ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
140-14 |
139-30 |
-0-16 |
-0.4% |
141-23 |
High |
140-16 |
140-01 |
-0-15 |
-0.3% |
141-31 |
Low |
139-30 |
139-17 |
-0-13 |
-0.3% |
139-23 |
Close |
140-08 |
139-25 |
-0-15 |
-0.3% |
140-11 |
Range |
0-18 |
0-16 |
-0-02 |
-11.1% |
2-08 |
ATR |
0-26 |
0-25 |
0-00 |
-0.7% |
0-00 |
Volume |
253,295 |
288,214 |
34,919 |
13.8% |
1,584,777 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-09 |
141-01 |
140-02 |
|
R3 |
140-25 |
140-17 |
139-29 |
|
R2 |
140-09 |
140-09 |
139-28 |
|
R1 |
140-01 |
140-01 |
139-26 |
139-29 |
PP |
139-25 |
139-25 |
139-25 |
139-23 |
S1 |
139-17 |
139-17 |
139-24 |
139-13 |
S2 |
139-09 |
139-09 |
139-22 |
|
S3 |
138-25 |
139-01 |
139-21 |
|
S4 |
138-09 |
138-17 |
139-16 |
|
|
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 |
140-23 |
139-17 |
1-06 |
0.8% |
0-22 |
0.5% |
21% |
False |
True |
307,951 |
10 |
142-22 |
139-17 |
3-05 |
2.3% |
0-24 |
0.5% |
8% |
False |
True |
300,465 |
20 |
144-24 |
139-17 |
5-07 |
3.7% |
0-25 |
0.6% |
5% |
False |
True |
302,627 |
40 |
145-06 |
139-17 |
5-21 |
4.0% |
0-25 |
0.6% |
4% |
False |
True |
168,168 |
60 |
145-16 |
139-17 |
5-31 |
4.3% |
0-25 |
0.5% |
4% |
False |
True |
112,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-05 |
2.618 |
141-11 |
1.618 |
140-27 |
1.000 |
140-17 |
0.618 |
140-11 |
HIGH |
140-01 |
0.618 |
139-27 |
0.500 |
139-25 |
0.382 |
139-23 |
LOW |
139-17 |
0.618 |
139-07 |
1.000 |
139-01 |
1.618 |
138-23 |
2.618 |
138-07 |
4.250 |
137-13 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
139-25 |
140-04 |
PP |
139-25 |
140-00 |
S1 |
139-25 |
139-29 |
|