ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
144-18 |
144-31 |
0-13 |
0.3% |
145-28 |
| High |
145-02 |
145-16 |
0-14 |
0.3% |
145-29 |
| Low |
144-15 |
144-22 |
0-07 |
0.2% |
144-08 |
| Close |
144-31 |
144-31 |
0-00 |
0.0% |
144-31 |
| Range |
0-19 |
0-26 |
0-07 |
36.9% |
1-21 |
| ATR |
0-25 |
0-25 |
0-00 |
0.4% |
0-00 |
| Volume |
312,970 |
39,362 |
-273,608 |
-87.4% |
1,718,680 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-16 |
147-01 |
145-13 |
|
| R3 |
146-22 |
146-07 |
145-06 |
|
| R2 |
145-28 |
145-28 |
145-04 |
|
| R1 |
145-13 |
145-13 |
145-01 |
145-12 |
| PP |
145-02 |
145-02 |
145-02 |
145-01 |
| S1 |
144-19 |
144-19 |
144-29 |
144-18 |
| S2 |
144-08 |
144-08 |
144-26 |
|
| S3 |
143-14 |
143-25 |
144-24 |
|
| S4 |
142-20 |
142-31 |
144-17 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-00 |
149-05 |
145-28 |
|
| R3 |
148-11 |
147-16 |
145-14 |
|
| R2 |
146-22 |
146-22 |
145-09 |
|
| R1 |
145-27 |
145-27 |
145-04 |
145-14 |
| PP |
145-01 |
145-01 |
145-01 |
144-27 |
| S1 |
144-06 |
144-06 |
144-26 |
143-25 |
| S2 |
143-12 |
143-12 |
144-21 |
|
| S3 |
141-23 |
142-17 |
144-16 |
|
| S4 |
140-02 |
140-28 |
144-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-29 |
144-08 |
1-21 |
1.1% |
0-23 |
0.5% |
43% |
False |
False |
343,736 |
| 10 |
145-29 |
144-08 |
1-21 |
1.1% |
0-22 |
0.5% |
43% |
False |
False |
326,133 |
| 20 |
145-29 |
142-11 |
3-18 |
2.5% |
0-24 |
0.5% |
74% |
False |
False |
296,664 |
| 40 |
145-29 |
141-27 |
4-02 |
2.8% |
0-25 |
0.5% |
77% |
False |
False |
278,866 |
| 60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
69% |
False |
False |
271,535 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
80% |
False |
False |
254,338 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
80% |
False |
False |
203,718 |
| 120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-28 |
0.6% |
80% |
False |
False |
169,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-30 |
|
2.618 |
147-20 |
|
1.618 |
146-26 |
|
1.000 |
146-10 |
|
0.618 |
146-00 |
|
HIGH |
145-16 |
|
0.618 |
145-06 |
|
0.500 |
145-03 |
|
0.382 |
145-00 |
|
LOW |
144-22 |
|
0.618 |
144-06 |
|
1.000 |
143-28 |
|
1.618 |
143-12 |
|
2.618 |
142-18 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-03 |
144-30 |
| PP |
145-02 |
144-29 |
| S1 |
145-00 |
144-28 |
|