ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
144-06 |
143-29 |
-0-09 |
-0.2% |
142-31 |
| High |
144-13 |
145-00 |
0-19 |
0.4% |
144-22 |
| Low |
143-27 |
143-28 |
0-01 |
0.0% |
142-11 |
| Close |
144-01 |
144-24 |
0-23 |
0.5% |
144-21 |
| Range |
0-18 |
1-04 |
0-18 |
100.0% |
2-11 |
| ATR |
0-28 |
0-28 |
0-01 |
2.1% |
0-00 |
| Volume |
246,194 |
311,664 |
65,470 |
26.6% |
1,293,908 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-29 |
147-15 |
145-12 |
|
| R3 |
146-25 |
146-11 |
145-02 |
|
| R2 |
145-21 |
145-21 |
144-31 |
|
| R1 |
145-07 |
145-07 |
144-27 |
145-14 |
| PP |
144-17 |
144-17 |
144-17 |
144-21 |
| S1 |
144-03 |
144-03 |
144-21 |
144-10 |
| S2 |
143-13 |
143-13 |
144-17 |
|
| S3 |
142-09 |
142-31 |
144-14 |
|
| S4 |
141-05 |
141-27 |
144-04 |
|
|
| 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 |
145-00 |
142-19 |
2-13 |
1.7% |
0-30 |
0.6% |
90% |
True |
False |
320,199 |
| 10 |
145-00 |
142-02 |
2-30 |
2.0% |
0-26 |
0.6% |
91% |
True |
False |
272,990 |
| 20 |
145-18 |
141-27 |
3-23 |
2.6% |
0-29 |
0.6% |
78% |
False |
False |
291,747 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
65% |
False |
False |
259,755 |
| 60 |
146-11 |
140-07 |
6-04 |
4.2% |
0-31 |
0.7% |
74% |
False |
False |
276,039 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
77% |
False |
False |
208,145 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-30 |
0.6% |
77% |
False |
False |
166,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-25 |
|
2.618 |
147-30 |
|
1.618 |
146-26 |
|
1.000 |
146-04 |
|
0.618 |
145-22 |
|
HIGH |
145-00 |
|
0.618 |
144-18 |
|
0.500 |
144-14 |
|
0.382 |
144-10 |
|
LOW |
143-28 |
|
0.618 |
143-06 |
|
1.000 |
142-24 |
|
1.618 |
142-02 |
|
2.618 |
140-30 |
|
4.250 |
139-03 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-21 |
144-21 |
| PP |
144-17 |
144-17 |
| S1 |
144-14 |
144-14 |
|