ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
144-18 |
144-06 |
-0-12 |
-0.3% |
142-31 |
| High |
144-25 |
144-13 |
-0-12 |
-0.3% |
144-22 |
| Low |
144-01 |
143-27 |
-0-06 |
-0.1% |
142-11 |
| Close |
144-10 |
144-01 |
-0-09 |
-0.2% |
144-21 |
| Range |
0-24 |
0-18 |
-0-06 |
-25.0% |
2-11 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.6% |
0-00 |
| Volume |
368,900 |
246,194 |
-122,706 |
-33.3% |
1,293,908 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
145-15 |
144-11 |
|
| R3 |
145-07 |
144-29 |
144-06 |
|
| R2 |
144-21 |
144-21 |
144-04 |
|
| R1 |
144-11 |
144-11 |
144-03 |
144-07 |
| PP |
144-03 |
144-03 |
144-03 |
144-01 |
| S1 |
143-25 |
143-25 |
143-31 |
143-21 |
| S2 |
143-17 |
143-17 |
143-30 |
|
| S3 |
142-31 |
143-07 |
143-28 |
|
| S4 |
142-13 |
142-21 |
143-23 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-30 |
150-04 |
145-30 |
|
| R3 |
148-19 |
147-25 |
145-10 |
|
| R2 |
146-08 |
146-08 |
145-03 |
|
| R1 |
145-14 |
145-14 |
144-28 |
145-27 |
| PP |
143-29 |
143-29 |
143-29 |
144-03 |
| S1 |
143-03 |
143-03 |
144-14 |
143-16 |
| S2 |
141-18 |
141-18 |
144-07 |
|
| S3 |
139-07 |
140-24 |
144-00 |
|
| S4 |
136-28 |
138-13 |
143-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-25 |
142-11 |
2-14 |
1.7% |
0-26 |
0.6% |
69% |
False |
False |
299,565 |
| 10 |
144-25 |
141-27 |
2-30 |
2.0% |
0-27 |
0.6% |
74% |
False |
False |
272,557 |
| 20 |
145-18 |
141-27 |
3-23 |
2.6% |
0-29 |
0.6% |
59% |
False |
False |
285,500 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
49% |
False |
False |
258,701 |
| 60 |
146-11 |
139-31 |
6-12 |
4.4% |
0-30 |
0.7% |
64% |
False |
False |
271,502 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.6% |
67% |
False |
False |
204,255 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-30 |
0.6% |
67% |
False |
False |
163,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-26 |
|
2.618 |
145-28 |
|
1.618 |
145-10 |
|
1.000 |
144-31 |
|
0.618 |
144-24 |
|
HIGH |
144-13 |
|
0.618 |
144-06 |
|
0.500 |
144-04 |
|
0.382 |
144-02 |
|
LOW |
143-27 |
|
0.618 |
143-16 |
|
1.000 |
143-09 |
|
1.618 |
142-30 |
|
2.618 |
142-12 |
|
4.250 |
141-15 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-04 |
144-03 |
| PP |
144-03 |
144-02 |
| S1 |
144-02 |
144-02 |
|