ECBOT 30 Year Treasury Bond Future September 2018
Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
142-21 |
143-00 |
0-11 |
0.2% |
144-10 |
High |
143-08 |
143-00 |
-0-08 |
-0.2% |
144-12 |
Low |
142-16 |
142-12 |
-0-04 |
-0.1% |
142-16 |
Close |
142-30 |
142-20 |
-0-10 |
-0.2% |
142-30 |
Range |
0-24 |
0-20 |
-0-04 |
-16.7% |
1-28 |
ATR |
0-29 |
0-28 |
-0-01 |
-2.2% |
0-00 |
Volume |
256,564 |
234,940 |
-21,624 |
-8.4% |
1,494,689 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-17 |
144-07 |
142-31 |
|
R3 |
143-29 |
143-19 |
142-26 |
|
R2 |
143-09 |
143-09 |
142-24 |
|
R1 |
142-31 |
142-31 |
142-22 |
142-26 |
PP |
142-21 |
142-21 |
142-21 |
142-19 |
S1 |
142-11 |
142-11 |
142-18 |
142-06 |
S2 |
142-01 |
142-01 |
142-16 |
|
S3 |
141-13 |
141-23 |
142-14 |
|
S4 |
140-25 |
141-03 |
142-09 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-29 |
147-25 |
143-31 |
|
R3 |
147-01 |
145-29 |
143-14 |
|
R2 |
145-05 |
145-05 |
143-09 |
|
R1 |
144-01 |
144-01 |
143-04 |
143-21 |
PP |
143-09 |
143-09 |
143-09 |
143-02 |
S1 |
142-05 |
142-05 |
142-24 |
141-25 |
S2 |
141-13 |
141-13 |
142-19 |
|
S3 |
139-17 |
140-09 |
142-14 |
|
S4 |
137-21 |
138-13 |
141-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143-19 |
142-12 |
1-07 |
0.9% |
0-23 |
0.5% |
21% |
False |
True |
274,666 |
10 |
145-18 |
142-12 |
3-06 |
2.2% |
0-29 |
0.6% |
8% |
False |
True |
267,984 |
20 |
146-11 |
142-12 |
3-31 |
2.8% |
0-26 |
0.6% |
6% |
False |
True |
238,465 |
40 |
146-11 |
142-01 |
4-10 |
3.0% |
0-28 |
0.6% |
14% |
False |
False |
258,560 |
60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
47% |
False |
False |
218,879 |
80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
47% |
False |
False |
164,399 |
100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-27 |
0.6% |
47% |
False |
False |
131,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-21 |
2.618 |
144-20 |
1.618 |
144-00 |
1.000 |
143-20 |
0.618 |
143-12 |
HIGH |
143-00 |
0.618 |
142-24 |
0.500 |
142-22 |
0.382 |
142-20 |
LOW |
142-12 |
0.618 |
142-00 |
1.000 |
141-24 |
1.618 |
141-12 |
2.618 |
140-24 |
4.250 |
139-23 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
142-22 |
142-26 |
PP |
142-21 |
142-24 |
S1 |
142-21 |
142-22 |
|