ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
145-23 |
145-06 |
-0-17 |
-0.4% |
145-27 |
| High |
145-24 |
145-12 |
-0-12 |
-0.3% |
145-28 |
| Low |
144-23 |
144-28 |
0-05 |
0.1% |
144-30 |
| Close |
145-04 |
145-01 |
-0-03 |
-0.1% |
145-22 |
| Range |
1-01 |
0-16 |
-0-17 |
-51.5% |
0-30 |
| ATR |
0-27 |
0-26 |
-0-01 |
-3.0% |
0-00 |
| Volume |
243,217 |
168,262 |
-74,955 |
-30.8% |
1,008,877 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-19 |
146-10 |
145-10 |
|
| R3 |
146-03 |
145-26 |
145-05 |
|
| R2 |
145-19 |
145-19 |
145-04 |
|
| R1 |
145-10 |
145-10 |
145-02 |
145-07 |
| PP |
145-03 |
145-03 |
145-03 |
145-01 |
| S1 |
144-26 |
144-26 |
145-00 |
144-23 |
| S2 |
144-19 |
144-19 |
144-30 |
|
| S3 |
144-03 |
144-10 |
144-29 |
|
| S4 |
143-19 |
143-26 |
144-24 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
147-30 |
146-06 |
|
| R3 |
147-12 |
147-00 |
145-30 |
|
| R2 |
146-14 |
146-14 |
145-28 |
|
| R1 |
146-02 |
146-02 |
145-25 |
145-25 |
| PP |
145-16 |
145-16 |
145-16 |
145-12 |
| S1 |
145-04 |
145-04 |
145-19 |
144-27 |
| S2 |
144-18 |
144-18 |
145-16 |
|
| S3 |
143-20 |
144-06 |
145-14 |
|
| S4 |
142-22 |
143-08 |
145-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-25 |
144-23 |
1-02 |
0.7% |
0-20 |
0.4% |
29% |
False |
False |
211,112 |
| 10 |
146-11 |
144-16 |
1-27 |
1.3% |
0-23 |
0.5% |
29% |
False |
False |
206,619 |
| 20 |
146-11 |
143-01 |
3-10 |
2.3% |
0-25 |
0.5% |
60% |
False |
False |
231,903 |
| 40 |
146-11 |
139-31 |
6-12 |
4.4% |
0-31 |
0.7% |
79% |
False |
False |
264,503 |
| 60 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
81% |
False |
False |
177,173 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
81% |
False |
False |
133,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-16 |
|
2.618 |
146-22 |
|
1.618 |
146-06 |
|
1.000 |
145-28 |
|
0.618 |
145-22 |
|
HIGH |
145-12 |
|
0.618 |
145-06 |
|
0.500 |
145-04 |
|
0.382 |
145-02 |
|
LOW |
144-28 |
|
0.618 |
144-18 |
|
1.000 |
144-12 |
|
1.618 |
144-02 |
|
2.618 |
143-18 |
|
4.250 |
142-24 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-04 |
145-08 |
| PP |
145-03 |
145-06 |
| S1 |
145-02 |
145-03 |
|