ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 04-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
140-08 |
138-06 |
-2-02 |
-1.5% |
140-14 |
High |
140-16 |
138-09 |
-2-07 |
-1.6% |
141-04 |
Low |
138-03 |
137-08 |
-0-27 |
-0.6% |
139-17 |
Close |
138-16 |
137-29 |
-0-19 |
-0.4% |
140-16 |
Range |
2-13 |
1-01 |
-1-12 |
-57.1% |
1-19 |
ATR |
0-30 |
0-30 |
0-01 |
2.5% |
0-00 |
Volume |
660,735 |
702,117 |
41,382 |
6.3% |
1,590,953 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-29 |
140-14 |
138-15 |
|
R3 |
139-28 |
139-13 |
138-06 |
|
R2 |
138-27 |
138-27 |
138-03 |
|
R1 |
138-12 |
138-12 |
138-00 |
138-03 |
PP |
137-26 |
137-26 |
137-26 |
137-22 |
S1 |
137-11 |
137-11 |
137-26 |
137-02 |
S2 |
136-25 |
136-25 |
137-23 |
|
S3 |
135-24 |
136-10 |
137-20 |
|
S4 |
134-23 |
135-09 |
137-11 |
|
|
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 |
137-08 |
3-28 |
2.8% |
1-05 |
0.8% |
17% |
False |
True |
500,985 |
10 |
141-04 |
137-08 |
3-28 |
2.8% |
0-29 |
0.7% |
17% |
False |
True |
389,314 |
20 |
143-25 |
137-08 |
6-17 |
4.7% |
0-28 |
0.6% |
10% |
False |
True |
348,726 |
40 |
145-06 |
137-08 |
7-30 |
5.8% |
0-26 |
0.6% |
8% |
False |
True |
246,208 |
60 |
145-06 |
137-08 |
7-30 |
5.8% |
0-26 |
0.6% |
8% |
False |
True |
164,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-21 |
2.618 |
140-31 |
1.618 |
139-30 |
1.000 |
139-10 |
0.618 |
138-29 |
HIGH |
138-09 |
0.618 |
137-28 |
0.500 |
137-25 |
0.382 |
137-21 |
LOW |
137-08 |
0.618 |
136-20 |
1.000 |
136-07 |
1.618 |
135-19 |
2.618 |
134-18 |
4.250 |
132-28 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
137-28 |
139-00 |
PP |
137-26 |
138-20 |
S1 |
137-25 |
138-09 |
|