ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
144-23 |
145-13 |
0-22 |
0.5% |
144-00 |
| High |
145-15 |
145-25 |
0-10 |
0.2% |
145-16 |
| Low |
144-16 |
144-27 |
0-11 |
0.2% |
143-30 |
| Close |
145-11 |
145-16 |
0-05 |
0.1% |
145-00 |
| Range |
0-31 |
0-30 |
-0-01 |
-3.2% |
1-18 |
| ATR |
0-31 |
0-30 |
0-00 |
-0.1% |
0-00 |
| Volume |
199,886 |
235,427 |
35,541 |
17.8% |
1,380,464 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-06 |
147-25 |
146-00 |
|
| R3 |
147-08 |
146-27 |
145-24 |
|
| R2 |
146-10 |
146-10 |
145-22 |
|
| R1 |
145-29 |
145-29 |
145-19 |
146-04 |
| PP |
145-12 |
145-12 |
145-12 |
145-15 |
| S1 |
144-31 |
144-31 |
145-13 |
145-06 |
| S2 |
144-14 |
144-14 |
145-10 |
|
| S3 |
143-16 |
144-01 |
145-08 |
|
| S4 |
142-18 |
143-03 |
145-00 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-26 |
145-28 |
|
| R3 |
147-30 |
147-08 |
145-14 |
|
| R2 |
146-12 |
146-12 |
145-09 |
|
| R1 |
145-22 |
145-22 |
145-05 |
146-01 |
| PP |
144-26 |
144-26 |
144-26 |
145-00 |
| S1 |
144-04 |
144-04 |
144-27 |
144-15 |
| S2 |
143-08 |
143-08 |
144-23 |
|
| S3 |
141-22 |
142-18 |
144-18 |
|
| S4 |
140-04 |
141-00 |
144-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-25 |
144-16 |
1-09 |
0.9% |
0-25 |
0.5% |
78% |
True |
False |
239,858 |
| 10 |
145-25 |
143-01 |
2-24 |
1.9% |
0-26 |
0.6% |
90% |
True |
False |
249,072 |
| 20 |
145-25 |
142-01 |
3-24 |
2.6% |
0-29 |
0.6% |
92% |
True |
False |
267,124 |
| 40 |
145-28 |
139-11 |
6-17 |
4.5% |
1-01 |
0.7% |
94% |
False |
False |
224,572 |
| 60 |
146-00 |
139-11 |
6-21 |
4.6% |
0-31 |
0.7% |
92% |
False |
False |
150,153 |
| 80 |
146-05 |
139-11 |
6-26 |
4.7% |
0-28 |
0.6% |
90% |
False |
False |
112,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-25 |
|
2.618 |
148-08 |
|
1.618 |
147-10 |
|
1.000 |
146-23 |
|
0.618 |
146-12 |
|
HIGH |
145-25 |
|
0.618 |
145-14 |
|
0.500 |
145-10 |
|
0.382 |
145-06 |
|
LOW |
144-27 |
|
0.618 |
144-08 |
|
1.000 |
143-29 |
|
1.618 |
143-10 |
|
2.618 |
142-12 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-14 |
145-12 |
| PP |
145-12 |
145-08 |
| S1 |
145-10 |
145-05 |
|