ECBOT 30 Year Treasury Bond Future December 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 |
141-26 |
140-17 |
-1-09 |
-0.9% |
142-15 |
High |
141-31 |
140-23 |
-1-08 |
-0.9% |
142-27 |
Low |
140-15 |
139-23 |
-0-24 |
-0.5% |
141-17 |
Close |
140-20 |
139-29 |
-0-23 |
-0.5% |
141-24 |
Range |
1-16 |
1-00 |
-0-16 |
-33.3% |
1-10 |
ATR |
0-26 |
0-27 |
0-00 |
1.5% |
0-00 |
Volume |
368,743 |
433,900 |
65,157 |
17.7% |
1,337,115 |
|
Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-04 |
142-16 |
140-15 |
|
R3 |
142-04 |
141-16 |
140-06 |
|
R2 |
141-04 |
141-04 |
140-03 |
|
R1 |
140-16 |
140-16 |
140-00 |
140-10 |
PP |
140-04 |
140-04 |
140-04 |
140-01 |
S1 |
139-16 |
139-16 |
139-26 |
139-10 |
S2 |
139-04 |
139-04 |
139-23 |
|
S3 |
138-04 |
138-16 |
139-20 |
|
S4 |
137-04 |
137-16 |
139-11 |
|
|
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 |
139-23 |
2-31 |
2.1% |
0-30 |
0.7% |
6% |
False |
True |
329,250 |
10 |
143-25 |
139-23 |
4-02 |
2.9% |
0-28 |
0.6% |
5% |
False |
True |
302,446 |
20 |
145-06 |
139-23 |
5-15 |
3.9% |
0-25 |
0.6% |
3% |
False |
True |
277,612 |
40 |
145-06 |
139-23 |
5-15 |
3.9% |
0-25 |
0.6% |
3% |
False |
True |
140,544 |
60 |
145-16 |
139-23 |
5-25 |
4.1% |
0-24 |
0.5% |
3% |
False |
True |
93,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-31 |
2.618 |
143-11 |
1.618 |
142-11 |
1.000 |
141-23 |
0.618 |
141-11 |
HIGH |
140-23 |
0.618 |
140-11 |
0.500 |
140-07 |
0.382 |
140-03 |
LOW |
139-23 |
0.618 |
139-03 |
1.000 |
138-23 |
1.618 |
138-03 |
2.618 |
137-03 |
4.250 |
135-15 |
|
|
Fisher Pivots for day following 19-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
140-07 |
140-27 |
PP |
140-04 |
140-17 |
S1 |
140-00 |
140-07 |
|