ECBOT 30 Year Treasury Bond Future September 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
142-29 |
142-16 |
-0-13 |
-0.3% |
143-07 |
| High |
143-01 |
142-23 |
-0-10 |
-0.2% |
143-20 |
| Low |
142-12 |
142-01 |
-0-11 |
-0.2% |
142-12 |
| Close |
142-17 |
142-13 |
-0-04 |
-0.1% |
142-17 |
| Range |
0-21 |
0-22 |
0-01 |
4.8% |
1-08 |
| ATR |
0-25 |
0-25 |
0-00 |
-0.8% |
0-00 |
| Volume |
1,623 |
4,012 |
2,389 |
147.2% |
16,943 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-14 |
144-04 |
142-25 |
|
| R3 |
143-24 |
143-14 |
142-19 |
|
| R2 |
143-02 |
143-02 |
142-17 |
|
| R1 |
142-24 |
142-24 |
142-15 |
142-18 |
| PP |
142-12 |
142-12 |
142-12 |
142-10 |
| S1 |
142-02 |
142-02 |
142-11 |
141-28 |
| S2 |
141-22 |
141-22 |
142-09 |
|
| S3 |
141-00 |
141-12 |
142-07 |
|
| S4 |
140-10 |
140-22 |
142-01 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-19 |
145-26 |
143-07 |
|
| R3 |
145-11 |
144-18 |
142-28 |
|
| R2 |
144-03 |
144-03 |
142-24 |
|
| R1 |
143-10 |
143-10 |
142-21 |
143-03 |
| PP |
142-27 |
142-27 |
142-27 |
142-23 |
| S1 |
142-02 |
142-02 |
142-13 |
141-27 |
| S2 |
141-19 |
141-19 |
142-10 |
|
| S3 |
140-11 |
140-26 |
142-06 |
|
| S4 |
139-03 |
139-18 |
141-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-19 |
142-01 |
1-18 |
1.1% |
0-21 |
0.5% |
24% |
False |
True |
3,542 |
| 10 |
144-30 |
142-01 |
2-29 |
2.0% |
0-24 |
0.5% |
13% |
False |
True |
10,616 |
| 20 |
145-29 |
142-01 |
3-28 |
2.7% |
0-23 |
0.5% |
10% |
False |
True |
168,375 |
| 40 |
145-29 |
141-27 |
4-02 |
2.9% |
0-25 |
0.6% |
14% |
False |
False |
226,462 |
| 60 |
146-11 |
141-27 |
4-16 |
3.2% |
0-25 |
0.6% |
13% |
False |
False |
227,870 |
| 80 |
146-11 |
141-06 |
5-05 |
3.6% |
0-29 |
0.6% |
24% |
False |
False |
251,810 |
| 100 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
44% |
False |
False |
204,693 |
| 120 |
146-11 |
139-11 |
7-00 |
4.9% |
0-28 |
0.6% |
44% |
False |
False |
170,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-21 |
|
2.618 |
144-17 |
|
1.618 |
143-27 |
|
1.000 |
143-13 |
|
0.618 |
143-05 |
|
HIGH |
142-23 |
|
0.618 |
142-15 |
|
0.500 |
142-12 |
|
0.382 |
142-09 |
|
LOW |
142-01 |
|
0.618 |
141-19 |
|
1.000 |
141-11 |
|
1.618 |
140-29 |
|
2.618 |
140-07 |
|
4.250 |
139-04 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-13 |
142-24 |
| PP |
142-12 |
142-20 |
| S1 |
142-12 |
142-17 |
|