ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
140-19 |
140-09 |
-0-10 |
-0.2% |
140-14 |
| High |
141-04 |
140-11 |
-0-25 |
-0.6% |
141-04 |
| Low |
140-10 |
139-23 |
-0-19 |
-0.4% |
139-17 |
| Close |
140-16 |
139-31 |
-0-17 |
-0.4% |
140-16 |
| Range |
0-26 |
0-20 |
-0-06 |
-23.1% |
1-19 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.3% |
0-00 |
| Volume |
427,740 |
321,589 |
-106,151 |
-24.8% |
1,590,953 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-28 |
141-18 |
140-10 |
|
| R3 |
141-08 |
140-30 |
140-05 |
|
| R2 |
140-20 |
140-20 |
140-03 |
|
| R1 |
140-10 |
140-10 |
140-01 |
140-05 |
| PP |
140-00 |
140-00 |
140-00 |
139-30 |
| S1 |
139-22 |
139-22 |
139-29 |
139-17 |
| S2 |
139-12 |
139-12 |
139-27 |
|
| S3 |
138-24 |
139-02 |
139-26 |
|
| S4 |
138-04 |
138-14 |
139-20 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-14 |
141-12 |
|
| R3 |
143-18 |
142-27 |
140-30 |
|
| R2 |
141-31 |
141-31 |
140-25 |
|
| R1 |
141-08 |
141-08 |
140-21 |
141-19 |
| PP |
140-12 |
140-12 |
140-12 |
140-18 |
| S1 |
139-21 |
139-21 |
140-11 |
140-01 |
| S2 |
138-25 |
138-25 |
140-07 |
|
| S3 |
137-06 |
138-02 |
140-02 |
|
| S4 |
135-19 |
136-15 |
139-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-04 |
139-17 |
1-19 |
1.1% |
0-24 |
0.5% |
27% |
False |
False |
331,849 |
| 10 |
141-31 |
139-17 |
2-14 |
1.7% |
0-26 |
0.6% |
18% |
False |
False |
327,953 |
| 20 |
144-06 |
139-17 |
4-21 |
3.3% |
0-26 |
0.6% |
9% |
False |
False |
308,467 |
| 40 |
145-06 |
139-17 |
5-21 |
4.0% |
0-25 |
0.5% |
8% |
False |
False |
202,370 |
| 60 |
145-06 |
139-17 |
5-21 |
4.0% |
0-25 |
0.5% |
8% |
False |
False |
134,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-00 |
|
2.618 |
141-31 |
|
1.618 |
141-11 |
|
1.000 |
140-31 |
|
0.618 |
140-23 |
|
HIGH |
140-11 |
|
0.618 |
140-03 |
|
0.500 |
140-01 |
|
0.382 |
139-31 |
|
LOW |
139-23 |
|
0.618 |
139-11 |
|
1.000 |
139-03 |
|
1.618 |
138-23 |
|
2.618 |
138-03 |
|
4.250 |
137-02 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
140-01 |
140-14 |
| PP |
140-00 |
140-09 |
| S1 |
140-00 |
140-04 |
|