ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
143-00 |
142-06 |
-0-26 |
-0.6% |
144-10 |
High |
143-09 |
142-25 |
-0-16 |
-0.3% |
144-12 |
Low |
141-27 |
142-02 |
0-07 |
0.2% |
142-16 |
Close |
142-07 |
142-14 |
0-07 |
0.2% |
142-30 |
Range |
1-14 |
0-23 |
-0-23 |
-50.0% |
1-28 |
ATR |
0-30 |
0-29 |
0-00 |
-1.6% |
0-00 |
Volume |
307,334 |
270,247 |
-37,087 |
-12.1% |
1,494,689 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-19 |
144-07 |
142-27 |
|
R3 |
143-28 |
143-16 |
142-20 |
|
R2 |
143-05 |
143-05 |
142-18 |
|
R1 |
142-25 |
142-25 |
142-16 |
142-31 |
PP |
142-14 |
142-14 |
142-14 |
142-17 |
S1 |
142-02 |
142-02 |
142-12 |
142-08 |
S2 |
141-23 |
141-23 |
142-10 |
|
S3 |
141-00 |
141-11 |
142-08 |
|
S4 |
140-09 |
140-20 |
142-01 |
|
|
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 |
143-16 |
141-27 |
1-21 |
1.2% |
0-29 |
0.6% |
36% |
False |
False |
308,385 |
10 |
145-16 |
141-27 |
3-21 |
2.6% |
0-31 |
0.7% |
16% |
False |
False |
308,706 |
20 |
146-11 |
141-27 |
4-16 |
3.2% |
0-27 |
0.6% |
13% |
False |
False |
259,644 |
40 |
146-11 |
141-27 |
4-16 |
3.2% |
0-28 |
0.6% |
13% |
False |
False |
263,384 |
60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
44% |
False |
False |
236,263 |
80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
44% |
False |
False |
177,526 |
100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
44% |
False |
False |
142,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-27 |
2.618 |
144-21 |
1.618 |
143-30 |
1.000 |
143-16 |
0.618 |
143-07 |
HIGH |
142-25 |
0.618 |
142-16 |
0.500 |
142-14 |
0.382 |
142-11 |
LOW |
142-02 |
0.618 |
141-20 |
1.000 |
141-11 |
1.618 |
140-29 |
2.618 |
140-06 |
4.250 |
139-00 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
142-14 |
142-22 |
PP |
142-14 |
142-19 |
S1 |
142-14 |
142-17 |
|