ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
145-15 |
145-15 |
0-00 |
0.0% |
144-22 |
High |
145-24 |
145-29 |
0-05 |
0.1% |
145-29 |
Low |
145-12 |
145-03 |
-0-09 |
-0.2% |
144-19 |
Close |
145-21 |
145-19 |
-0-02 |
0.0% |
145-19 |
Range |
0-12 |
0-26 |
0-14 |
116.7% |
1-10 |
ATR |
0-26 |
0-26 |
0-00 |
0.1% |
0-00 |
Volume |
296,430 |
428,347 |
131,917 |
44.5% |
1,542,657 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-31 |
147-19 |
146-01 |
|
R3 |
147-05 |
146-25 |
145-26 |
|
R2 |
146-11 |
146-11 |
145-24 |
|
R1 |
145-31 |
145-31 |
145-21 |
146-05 |
PP |
145-17 |
145-17 |
145-17 |
145-20 |
S1 |
145-05 |
145-05 |
145-17 |
145-11 |
S2 |
144-23 |
144-23 |
145-14 |
|
S3 |
143-29 |
144-11 |
145-12 |
|
S4 |
143-03 |
143-17 |
145-05 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-10 |
148-24 |
146-10 |
|
R3 |
148-00 |
147-14 |
145-31 |
|
R2 |
146-22 |
146-22 |
145-27 |
|
R1 |
146-04 |
146-04 |
145-23 |
146-13 |
PP |
145-12 |
145-12 |
145-12 |
145-16 |
S1 |
144-26 |
144-26 |
145-15 |
145-03 |
S2 |
144-02 |
144-02 |
145-11 |
|
S3 |
142-24 |
143-16 |
145-07 |
|
S4 |
141-14 |
142-06 |
144-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145-29 |
144-19 |
1-10 |
0.9% |
0-22 |
0.5% |
76% |
True |
False |
308,531 |
10 |
145-29 |
143-27 |
2-02 |
1.4% |
0-22 |
0.5% |
85% |
True |
False |
292,071 |
20 |
145-29 |
141-27 |
4-02 |
2.8% |
0-25 |
0.5% |
92% |
True |
False |
286,948 |
40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
83% |
False |
False |
265,235 |
60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
83% |
False |
False |
270,319 |
80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
89% |
False |
False |
232,969 |
100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
89% |
False |
False |
186,560 |
120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-27 |
0.6% |
89% |
False |
False |
155,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149-12 |
2.618 |
148-01 |
1.618 |
147-07 |
1.000 |
146-23 |
0.618 |
146-13 |
HIGH |
145-29 |
0.618 |
145-19 |
0.500 |
145-16 |
0.382 |
145-13 |
LOW |
145-03 |
0.618 |
144-19 |
1.000 |
144-09 |
1.618 |
143-25 |
2.618 |
142-31 |
4.250 |
141-21 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
145-18 |
145-18 |
PP |
145-17 |
145-17 |
S1 |
145-16 |
145-16 |
|