ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
142-19 |
143-00 |
0-13 |
0.3% |
144-10 |
| High |
143-16 |
143-09 |
-0-07 |
-0.2% |
144-12 |
| Low |
142-18 |
141-27 |
-0-23 |
-0.5% |
142-16 |
| Close |
142-31 |
142-07 |
-0-24 |
-0.5% |
142-30 |
| Range |
0-30 |
1-14 |
0-16 |
53.3% |
1-28 |
| ATR |
0-28 |
0-30 |
0-01 |
4.5% |
0-00 |
| Volume |
472,841 |
307,334 |
-165,507 |
-35.0% |
1,494,689 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-24 |
145-30 |
143-00 |
|
| R3 |
145-10 |
144-16 |
142-20 |
|
| R2 |
143-28 |
143-28 |
142-15 |
|
| R1 |
143-02 |
143-02 |
142-11 |
142-24 |
| PP |
142-14 |
142-14 |
142-14 |
142-10 |
| S1 |
141-20 |
141-20 |
142-03 |
141-10 |
| S2 |
141-00 |
141-00 |
141-31 |
|
| S3 |
139-18 |
140-06 |
141-26 |
|
| S4 |
138-04 |
138-24 |
141-14 |
|
|
| 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 |
143-16 |
141-27 |
1-21 |
1.2% |
0-28 |
0.6% |
23% |
False |
True |
304,650 |
| 10 |
145-18 |
141-27 |
3-23 |
2.6% |
1-00 |
0.7% |
10% |
False |
True |
310,504 |
| 20 |
146-11 |
141-27 |
4-16 |
3.2% |
0-27 |
0.6% |
8% |
False |
True |
257,903 |
| 40 |
146-11 |
141-27 |
4-16 |
3.2% |
0-28 |
0.6% |
8% |
False |
True |
264,301 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
41% |
False |
False |
231,770 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
41% |
False |
False |
174,148 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
41% |
False |
False |
139,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-13 |
|
2.618 |
147-01 |
|
1.618 |
145-19 |
|
1.000 |
144-23 |
|
0.618 |
144-05 |
|
HIGH |
143-09 |
|
0.618 |
142-23 |
|
0.500 |
142-18 |
|
0.382 |
142-13 |
|
LOW |
141-27 |
|
0.618 |
140-31 |
|
1.000 |
140-13 |
|
1.618 |
139-17 |
|
2.618 |
138-03 |
|
4.250 |
135-24 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-18 |
142-22 |
| PP |
142-14 |
142-17 |
| S1 |
142-11 |
142-12 |
|