ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
142-28 |
142-29 |
0-01 |
0.0% |
143-07 |
High |
143-14 |
143-01 |
-0-13 |
-0.3% |
143-20 |
Low |
142-25 |
142-12 |
-0-13 |
-0.3% |
142-12 |
Close |
143-05 |
142-17 |
-0-20 |
-0.4% |
142-17 |
Range |
0-21 |
0-21 |
0-00 |
0.0% |
1-08 |
ATR |
0-25 |
0-25 |
0-00 |
0.1% |
0-00 |
Volume |
2,629 |
1,623 |
-1,006 |
-38.3% |
16,943 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-20 |
144-07 |
142-29 |
|
R3 |
143-31 |
143-18 |
142-23 |
|
R2 |
143-10 |
143-10 |
142-21 |
|
R1 |
142-29 |
142-29 |
142-19 |
142-25 |
PP |
142-21 |
142-21 |
142-21 |
142-19 |
S1 |
142-08 |
142-08 |
142-15 |
142-04 |
S2 |
142-00 |
142-00 |
142-13 |
|
S3 |
141-11 |
141-19 |
142-11 |
|
S4 |
140-22 |
140-30 |
142-05 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-19 |
145-26 |
143-07 |
|
R3 |
145-11 |
144-18 |
142-28 |
|
R2 |
144-03 |
144-03 |
142-24 |
|
R1 |
143-10 |
143-10 |
142-21 |
143-03 |
PP |
142-27 |
142-27 |
142-27 |
142-23 |
S1 |
142-02 |
142-02 |
142-13 |
141-27 |
S2 |
141-19 |
141-19 |
142-10 |
|
S3 |
140-11 |
140-26 |
142-06 |
|
S4 |
139-03 |
139-18 |
141-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143-20 |
142-12 |
1-08 |
0.9% |
0-19 |
0.4% |
13% |
False |
True |
3,388 |
10 |
145-16 |
142-12 |
3-04 |
2.2% |
0-25 |
0.5% |
5% |
False |
True |
14,151 |
20 |
145-29 |
142-12 |
3-17 |
2.5% |
0-23 |
0.5% |
4% |
False |
True |
179,789 |
40 |
145-29 |
141-27 |
4-02 |
2.9% |
0-26 |
0.6% |
17% |
False |
False |
234,037 |
60 |
146-11 |
141-27 |
4-16 |
3.2% |
0-25 |
0.6% |
15% |
False |
False |
232,634 |
80 |
146-11 |
140-13 |
5-30 |
4.2% |
0-29 |
0.6% |
36% |
False |
False |
254,009 |
100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
46% |
False |
False |
204,657 |
120 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
46% |
False |
False |
170,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-26 |
2.618 |
144-24 |
1.618 |
144-03 |
1.000 |
143-22 |
0.618 |
143-14 |
HIGH |
143-01 |
0.618 |
142-25 |
0.500 |
142-23 |
0.382 |
142-20 |
LOW |
142-12 |
0.618 |
141-31 |
1.000 |
141-23 |
1.618 |
141-10 |
2.618 |
140-21 |
4.250 |
139-19 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
142-23 |
142-29 |
PP |
142-21 |
142-25 |
S1 |
142-19 |
142-21 |
|