ECBOT 30 Year Treasury Bond Future December 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 |
141-23 |
141-26 |
0-03 |
0.1% |
142-15 |
| High |
141-29 |
141-31 |
0-02 |
0.0% |
142-27 |
| Low |
141-07 |
140-15 |
-0-24 |
-0.5% |
141-17 |
| Close |
141-20 |
140-20 |
-1-00 |
-0.7% |
141-24 |
| Range |
0-22 |
1-16 |
0-26 |
118.2% |
1-10 |
| ATR |
0-25 |
0-26 |
0-02 |
6.7% |
0-00 |
| Volume |
217,788 |
368,743 |
150,955 |
69.3% |
1,337,115 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-17 |
144-18 |
141-14 |
|
| R3 |
144-01 |
143-02 |
141-01 |
|
| R2 |
142-17 |
142-17 |
140-29 |
|
| R1 |
141-18 |
141-18 |
140-24 |
141-10 |
| PP |
141-01 |
141-01 |
141-01 |
140-28 |
| S1 |
140-02 |
140-02 |
140-16 |
139-26 |
| S2 |
139-17 |
139-17 |
140-11 |
|
| S3 |
138-01 |
138-18 |
140-07 |
|
| S4 |
136-17 |
137-02 |
139-26 |
|
|
| 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 |
142-22 |
140-15 |
2-07 |
1.6% |
0-26 |
0.6% |
7% |
False |
True |
292,979 |
| 10 |
143-25 |
140-15 |
3-10 |
2.4% |
0-27 |
0.6% |
5% |
False |
True |
287,597 |
| 20 |
145-06 |
140-15 |
4-23 |
3.4% |
0-25 |
0.6% |
3% |
False |
True |
256,941 |
| 40 |
145-06 |
140-15 |
4-23 |
3.4% |
0-25 |
0.6% |
3% |
False |
True |
129,697 |
| 60 |
145-16 |
140-15 |
5-01 |
3.6% |
0-24 |
0.5% |
3% |
False |
True |
86,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-11 |
|
2.618 |
145-29 |
|
1.618 |
144-13 |
|
1.000 |
143-15 |
|
0.618 |
142-29 |
|
HIGH |
141-31 |
|
0.618 |
141-13 |
|
0.500 |
141-07 |
|
0.382 |
141-01 |
|
LOW |
140-15 |
|
0.618 |
139-17 |
|
1.000 |
138-31 |
|
1.618 |
138-01 |
|
2.618 |
136-17 |
|
4.250 |
134-03 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
141-07 |
141-12 |
| PP |
141-01 |
141-04 |
| S1 |
140-26 |
140-28 |
|