ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
142-18 |
141-11 |
-1-07 |
-0.9% |
143-07 |
| High |
142-25 |
141-15 |
-1-10 |
-0.9% |
143-20 |
| Low |
141-09 |
140-18 |
-0-23 |
-0.5% |
142-12 |
| Close |
141-13 |
141-02 |
-0-11 |
-0.2% |
142-17 |
| Range |
1-16 |
0-29 |
-0-19 |
-39.6% |
1-08 |
| ATR |
0-26 |
0-26 |
0-00 |
0.8% |
0-00 |
| Volume |
5,253 |
819 |
-4,434 |
-84.4% |
16,943 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-24 |
143-10 |
141-18 |
|
| R3 |
142-27 |
142-13 |
141-10 |
|
| R2 |
141-30 |
141-30 |
141-07 |
|
| R1 |
141-16 |
141-16 |
141-05 |
141-09 |
| PP |
141-01 |
141-01 |
141-01 |
140-29 |
| S1 |
140-19 |
140-19 |
140-31 |
140-11 |
| S2 |
140-04 |
140-04 |
140-29 |
|
| S3 |
139-07 |
139-22 |
140-26 |
|
| S4 |
138-10 |
138-25 |
140-18 |
|
|
| 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 |
140-18 |
2-28 |
2.0% |
0-28 |
0.6% |
17% |
False |
True |
2,867 |
| 10 |
144-17 |
140-18 |
3-31 |
2.8% |
0-26 |
0.6% |
13% |
False |
True |
6,960 |
| 20 |
145-29 |
140-18 |
5-11 |
3.8% |
0-25 |
0.5% |
9% |
False |
True |
143,317 |
| 40 |
145-29 |
140-18 |
5-11 |
3.8% |
0-25 |
0.6% |
9% |
False |
True |
210,254 |
| 60 |
146-11 |
140-18 |
5-25 |
4.1% |
0-26 |
0.6% |
9% |
False |
True |
220,843 |
| 80 |
146-11 |
140-18 |
5-25 |
4.1% |
0-29 |
0.6% |
9% |
False |
True |
244,571 |
| 100 |
146-11 |
139-11 |
7-00 |
5.0% |
0-29 |
0.6% |
25% |
False |
False |
204,720 |
| 120 |
146-11 |
139-11 |
7-00 |
5.0% |
0-29 |
0.6% |
25% |
False |
False |
170,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-10 |
|
2.618 |
143-27 |
|
1.618 |
142-30 |
|
1.000 |
142-12 |
|
0.618 |
142-01 |
|
HIGH |
141-15 |
|
0.618 |
141-04 |
|
0.500 |
141-01 |
|
0.382 |
140-29 |
|
LOW |
140-18 |
|
0.618 |
140-00 |
|
1.000 |
139-21 |
|
1.618 |
139-03 |
|
2.618 |
138-06 |
|
4.250 |
136-23 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
141-02 |
141-22 |
| PP |
141-01 |
141-15 |
| S1 |
141-01 |
141-09 |
|