ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
143-14 |
0-23 |
0.5% |
142-31 |
| High |
143-17 |
144-22 |
1-05 |
0.8% |
144-22 |
| Low |
142-19 |
143-12 |
0-25 |
0.5% |
142-11 |
| Close |
143-09 |
144-21 |
1-12 |
1.0% |
144-21 |
| Range |
0-30 |
1-10 |
0-12 |
40.0% |
2-11 |
| ATR |
0-28 |
0-29 |
0-01 |
4.5% |
0-00 |
| Volume |
290,269 |
383,970 |
93,701 |
32.3% |
1,293,908 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-06 |
147-23 |
145-12 |
|
| R3 |
146-28 |
146-13 |
145-01 |
|
| R2 |
145-18 |
145-18 |
144-29 |
|
| R1 |
145-03 |
145-03 |
144-25 |
145-11 |
| PP |
144-08 |
144-08 |
144-08 |
144-11 |
| S1 |
143-25 |
143-25 |
144-17 |
144-01 |
| S2 |
142-30 |
142-30 |
144-13 |
|
| S3 |
141-20 |
142-15 |
144-09 |
|
| S4 |
140-10 |
141-05 |
143-30 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-30 |
150-04 |
145-30 |
|
| R3 |
148-19 |
147-25 |
145-10 |
|
| R2 |
146-08 |
146-08 |
145-03 |
|
| R1 |
145-14 |
145-14 |
144-28 |
145-27 |
| PP |
143-29 |
143-29 |
143-29 |
144-03 |
| S1 |
143-03 |
143-03 |
144-14 |
143-16 |
| S2 |
141-18 |
141-18 |
144-07 |
|
| S3 |
139-07 |
140-24 |
144-00 |
|
| S4 |
136-28 |
138-13 |
143-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-22 |
142-11 |
2-11 |
1.6% |
0-28 |
0.6% |
99% |
True |
False |
258,781 |
| 10 |
144-22 |
141-27 |
2-27 |
2.0% |
0-28 |
0.6% |
99% |
True |
False |
281,826 |
| 20 |
145-24 |
141-27 |
3-29 |
2.7% |
0-29 |
0.6% |
72% |
False |
False |
275,319 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
63% |
False |
False |
255,657 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-31 |
0.7% |
76% |
False |
False |
261,461 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
76% |
False |
False |
196,592 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
76% |
False |
False |
157,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-08 |
|
2.618 |
148-04 |
|
1.618 |
146-26 |
|
1.000 |
146-00 |
|
0.618 |
145-16 |
|
HIGH |
144-22 |
|
0.618 |
144-06 |
|
0.500 |
144-01 |
|
0.382 |
143-28 |
|
LOW |
143-12 |
|
0.618 |
142-18 |
|
1.000 |
142-02 |
|
1.618 |
141-08 |
|
2.618 |
139-30 |
|
4.250 |
137-26 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-09 |
| PP |
144-08 |
143-29 |
| S1 |
144-01 |
143-17 |
|