ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
140-22 |
140-19 |
-0-03 |
-0.1% |
140-14 |
| High |
141-03 |
141-04 |
0-01 |
0.0% |
141-04 |
| Low |
140-08 |
140-10 |
0-02 |
0.0% |
139-17 |
| Close |
140-21 |
140-16 |
-0-05 |
-0.1% |
140-16 |
| Range |
0-27 |
0-26 |
-0-01 |
-3.7% |
1-19 |
| ATR |
0-26 |
0-26 |
0-00 |
0.0% |
0-00 |
| Volume |
300,758 |
427,740 |
126,982 |
42.2% |
1,590,953 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-03 |
142-19 |
140-30 |
|
| R3 |
142-09 |
141-25 |
140-23 |
|
| R2 |
141-15 |
141-15 |
140-21 |
|
| R1 |
140-31 |
140-31 |
140-18 |
140-26 |
| PP |
140-21 |
140-21 |
140-21 |
140-18 |
| S1 |
140-05 |
140-05 |
140-14 |
140-00 |
| S2 |
139-27 |
139-27 |
140-11 |
|
| S3 |
139-01 |
139-11 |
140-09 |
|
| S4 |
138-07 |
138-17 |
140-02 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-14 |
141-12 |
|
| R3 |
143-18 |
142-27 |
140-30 |
|
| R2 |
141-31 |
141-31 |
140-25 |
|
| R1 |
141-08 |
141-08 |
140-21 |
141-19 |
| PP |
140-12 |
140-12 |
140-12 |
140-18 |
| S1 |
139-21 |
139-21 |
140-11 |
140-01 |
| S2 |
138-25 |
138-25 |
140-07 |
|
| S3 |
137-06 |
138-02 |
140-02 |
|
| S4 |
135-19 |
136-15 |
139-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-04 |
139-17 |
1-19 |
1.1% |
0-23 |
0.5% |
61% |
True |
False |
318,190 |
| 10 |
141-31 |
139-17 |
2-14 |
1.7% |
0-26 |
0.6% |
40% |
False |
False |
317,573 |
| 20 |
144-24 |
139-17 |
5-07 |
3.7% |
0-26 |
0.6% |
19% |
False |
False |
309,233 |
| 40 |
145-06 |
139-17 |
5-21 |
4.0% |
0-25 |
0.5% |
17% |
False |
False |
194,348 |
| 60 |
145-16 |
139-17 |
5-31 |
4.2% |
0-25 |
0.5% |
16% |
False |
False |
129,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-18 |
|
2.618 |
143-08 |
|
1.618 |
142-14 |
|
1.000 |
141-30 |
|
0.618 |
141-20 |
|
HIGH |
141-04 |
|
0.618 |
140-26 |
|
0.500 |
140-23 |
|
0.382 |
140-20 |
|
LOW |
140-10 |
|
0.618 |
139-26 |
|
1.000 |
139-16 |
|
1.618 |
139-00 |
|
2.618 |
138-06 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
140-23 |
140-16 |
| PP |
140-21 |
140-16 |
| S1 |
140-18 |
140-16 |
|