ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
143-19 |
142-27 |
-0-24 |
-0.5% |
144-25 |
| High |
143-19 |
143-06 |
-0-13 |
-0.3% |
144-30 |
| Low |
142-22 |
142-26 |
0-04 |
0.1% |
143-06 |
| Close |
142-24 |
143-02 |
0-10 |
0.2% |
143-11 |
| Range |
0-29 |
0-12 |
-0-17 |
-58.6% |
1-24 |
| ATR |
0-26 |
0-25 |
-0-01 |
-3.3% |
0-00 |
| Volume |
4,579 |
4,868 |
289 |
6.3% |
85,213 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-05 |
143-31 |
143-09 |
|
| R3 |
143-25 |
143-19 |
143-05 |
|
| R2 |
143-13 |
143-13 |
143-04 |
|
| R1 |
143-07 |
143-07 |
143-03 |
143-10 |
| PP |
143-01 |
143-01 |
143-01 |
143-02 |
| S1 |
142-27 |
142-27 |
143-01 |
142-30 |
| S2 |
142-21 |
142-21 |
143-00 |
|
| S3 |
142-09 |
142-15 |
142-31 |
|
| S4 |
141-29 |
142-03 |
142-27 |
|
|
| 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% |
0-25 |
0.5% |
20% |
False |
False |
11,053 |
| 10 |
145-16 |
142-22 |
2-26 |
2.0% |
0-24 |
0.5% |
13% |
False |
False |
83,887 |
| 20 |
145-29 |
142-22 |
3-07 |
2.2% |
0-24 |
0.5% |
12% |
False |
False |
206,110 |
| 40 |
145-29 |
141-27 |
4-02 |
2.8% |
0-26 |
0.6% |
30% |
False |
False |
245,805 |
| 60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
27% |
False |
False |
241,171 |
| 80 |
146-11 |
139-31 |
6-12 |
4.5% |
0-29 |
0.6% |
49% |
False |
False |
255,154 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
53% |
False |
False |
204,626 |
| 120 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
53% |
False |
False |
170,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-25 |
|
2.618 |
144-05 |
|
1.618 |
143-25 |
|
1.000 |
143-18 |
|
0.618 |
143-13 |
|
HIGH |
143-06 |
|
0.618 |
143-01 |
|
0.500 |
143-00 |
|
0.382 |
142-31 |
|
LOW |
142-26 |
|
0.618 |
142-19 |
|
1.000 |
142-14 |
|
1.618 |
142-07 |
|
2.618 |
141-27 |
|
4.250 |
141-07 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-01 |
143-05 |
| PP |
143-01 |
143-04 |
| S1 |
143-00 |
143-03 |
|