ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
142-06 |
142-14 |
0-08 |
0.2% |
143-00 |
| High |
142-25 |
143-02 |
0-09 |
0.2% |
143-16 |
| Low |
142-02 |
142-09 |
0-07 |
0.2% |
141-27 |
| Close |
142-14 |
142-31 |
0-17 |
0.4% |
142-31 |
| Range |
0-23 |
0-25 |
0-02 |
8.7% |
1-21 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.0% |
0-00 |
| Volume |
270,247 |
238,994 |
-31,253 |
-11.6% |
1,524,356 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-04 |
144-26 |
143-13 |
|
| R3 |
144-11 |
144-01 |
143-06 |
|
| R2 |
143-18 |
143-18 |
143-04 |
|
| R1 |
143-08 |
143-08 |
143-01 |
143-13 |
| PP |
142-25 |
142-25 |
142-25 |
142-27 |
| S1 |
142-15 |
142-15 |
142-29 |
142-20 |
| S2 |
142-00 |
142-00 |
142-26 |
|
| S3 |
141-07 |
141-22 |
142-24 |
|
| S4 |
140-14 |
140-29 |
142-17 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-00 |
143-28 |
|
| R3 |
146-03 |
145-11 |
143-14 |
|
| R2 |
144-14 |
144-14 |
143-09 |
|
| R1 |
143-22 |
143-22 |
143-04 |
143-08 |
| PP |
142-25 |
142-25 |
142-25 |
142-17 |
| S1 |
142-01 |
142-01 |
142-26 |
141-19 |
| S2 |
141-04 |
141-04 |
142-21 |
|
| S3 |
139-15 |
140-12 |
142-16 |
|
| S4 |
137-26 |
138-23 |
142-02 |
|
|
| 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% |
0-29 |
0.6% |
68% |
False |
False |
304,871 |
| 10 |
144-12 |
141-27 |
2-17 |
1.8% |
0-29 |
0.6% |
44% |
False |
False |
301,904 |
| 20 |
145-28 |
141-27 |
4-01 |
2.8% |
0-27 |
0.6% |
28% |
False |
False |
261,067 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
25% |
False |
False |
258,970 |
| 60 |
146-11 |
139-11 |
7-00 |
4.9% |
0-31 |
0.7% |
52% |
False |
False |
240,229 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.7% |
52% |
False |
False |
180,481 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
52% |
False |
False |
144,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-12 |
|
2.618 |
145-03 |
|
1.618 |
144-10 |
|
1.000 |
143-27 |
|
0.618 |
143-17 |
|
HIGH |
143-02 |
|
0.618 |
142-24 |
|
0.500 |
142-22 |
|
0.382 |
142-19 |
|
LOW |
142-09 |
|
0.618 |
141-26 |
|
1.000 |
141-16 |
|
1.618 |
141-01 |
|
2.618 |
140-08 |
|
4.250 |
138-31 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
142-27 |
| PP |
142-25 |
142-22 |
| S1 |
142-22 |
142-18 |
|