ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
140-14 |
140-16 |
0-02 |
0.0% |
141-23 |
| High |
140-19 |
140-22 |
0-03 |
0.1% |
141-31 |
| Low |
139-24 |
140-03 |
0-11 |
0.2% |
139-23 |
| Close |
140-08 |
140-11 |
0-03 |
0.1% |
140-11 |
| Range |
0-27 |
0-19 |
-0-08 |
-29.6% |
2-08 |
| ATR |
0-27 |
0-26 |
-0-01 |
-2.1% |
0-00 |
| Volume |
339,340 |
225,006 |
-114,334 |
-33.7% |
1,584,777 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-05 |
141-27 |
140-21 |
|
| R3 |
141-18 |
141-08 |
140-16 |
|
| R2 |
140-31 |
140-31 |
140-14 |
|
| R1 |
140-21 |
140-21 |
140-13 |
140-17 |
| PP |
140-12 |
140-12 |
140-12 |
140-10 |
| S1 |
140-02 |
140-02 |
140-09 |
139-30 |
| S2 |
139-25 |
139-25 |
140-08 |
|
| S3 |
139-06 |
139-15 |
140-06 |
|
| S4 |
138-19 |
138-28 |
140-01 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
146-04 |
141-19 |
|
| R3 |
145-06 |
143-28 |
140-31 |
|
| R2 |
142-30 |
142-30 |
140-24 |
|
| R1 |
141-20 |
141-20 |
140-18 |
141-05 |
| PP |
140-22 |
140-22 |
140-22 |
140-14 |
| S1 |
139-12 |
139-12 |
140-04 |
138-29 |
| S2 |
138-14 |
138-14 |
139-30 |
|
| S3 |
136-06 |
137-04 |
139-23 |
|
| S4 |
133-30 |
134-28 |
139-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-31 |
139-23 |
2-08 |
1.6% |
0-30 |
0.7% |
28% |
False |
False |
316,955 |
| 10 |
142-27 |
139-23 |
3-04 |
2.2% |
0-25 |
0.6% |
20% |
False |
False |
292,189 |
| 20 |
145-06 |
139-23 |
5-15 |
3.9% |
0-26 |
0.6% |
11% |
False |
False |
299,858 |
| 40 |
145-06 |
139-23 |
5-15 |
3.9% |
0-25 |
0.6% |
11% |
False |
False |
154,639 |
| 60 |
145-16 |
139-23 |
5-25 |
4.1% |
0-25 |
0.5% |
11% |
False |
False |
103,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-07 |
|
2.618 |
142-08 |
|
1.618 |
141-21 |
|
1.000 |
141-09 |
|
0.618 |
141-02 |
|
HIGH |
140-22 |
|
0.618 |
140-15 |
|
0.500 |
140-13 |
|
0.382 |
140-10 |
|
LOW |
140-03 |
|
0.618 |
139-23 |
|
1.000 |
139-16 |
|
1.618 |
139-04 |
|
2.618 |
138-17 |
|
4.250 |
137-18 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
140-13 |
140-10 |
| PP |
140-12 |
140-08 |
| S1 |
140-12 |
140-07 |
|