ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
143-04 |
142-19 |
-0-17 |
-0.4% |
143-00 |
| High |
143-09 |
142-29 |
-0-12 |
-0.3% |
143-16 |
| Low |
142-15 |
142-11 |
-0-04 |
-0.1% |
141-27 |
| Close |
142-19 |
142-20 |
0-01 |
0.0% |
142-31 |
| Range |
0-26 |
0-18 |
-0-08 |
-30.8% |
1-21 |
| ATR |
0-28 |
0-27 |
-0-01 |
-2.6% |
0-00 |
| Volume |
192,827 |
208,493 |
15,666 |
8.1% |
1,524,356 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-10 |
144-01 |
142-30 |
|
| R3 |
143-24 |
143-15 |
142-25 |
|
| R2 |
143-06 |
143-06 |
142-23 |
|
| R1 |
142-29 |
142-29 |
142-22 |
143-02 |
| PP |
142-20 |
142-20 |
142-20 |
142-22 |
| S1 |
142-11 |
142-11 |
142-18 |
142-16 |
| S2 |
142-02 |
142-02 |
142-17 |
|
| S3 |
141-16 |
141-25 |
142-15 |
|
| S4 |
140-30 |
141-07 |
142-10 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-00 |
143-28 |
|
| R3 |
146-03 |
145-11 |
143-14 |
|
| R2 |
144-14 |
144-14 |
143-09 |
|
| R1 |
143-22 |
143-22 |
143-04 |
143-08 |
| PP |
142-25 |
142-25 |
142-25 |
142-17 |
| S1 |
142-01 |
142-01 |
142-26 |
141-19 |
| S2 |
141-04 |
141-04 |
142-21 |
|
| S3 |
139-15 |
140-12 |
142-16 |
|
| S4 |
137-26 |
138-23 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-18 |
142-02 |
1-16 |
1.1% |
0-23 |
0.5% |
38% |
False |
False |
225,782 |
| 10 |
143-18 |
141-27 |
1-23 |
1.2% |
0-26 |
0.6% |
45% |
False |
False |
265,216 |
| 20 |
145-25 |
141-27 |
3-30 |
2.8% |
0-27 |
0.6% |
20% |
False |
False |
260,500 |
| 40 |
146-11 |
141-27 |
4-16 |
3.2% |
0-27 |
0.6% |
17% |
False |
False |
254,302 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
47% |
False |
False |
250,457 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.6% |
47% |
False |
False |
188,222 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
47% |
False |
False |
150,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-10 |
|
2.618 |
144-12 |
|
1.618 |
143-26 |
|
1.000 |
143-15 |
|
0.618 |
143-08 |
|
HIGH |
142-29 |
|
0.618 |
142-22 |
|
0.500 |
142-20 |
|
0.382 |
142-18 |
|
LOW |
142-11 |
|
0.618 |
142-00 |
|
1.000 |
141-25 |
|
1.618 |
141-14 |
|
2.618 |
140-28 |
|
4.250 |
139-31 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-20 |
142-31 |
| PP |
142-20 |
142-27 |
| S1 |
142-20 |
142-24 |
|