ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
144-20 |
144-22 |
0-02 |
0.0% |
144-18 |
| High |
145-03 |
145-18 |
0-15 |
0.3% |
145-03 |
| Low |
144-15 |
144-19 |
0-04 |
0.1% |
143-27 |
| Close |
144-17 |
145-15 |
0-30 |
0.6% |
144-17 |
| Range |
0-20 |
0-31 |
0-11 |
55.0% |
1-08 |
| ATR |
0-27 |
0-28 |
0-00 |
1.5% |
0-00 |
| Volume |
232,297 |
236,943 |
4,646 |
2.0% |
1,378,054 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-04 |
147-24 |
146-00 |
|
| R3 |
147-05 |
146-25 |
145-24 |
|
| R2 |
146-06 |
146-06 |
145-21 |
|
| R1 |
145-26 |
145-26 |
145-18 |
146-00 |
| PP |
145-07 |
145-07 |
145-07 |
145-10 |
| S1 |
144-27 |
144-27 |
145-12 |
145-01 |
| S2 |
144-08 |
144-08 |
145-09 |
|
| S3 |
143-09 |
143-28 |
145-06 |
|
| S4 |
142-10 |
142-29 |
144-30 |
|
|
| 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 |
145-18 |
143-27 |
1-23 |
1.2% |
0-25 |
0.5% |
95% |
True |
False |
249,219 |
| 10 |
145-18 |
142-11 |
3-07 |
2.2% |
0-26 |
0.6% |
97% |
True |
False |
269,055 |
| 20 |
145-18 |
141-27 |
3-23 |
2.6% |
0-26 |
0.6% |
97% |
True |
False |
278,582 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
81% |
False |
False |
258,702 |
| 60 |
146-11 |
141-24 |
4-19 |
3.2% |
0-30 |
0.7% |
81% |
False |
False |
278,745 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
216,720 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
173,504 |
| 120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-26 |
0.6% |
88% |
False |
False |
144,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-22 |
|
2.618 |
148-03 |
|
1.618 |
147-04 |
|
1.000 |
146-17 |
|
0.618 |
146-05 |
|
HIGH |
145-18 |
|
0.618 |
145-06 |
|
0.500 |
145-03 |
|
0.382 |
144-31 |
|
LOW |
144-19 |
|
0.618 |
144-00 |
|
1.000 |
143-20 |
|
1.618 |
143-01 |
|
2.618 |
142-02 |
|
4.250 |
140-15 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-11 |
145-09 |
| PP |
145-07 |
145-02 |
| S1 |
145-03 |
144-28 |
|