% |
15% |
False |
False |
252,530 |
| 40 |
146-11 |
142-01 |
4-10 |
3.0% |
0-28 |
0.6% |
22% |
False |
False |
263,845 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
52% |
False |
False |
226,723 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
52% |
False |
False |
170,309 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-27 |
0.6% |
52% |
False |
False |
136,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-16 |
|
2.618 |
145-31 |
|
1.618 |
145-01 |
|
1.000 |
144-14 |
|
0.618 |
144-03 |
|
HIGH |
143-16 |
|
0.618 |
143-05 |
|
0.500 |
143-01 |
|
0.382 |
142-29 |
|
LOW |
142-18 |
|
0.618 |
141-31 |
|
1.000 |
141-20 |
|
1.618 |
141-01 |
|
2.618 |
140-03 |
|
4.250 |
138-18 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-01 |
142-31 |
| PP |
143-00 |
142-30 |
| S1 |
143-00 |
142-30 |
|