ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
145-15 |
145-28 |
0-13 |
0.3% |
144-22 |
High |
145-29 |
145-29 |
0-00 |
0.0% |
145-29 |
Low |
145-03 |
145-02 |
-0-01 |
0.0% |
144-19 |
Close |
145-19 |
145-04 |
-0-15 |
-0.3% |
145-19 |
Range |
0-26 |
0-27 |
0-01 |
3.9% |
1-10 |
ATR |
0-26 |
0-26 |
0-00 |
0.4% |
0-00 |
Volume |
428,347 |
437,521 |
9,174 |
2.1% |
1,542,657 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-29 |
147-11 |
145-19 |
|
R3 |
147-02 |
146-16 |
145-11 |
|
R2 |
146-07 |
146-07 |
145-09 |
|
R1 |
145-21 |
145-21 |
145-06 |
145-17 |
PP |
145-12 |
145-12 |
145-12 |
145-09 |
S1 |
144-26 |
144-26 |
145-02 |
144-21 |
S2 |
144-17 |
144-17 |
144-31 |
|
S3 |
143-22 |
143-31 |
144-29 |
|
S4 |
142-27 |
143-04 |
144-21 |
|
|
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 |
144-27 |
1-02 |
0.7% |
0-21 |
0.5% |
26% |
True |
False |
348,647 |
10 |
145-29 |
143-27 |
2-02 |
1.4% |
0-23 |
0.5% |
62% |
True |
False |
298,933 |
20 |
145-29 |
141-27 |
4-02 |
2.8% |
0-26 |
0.6% |
81% |
True |
False |
297,077 |
40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
73% |
False |
False |
267,771 |
60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
73% |
False |
False |
271,399 |
80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
83% |
False |
False |
238,429 |
100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
83% |
False |
False |
190,935 |
120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-27 |
0.6% |
83% |
False |
False |
159,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149-16 |
2.618 |
148-04 |
1.618 |
147-09 |
1.000 |
146-24 |
0.618 |
146-14 |
HIGH |
145-29 |
0.618 |
145-19 |
0.500 |
145-16 |
0.382 |
145-12 |
LOW |
145-02 |
0.618 |
144-17 |
1.000 |
144-07 |
1.618 |
143-22 |
2.618 |
142-27 |
4.250 |
141-15 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
145-16 |
145-16 |
PP |
145-12 |
145-12 |
S1 |
145-08 |
145-08 |
|