ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
142-06 |
141-23 |
-0-15 |
-0.3% |
142-15 |
High |
142-09 |
141-29 |
-0-12 |
-0.3% |
142-27 |
Low |
141-17 |
141-07 |
-0-10 |
-0.2% |
141-17 |
Close |
141-24 |
141-20 |
-0-04 |
-0.1% |
141-24 |
Range |
0-24 |
0-22 |
-0-02 |
-8.3% |
1-10 |
ATR |
0-25 |
0-25 |
0-00 |
-0.8% |
0-00 |
Volume |
311,112 |
217,788 |
-93,324 |
-30.0% |
1,337,115 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-21 |
143-10 |
142-00 |
|
R3 |
142-31 |
142-20 |
141-26 |
|
R2 |
142-09 |
142-09 |
141-24 |
|
R1 |
141-30 |
141-30 |
141-22 |
141-25 |
PP |
141-19 |
141-19 |
141-19 |
141-16 |
S1 |
141-08 |
141-08 |
141-18 |
141-03 |
S2 |
140-29 |
140-29 |
141-16 |
|
S3 |
140-07 |
140-18 |
141-14 |
|
S4 |
139-17 |
139-28 |
141-08 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-31 |
145-06 |
142-15 |
|
R3 |
144-21 |
143-28 |
142-04 |
|
R2 |
143-11 |
143-11 |
142-00 |
|
R1 |
142-18 |
142-18 |
141-28 |
142-10 |
PP |
142-01 |
142-01 |
142-01 |
141-29 |
S1 |
141-08 |
141-08 |
141-20 |
141-00 |
S2 |
140-23 |
140-23 |
141-16 |
|
S3 |
139-13 |
139-30 |
141-12 |
|
S4 |
138-03 |
138-20 |
141-01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142-27 |
141-07 |
1-20 |
1.1% |
0-22 |
0.5% |
25% |
False |
True |
275,441 |
10 |
144-06 |
141-07 |
2-31 |
2.1% |
0-25 |
0.6% |
14% |
False |
True |
288,981 |
20 |
145-06 |
141-07 |
3-31 |
2.8% |
0-24 |
0.5% |
10% |
False |
True |
239,291 |
40 |
145-06 |
141-03 |
4-03 |
2.9% |
0-25 |
0.5% |
13% |
False |
False |
120,480 |
60 |
145-16 |
141-03 |
4-13 |
3.1% |
0-23 |
0.5% |
12% |
False |
False |
80,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-27 |
2.618 |
143-23 |
1.618 |
143-01 |
1.000 |
142-19 |
0.618 |
142-11 |
HIGH |
141-29 |
0.618 |
141-21 |
0.500 |
141-18 |
0.382 |
141-15 |
LOW |
141-07 |
0.618 |
140-25 |
1.000 |
140-17 |
1.618 |
140-03 |
2.618 |
139-13 |
4.250 |
138-10 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
141-19 |
141-31 |
PP |
141-19 |
141-27 |
S1 |
141-18 |
141-24 |
|