ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
137-30 |
137-05 |
-0-25 |
-0.6% |
140-09 |
High |
138-02 |
137-14 |
-0-20 |
-0.5% |
140-23 |
Low |
136-26 |
136-21 |
-0-05 |
-0.1% |
136-26 |
Close |
137-09 |
137-01 |
-0-08 |
-0.2% |
137-09 |
Range |
1-08 |
0-25 |
-0-15 |
-37.5% |
3-29 |
ATR |
0-31 |
0-31 |
0-00 |
-1.4% |
0-00 |
Volume |
565,350 |
108,237 |
-457,113 |
-80.9% |
2,642,539 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-12 |
139-00 |
137-15 |
|
R3 |
138-19 |
138-07 |
137-08 |
|
R2 |
137-26 |
137-26 |
137-06 |
|
R1 |
137-14 |
137-14 |
137-03 |
137-08 |
PP |
137-01 |
137-01 |
137-01 |
136-30 |
S1 |
136-21 |
136-21 |
136-31 |
136-15 |
S2 |
136-08 |
136-08 |
136-28 |
|
S3 |
135-15 |
135-28 |
136-26 |
|
S4 |
134-22 |
135-03 |
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 |
136-21 |
4-02 |
3.0% |
1-09 |
0.9% |
9% |
False |
True |
485,837 |
10 |
141-04 |
136-21 |
4-15 |
3.3% |
1-00 |
0.7% |
8% |
False |
True |
408,843 |
20 |
142-27 |
136-21 |
6-06 |
4.5% |
0-29 |
0.7% |
6% |
False |
True |
354,296 |
40 |
145-06 |
136-21 |
8-17 |
6.2% |
0-26 |
0.6% |
4% |
False |
True |
262,978 |
60 |
145-06 |
136-21 |
8-17 |
6.2% |
0-27 |
0.6% |
4% |
False |
True |
175,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-24 |
2.618 |
139-15 |
1.618 |
138-22 |
1.000 |
138-07 |
0.618 |
137-29 |
HIGH |
137-14 |
0.618 |
137-04 |
0.500 |
137-02 |
0.382 |
136-31 |
LOW |
136-21 |
0.618 |
136-06 |
1.000 |
135-28 |
1.618 |
135-13 |
2.618 |
134-20 |
4.250 |
133-11 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
137-02 |
137-15 |
PP |
137-01 |
137-10 |
S1 |
137-01 |
137-06 |
|