ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
144-00 |
143-28 |
-0-04 |
-0.1% |
145-28 |
| High |
144-10 |
144-15 |
0-05 |
0.1% |
145-29 |
| Low |
143-21 |
143-22 |
0-01 |
0.0% |
144-08 |
| Close |
143-28 |
144-12 |
0-16 |
0.3% |
144-31 |
| Range |
0-21 |
0-25 |
0-04 |
19.1% |
1-21 |
| ATR |
0-25 |
0-25 |
0-00 |
-0.1% |
0-00 |
| Volume |
9,966 |
9,935 |
-31 |
-0.3% |
1,718,680 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-17 |
146-07 |
144-26 |
|
| R3 |
145-24 |
145-14 |
144-19 |
|
| R2 |
144-31 |
144-31 |
144-17 |
|
| R1 |
144-21 |
144-21 |
144-14 |
144-26 |
| PP |
144-06 |
144-06 |
144-06 |
144-08 |
| S1 |
143-28 |
143-28 |
144-10 |
144-01 |
| S2 |
143-13 |
143-13 |
144-07 |
|
| S3 |
142-20 |
143-03 |
144-05 |
|
| S4 |
141-27 |
142-10 |
143-30 |
|
|
| 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 |
145-16 |
143-21 |
1-27 |
1.3% |
0-25 |
0.5% |
39% |
False |
False |
80,981 |
| 10 |
145-29 |
143-21 |
2-08 |
1.6% |
0-23 |
0.5% |
32% |
False |
False |
249,603 |
| 20 |
145-29 |
142-19 |
3-10 |
2.3% |
0-25 |
0.5% |
54% |
False |
False |
268,310 |
| 40 |
145-29 |
141-27 |
4-02 |
2.8% |
0-26 |
0.6% |
62% |
False |
False |
264,405 |
| 60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
56% |
False |
False |
258,971 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
72% |
False |
False |
254,920 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
72% |
False |
False |
204,239 |
| 120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-28 |
0.6% |
72% |
False |
False |
170,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-25 |
|
2.618 |
146-16 |
|
1.618 |
145-23 |
|
1.000 |
145-08 |
|
0.618 |
144-30 |
|
HIGH |
144-15 |
|
0.618 |
144-05 |
|
0.500 |
144-03 |
|
0.382 |
144-00 |
|
LOW |
143-22 |
|
0.618 |
143-07 |
|
1.000 |
142-29 |
|
1.618 |
142-14 |
|
2.618 |
141-21 |
|
4.250 |
140-12 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-09 |
144-11 |
| PP |
144-06 |
144-10 |
| S1 |
144-03 |
144-10 |
|