ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
138-06 |
137-30 |
-0-08 |
-0.2% |
140-09 |
High |
138-09 |
138-02 |
-0-07 |
-0.2% |
140-23 |
Low |
137-08 |
136-26 |
-0-14 |
-0.3% |
136-26 |
Close |
137-29 |
137-09 |
-0-20 |
-0.5% |
137-09 |
Range |
1-01 |
1-08 |
0-07 |
21.2% |
3-29 |
ATR |
0-30 |
0-31 |
0-01 |
2.3% |
0-00 |
Volume |
702,117 |
565,350 |
-136,767 |
-19.5% |
2,642,539 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-04 |
140-15 |
137-31 |
|
R3 |
139-28 |
139-07 |
137-20 |
|
R2 |
138-20 |
138-20 |
137-16 |
|
R1 |
137-31 |
137-31 |
137-13 |
137-22 |
PP |
137-12 |
137-12 |
137-12 |
137-08 |
S1 |
136-23 |
136-23 |
137-05 |
136-14 |
S2 |
136-04 |
136-04 |
137-02 |
|
S3 |
134-28 |
135-15 |
136-30 |
|
S4 |
133-20 |
134-07 |
136-19 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-00 |
147-17 |
139-14 |
|
R3 |
146-03 |
143-20 |
138-11 |
|
R2 |
142-06 |
142-06 |
138-00 |
|
R1 |
139-23 |
139-23 |
137-20 |
139-00 |
PP |
138-09 |
138-09 |
138-09 |
137-29 |
S1 |
135-26 |
135-26 |
136-30 |
135-03 |
S2 |
134-12 |
134-12 |
136-18 |
|
S3 |
130-15 |
131-29 |
136-07 |
|
S4 |
126-18 |
128-00 |
135-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-23 |
136-26 |
3-29 |
2.8% |
1-08 |
0.9% |
12% |
False |
True |
528,507 |
10 |
141-04 |
136-26 |
4-10 |
3.1% |
0-31 |
0.7% |
11% |
False |
True |
423,349 |
20 |
142-27 |
136-26 |
6-01 |
4.4% |
0-28 |
0.6% |
8% |
False |
True |
357,769 |
40 |
145-06 |
136-26 |
8-12 |
6.1% |
0-27 |
0.6% |
6% |
False |
True |
260,320 |
60 |
145-06 |
136-26 |
8-12 |
6.1% |
0-27 |
0.6% |
6% |
False |
True |
173,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-12 |
2.618 |
141-11 |
1.618 |
140-03 |
1.000 |
139-10 |
0.618 |
138-27 |
HIGH |
138-02 |
0.618 |
137-19 |
0.500 |
137-14 |
0.382 |
137-09 |
LOW |
136-26 |
0.618 |
136-01 |
1.000 |
135-18 |
1.618 |
134-25 |
2.618 |
133-17 |
4.250 |
131-16 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
137-14 |
138-21 |
PP |
137-12 |
138-06 |
S1 |
137-11 |
137-24 |
|