ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
144-18 |
144-20 |
0-02 |
0.0% |
144-18 |
| High |
144-23 |
145-03 |
0-12 |
0.3% |
145-03 |
| Low |
144-05 |
144-15 |
0-10 |
0.2% |
143-27 |
| Close |
144-17 |
144-17 |
0-00 |
0.0% |
144-17 |
| Range |
0-18 |
0-20 |
0-02 |
11.1% |
1-08 |
| ATR |
0-28 |
0-27 |
-0-01 |
-2.0% |
0-00 |
| Volume |
218,999 |
232,297 |
13,298 |
6.1% |
1,378,054 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-18 |
146-06 |
144-28 |
|
| R3 |
145-30 |
145-18 |
144-23 |
|
| R2 |
145-10 |
145-10 |
144-21 |
|
| R1 |
144-30 |
144-30 |
144-19 |
144-26 |
| PP |
144-22 |
144-22 |
144-22 |
144-21 |
| S1 |
144-10 |
144-10 |
144-15 |
144-06 |
| S2 |
144-02 |
144-02 |
144-13 |
|
| S3 |
143-14 |
143-22 |
144-12 |
|
| S4 |
142-26 |
143-02 |
144-06 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-08 |
147-20 |
145-07 |
|
| R3 |
147-00 |
146-12 |
144-28 |
|
| R2 |
145-24 |
145-24 |
144-24 |
|
| R1 |
145-04 |
145-04 |
144-21 |
144-26 |
| PP |
144-16 |
144-16 |
144-16 |
144-11 |
| S1 |
143-28 |
143-28 |
144-13 |
143-18 |
| S2 |
143-08 |
143-08 |
144-10 |
|
| S3 |
142-00 |
142-20 |
144-06 |
|
| S4 |
140-24 |
141-12 |
143-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-03 |
143-27 |
1-08 |
0.9% |
0-23 |
0.5% |
55% |
True |
False |
275,610 |
| 10 |
145-03 |
142-11 |
2-24 |
1.9% |
0-25 |
0.5% |
80% |
True |
False |
267,196 |
| 20 |
145-03 |
141-27 |
3-08 |
2.2% |
0-27 |
0.6% |
83% |
True |
False |
284,550 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
60% |
False |
False |
257,617 |
| 60 |
146-11 |
141-06 |
5-05 |
3.6% |
0-30 |
0.7% |
65% |
False |
False |
279,622 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
74% |
False |
False |
213,772 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
74% |
False |
False |
171,135 |
| 120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-26 |
0.6% |
74% |
False |
False |
142,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-24 |
|
2.618 |
146-23 |
|
1.618 |
146-03 |
|
1.000 |
145-23 |
|
0.618 |
145-15 |
|
HIGH |
145-03 |
|
0.618 |
144-27 |
|
0.500 |
144-25 |
|
0.382 |
144-23 |
|
LOW |
144-15 |
|
0.618 |
144-03 |
|
1.000 |
143-27 |
|
1.618 |
143-15 |
|
2.618 |
142-27 |
|
4.250 |
141-26 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-25 |
144-17 |
| PP |
144-22 |
144-16 |
| S1 |
144-20 |
144-16 |
|