ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
142-16 |
142-18 |
0-02 |
0.0% |
143-07 |
High |
142-23 |
142-25 |
0-02 |
0.0% |
143-20 |
Low |
142-01 |
141-09 |
-0-24 |
-0.5% |
142-12 |
Close |
142-13 |
141-13 |
-1-00 |
-0.7% |
142-17 |
Range |
0-22 |
1-16 |
0-26 |
118.2% |
1-08 |
ATR |
0-25 |
0-26 |
0-02 |
6.8% |
0-00 |
Volume |
4,012 |
5,253 |
1,241 |
30.9% |
16,943 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-10 |
145-12 |
142-07 |
|
R3 |
144-26 |
143-28 |
141-26 |
|
R2 |
143-10 |
143-10 |
141-22 |
|
R1 |
142-12 |
142-12 |
141-17 |
142-03 |
PP |
141-26 |
141-26 |
141-26 |
141-22 |
S1 |
140-28 |
140-28 |
141-09 |
140-19 |
S2 |
140-10 |
140-10 |
141-04 |
|
S3 |
138-26 |
139-12 |
141-00 |
|
S4 |
137-10 |
137-28 |
140-19 |
|
|
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 |
143-14 |
141-09 |
2-05 |
1.5% |
0-25 |
0.5% |
6% |
False |
True |
3,677 |
10 |
144-17 |
141-09 |
3-08 |
2.3% |
0-26 |
0.6% |
4% |
False |
True |
7,874 |
20 |
145-29 |
141-09 |
4-20 |
3.3% |
0-24 |
0.5% |
3% |
False |
True |
156,790 |
40 |
145-29 |
141-09 |
4-20 |
3.3% |
0-25 |
0.6% |
3% |
False |
True |
217,686 |
60 |
146-11 |
141-09 |
5-02 |
3.6% |
0-26 |
0.6% |
2% |
False |
True |
224,731 |
80 |
146-11 |
141-09 |
5-02 |
3.6% |
0-29 |
0.6% |
2% |
False |
True |
248,256 |
100 |
146-11 |
139-11 |
7-00 |
5.0% |
0-28 |
0.6% |
29% |
False |
False |
204,734 |
120 |
146-11 |
139-11 |
7-00 |
5.0% |
0-29 |
0.6% |
29% |
False |
False |
170,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149-05 |
2.618 |
146-23 |
1.618 |
145-07 |
1.000 |
144-09 |
0.618 |
143-23 |
HIGH |
142-25 |
0.618 |
142-07 |
0.500 |
142-01 |
0.382 |
141-27 |
LOW |
141-09 |
0.618 |
140-11 |
1.000 |
139-25 |
1.618 |
138-27 |
2.618 |
137-11 |
4.250 |
134-29 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
142-01 |
142-05 |
PP |
141-26 |
141-29 |
S1 |
141-20 |
141-21 |
|