ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
142-19 |
142-23 |
0-04 |
0.1% |
143-00 |
| High |
142-29 |
143-17 |
0-20 |
0.4% |
143-16 |
| Low |
142-11 |
142-19 |
0-08 |
0.2% |
141-27 |
| Close |
142-20 |
143-09 |
0-21 |
0.5% |
142-31 |
| Range |
0-18 |
0-30 |
0-12 |
66.7% |
1-21 |
| ATR |
0-27 |
0-28 |
0-00 |
0.7% |
0-00 |
| Volume |
208,493 |
290,269 |
81,776 |
39.2% |
1,524,356 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
145-18 |
143-26 |
|
| R3 |
145-00 |
144-20 |
143-17 |
|
| R2 |
144-02 |
144-02 |
143-15 |
|
| R1 |
143-22 |
143-22 |
143-12 |
143-28 |
| PP |
143-04 |
143-04 |
143-04 |
143-08 |
| S1 |
142-24 |
142-24 |
143-06 |
142-30 |
| S2 |
142-06 |
142-06 |
143-04 |
|
| S3 |
141-08 |
141-26 |
143-01 |
|
| S4 |
140-10 |
140-28 |
142-25 |
|
|
| 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 |
142-09 |
1-09 |
0.9% |
0-24 |
0.5% |
78% |
False |
False |
229,786 |
| 10 |
143-18 |
141-27 |
1-23 |
1.2% |
0-26 |
0.6% |
84% |
False |
False |
269,085 |
| 20 |
145-25 |
141-27 |
3-30 |
2.7% |
0-28 |
0.6% |
37% |
False |
False |
264,540 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
32% |
False |
False |
254,180 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
56% |
False |
False |
255,172 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.6% |
56% |
False |
False |
191,828 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
56% |
False |
False |
153,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-17 |
|
2.618 |
146-00 |
|
1.618 |
145-02 |
|
1.000 |
144-15 |
|
0.618 |
144-04 |
|
HIGH |
143-17 |
|
0.618 |
143-06 |
|
0.500 |
143-02 |
|
0.382 |
142-30 |
|
LOW |
142-19 |
|
0.618 |
142-00 |
|
1.000 |
141-21 |
|
1.618 |
141-02 |
|
2.618 |
140-04 |
|
4.250 |
138-20 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-07 |
143-05 |
| PP |
143-04 |
143-02 |
| S1 |
143-02 |
142-30 |
|