ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
143-28 |
144-17 |
0-21 |
0.5% |
144-25 |
| High |
144-15 |
144-17 |
0-02 |
0.0% |
144-30 |
| Low |
143-22 |
143-06 |
-0-16 |
-0.3% |
143-06 |
| Close |
144-12 |
143-11 |
-1-01 |
-0.7% |
143-11 |
| Range |
0-25 |
1-11 |
0-18 |
72.0% |
1-24 |
| ATR |
0-25 |
0-26 |
0-01 |
5.0% |
0-00 |
| Volume |
9,935 |
32,640 |
22,705 |
228.5% |
85,213 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-23 |
146-28 |
144-03 |
|
| R3 |
146-12 |
145-17 |
143-23 |
|
| R2 |
145-01 |
145-01 |
143-19 |
|
| R1 |
144-06 |
144-06 |
143-15 |
143-30 |
| PP |
143-22 |
143-22 |
143-22 |
143-18 |
| S1 |
142-27 |
142-27 |
143-07 |
142-19 |
| S2 |
142-11 |
142-11 |
143-03 |
|
| S3 |
141-00 |
141-16 |
142-31 |
|
| S4 |
139-21 |
140-05 |
142-19 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-02 |
147-31 |
144-10 |
|
| R3 |
147-10 |
146-07 |
143-26 |
|
| R2 |
145-18 |
145-18 |
143-21 |
|
| R1 |
144-15 |
144-15 |
143-16 |
144-05 |
| PP |
143-26 |
143-26 |
143-26 |
143-21 |
| S1 |
142-23 |
142-23 |
143-06 |
142-13 |
| S2 |
142-02 |
142-02 |
143-01 |
|
| S3 |
140-10 |
140-31 |
142-28 |
|
| S4 |
138-18 |
139-07 |
142-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-16 |
143-06 |
2-10 |
1.6% |
0-30 |
0.7% |
7% |
False |
True |
24,915 |
| 10 |
145-29 |
143-06 |
2-23 |
1.9% |
0-27 |
0.6% |
6% |
False |
True |
223,224 |
| 20 |
145-29 |
143-06 |
2-23 |
1.9% |
0-25 |
0.6% |
6% |
False |
True |
255,428 |
| 40 |
145-29 |
141-27 |
4-02 |
2.8% |
0-27 |
0.6% |
37% |
False |
False |
259,984 |
| 60 |
146-11 |
141-27 |
4-16 |
3.1% |
0-26 |
0.6% |
33% |
False |
False |
254,596 |
| 80 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
57% |
False |
False |
255,236 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
57% |
False |
False |
204,548 |
| 120 |
146-11 |
139-11 |
7-00 |
4.9% |
0-29 |
0.6% |
57% |
False |
False |
170,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-08 |
|
2.618 |
148-02 |
|
1.618 |
146-23 |
|
1.000 |
145-28 |
|
0.618 |
145-12 |
|
HIGH |
144-17 |
|
0.618 |
144-01 |
|
0.500 |
143-28 |
|
0.382 |
143-22 |
|
LOW |
143-06 |
|
0.618 |
142-11 |
|
1.000 |
141-27 |
|
1.618 |
141-00 |
|
2.618 |
139-21 |
|
4.250 |
137-15 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-28 |
143-28 |
| PP |
143-22 |
143-22 |
| S1 |
143-17 |
143-17 |
|