ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
140-17 |
140-14 |
-0-03 |
-0.1% |
142-15 |
| High |
140-23 |
140-19 |
-0-04 |
-0.1% |
142-27 |
| Low |
139-23 |
139-24 |
0-01 |
0.0% |
141-17 |
| Close |
139-29 |
140-08 |
0-11 |
0.2% |
141-24 |
| Range |
1-00 |
0-27 |
-0-05 |
-15.6% |
1-10 |
| ATR |
0-27 |
0-27 |
0-00 |
0.1% |
0-00 |
| Volume |
433,900 |
339,340 |
-94,560 |
-21.8% |
1,337,115 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-23 |
142-11 |
140-23 |
|
| R3 |
141-28 |
141-16 |
140-15 |
|
| R2 |
141-01 |
141-01 |
140-13 |
|
| R1 |
140-21 |
140-21 |
140-10 |
140-14 |
| PP |
140-06 |
140-06 |
140-06 |
140-03 |
| S1 |
139-26 |
139-26 |
140-06 |
139-18 |
| S2 |
139-11 |
139-11 |
140-03 |
|
| S3 |
138-16 |
138-31 |
140-01 |
|
| S4 |
137-21 |
138-04 |
139-25 |
|
|
| 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 |
142-09 |
139-23 |
2-18 |
1.8% |
0-31 |
0.7% |
21% |
False |
False |
334,176 |
| 10 |
143-25 |
139-23 |
4-02 |
2.9% |
0-28 |
0.6% |
13% |
False |
False |
308,138 |
| 20 |
145-06 |
139-23 |
5-15 |
3.9% |
0-26 |
0.6% |
10% |
False |
False |
291,933 |
| 40 |
145-06 |
139-23 |
5-15 |
3.9% |
0-25 |
0.6% |
10% |
False |
False |
149,021 |
| 60 |
145-16 |
139-23 |
5-25 |
4.1% |
0-24 |
0.5% |
9% |
False |
False |
99,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-06 |
|
2.618 |
142-26 |
|
1.618 |
141-31 |
|
1.000 |
141-14 |
|
0.618 |
141-04 |
|
HIGH |
140-19 |
|
0.618 |
140-09 |
|
0.500 |
140-06 |
|
0.382 |
140-02 |
|
LOW |
139-24 |
|
0.618 |
139-07 |
|
1.000 |
138-29 |
|
1.618 |
138-12 |
|
2.618 |
137-17 |
|
4.250 |
136-05 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
140-07 |
140-27 |
| PP |
140-06 |
140-21 |
| S1 |
140-06 |
140-14 |
|