ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
145-04 |
144-16 |
-0-20 |
-0.4% |
144-22 |
| High |
145-05 |
144-24 |
-0-13 |
-0.3% |
145-29 |
| Low |
144-10 |
144-08 |
-0-02 |
0.0% |
144-19 |
| Close |
144-14 |
144-19 |
0-05 |
0.1% |
145-19 |
| Range |
0-27 |
0-16 |
-0-11 |
-40.7% |
1-10 |
| ATR |
0-26 |
0-25 |
-0-01 |
-2.7% |
0-00 |
| Volume |
540,191 |
388,636 |
-151,555 |
-28.1% |
1,542,657 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-01 |
145-26 |
144-28 |
|
| R3 |
145-17 |
145-10 |
144-23 |
|
| R2 |
145-01 |
145-01 |
144-22 |
|
| R1 |
144-26 |
144-26 |
144-20 |
144-30 |
| PP |
144-17 |
144-17 |
144-17 |
144-19 |
| S1 |
144-10 |
144-10 |
144-18 |
144-14 |
| S2 |
144-01 |
144-01 |
144-16 |
|
| S3 |
143-17 |
143-26 |
144-15 |
|
| S4 |
143-01 |
143-10 |
144-10 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-10 |
148-24 |
146-10 |
|
| R3 |
148-00 |
147-14 |
145-31 |
|
| R2 |
146-22 |
146-22 |
145-27 |
|
| R1 |
146-04 |
146-04 |
145-23 |
146-13 |
| PP |
145-12 |
145-12 |
145-12 |
145-16 |
| S1 |
144-26 |
144-26 |
145-15 |
145-03 |
| S2 |
144-02 |
144-02 |
145-11 |
|
| S3 |
142-24 |
143-16 |
145-07 |
|
| S4 |
141-14 |
142-06 |
144-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-29 |
144-08 |
1-21 |
1.1% |
0-22 |
0.5% |
21% |
False |
True |
418,225 |
| 10 |
145-29 |
144-05 |
1-24 |
1.2% |
0-22 |
0.5% |
25% |
False |
False |
336,030 |
| 20 |
145-29 |
142-02 |
3-27 |
2.7% |
0-24 |
0.5% |
66% |
False |
False |
304,510 |
| 40 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
61% |
False |
False |
281,206 |
| 60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-27 |
0.6% |
61% |
False |
False |
277,704 |
| 80 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
75% |
False |
False |
249,955 |
| 100 |
146-11 |
139-11 |
7-00 |
4.8% |
0-29 |
0.6% |
75% |
False |
False |
200,221 |
| 120 |
146-11 |
139-11 |
7-00 |
4.8% |
0-27 |
0.6% |
75% |
False |
False |
166,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
146-02 |
|
1.618 |
145-18 |
|
1.000 |
145-08 |
|
0.618 |
145-02 |
|
HIGH |
144-24 |
|
0.618 |
144-18 |
|
0.500 |
144-16 |
|
0.382 |
144-14 |
|
LOW |
144-08 |
|
0.618 |
143-30 |
|
1.000 |
143-24 |
|
1.618 |
143-14 |
|
2.618 |
142-30 |
|
4.250 |
142-04 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-18 |
145-03 |
| PP |
144-17 |
144-29 |
| S1 |
144-16 |
144-24 |
|