ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
143-07 |
143-19 |
0-12 |
0.3% |
144-25 |
| High |
143-20 |
143-19 |
-0-01 |
0.0% |
144-30 |
| Low |
143-06 |
142-22 |
-0-16 |
-0.3% |
143-06 |
| Close |
143-16 |
142-24 |
-0-24 |
-0.5% |
143-11 |
| Range |
0-14 |
0-29 |
0-15 |
107.2% |
1-24 |
| ATR |
0-26 |
0-26 |
0-00 |
0.9% |
0-00 |
| Volume |
3,244 |
4,579 |
1,335 |
41.2% |
85,213 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-23 |
145-05 |
143-08 |
|
| R3 |
144-26 |
144-08 |
143-00 |
|
| R2 |
143-29 |
143-29 |
142-29 |
|
| R1 |
143-11 |
143-11 |
142-27 |
143-06 |
| PP |
143-00 |
143-00 |
143-00 |
142-30 |
| S1 |
142-14 |
142-14 |
142-21 |
142-08 |
| S2 |
142-03 |
142-03 |
142-19 |
|
| S3 |
141-06 |
141-17 |
142-16 |
|
| S4 |
140-09 |
140-20 |
142-08 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-02 |
147-31 |
144-10 |
|
| R3 |
147-10 |
146-07 |
143-26 |
|
| R2 |
145-18 |
145-18 |
143-21 |
|
| R1 |
144-15 |
144-15 |
143-16 |
144-05 |
| PP |
143-26 |
143-26 |
143-26 |
143-21 |
| S1 |
142-23 |
142-23 |
143-06 |
142-13 |
| S2 |
142-02 |
142-02 |
143-01 |
|
| S3 |
140-10 |
140-31 |
142-28 |
|
| S4 |
138-18 |
139-07 |
142-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-17 |
142-22 |
1-27 |
1.3% |
0-26 |
0.6% |
3% |
False |
True |
12,072 |
| 10 |
145-16 |
142-22 |
2-26 |
2.0% |
0-26 |
0.6% |
2% |
False |
True |
137,419 |
| 20 |
145-29 |
142-22 |
3-07 |
2.3% |
0-24 |
0.5% |
2% |
False |
True |
218,176 |
| 40 |
145-29 |
141-27 |
4-02 |
2.8% |
0-26 |
0.6% |
22% |
False |
False |
249,889 |
| 60 |
146-11 |
141-27 |
4-16 |
3.2% |
0-26 |
0.6% |
20% |
False |
False |
244,241 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
49% |
False |
False |
255,165 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
49% |
False |
False |
204,583 |
| 120 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
49% |
False |
False |
170,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-14 |
|
2.618 |
145-31 |
|
1.618 |
145-02 |
|
1.000 |
144-16 |
|
0.618 |
144-05 |
|
HIGH |
143-19 |
|
0.618 |
143-08 |
|
0.500 |
143-05 |
|
0.382 |
143-01 |
|
LOW |
142-22 |
|
0.618 |
142-04 |
|
1.000 |
141-25 |
|
1.618 |
141-07 |
|
2.618 |
140-10 |
|
4.250 |
138-27 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-05 |
143-20 |
| PP |
143-00 |
143-10 |
| S1 |
142-28 |
143-01 |
|