ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
145-15 |
145-11 |
-0-04 |
-0.1% |
144-18 |
| High |
145-17 |
145-24 |
0-07 |
0.2% |
145-03 |
| Low |
144-27 |
145-06 |
0-11 |
0.2% |
143-27 |
| Close |
145-04 |
145-15 |
0-11 |
0.2% |
144-17 |
| Range |
0-22 |
0-18 |
-0-04 |
-18.2% |
1-08 |
| ATR |
0-27 |
0-27 |
-0-01 |
-1.9% |
0-00 |
| Volume |
270,288 |
310,649 |
40,361 |
14.9% |
1,378,054 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-05 |
146-28 |
145-25 |
|
| R3 |
146-19 |
146-10 |
145-20 |
|
| R2 |
146-01 |
146-01 |
145-18 |
|
| R1 |
145-24 |
145-24 |
145-17 |
145-29 |
| PP |
145-15 |
145-15 |
145-15 |
145-17 |
| S1 |
145-06 |
145-06 |
145-13 |
145-11 |
| S2 |
144-29 |
144-29 |
145-12 |
|
| S3 |
144-11 |
144-20 |
145-10 |
|
| S4 |
143-25 |
144-02 |
145-05 |
|
|
| 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 |
145-24 |
144-05 |
1-19 |
1.1% |
0-22 |
0.5% |
82% |
True |
False |
253,835 |
| 10 |
145-24 |
142-19 |
3-05 |
2.2% |
0-26 |
0.6% |
91% |
True |
False |
287,017 |
| 20 |
145-24 |
141-27 |
3-29 |
2.7% |
0-26 |
0.6% |
93% |
True |
False |
276,116 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
81% |
False |
False |
261,703 |
| 60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-29 |
0.6% |
81% |
False |
False |
273,469 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
223,938 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
179,312 |
| 120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-26 |
0.6% |
88% |
False |
False |
149,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-04 |
|
2.618 |
147-07 |
|
1.618 |
146-21 |
|
1.000 |
146-10 |
|
0.618 |
146-03 |
|
HIGH |
145-24 |
|
0.618 |
145-17 |
|
0.500 |
145-15 |
|
0.382 |
145-13 |
|
LOW |
145-06 |
|
0.618 |
144-27 |
|
1.000 |
144-20 |
|
1.618 |
144-09 |
|
2.618 |
143-23 |
|
4.250 |
142-26 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-15 |
145-12 |
| PP |
145-15 |
145-09 |
| S1 |
145-15 |
145-06 |
|