ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
138-15 |
138-11 |
-0-04 |
-0.1% |
137-05 |
| High |
138-28 |
138-22 |
-0-06 |
-0.1% |
138-31 |
| Low |
137-30 |
138-07 |
0-09 |
0.2% |
136-16 |
| Close |
138-23 |
138-09 |
-0-14 |
-0.3% |
138-23 |
| Range |
0-30 |
0-15 |
-0-15 |
-50.0% |
2-15 |
| ATR |
1-02 |
1-00 |
-0-01 |
-3.7% |
0-00 |
| Volume |
469,654 |
292,815 |
-176,839 |
-37.7% |
2,361,647 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
139-16 |
138-17 |
|
| R3 |
139-11 |
139-01 |
138-13 |
|
| R2 |
138-28 |
138-28 |
138-12 |
|
| R1 |
138-18 |
138-18 |
138-10 |
138-16 |
| PP |
138-13 |
138-13 |
138-13 |
138-11 |
| S1 |
138-03 |
138-03 |
138-08 |
138-01 |
| S2 |
137-30 |
137-30 |
138-06 |
|
| S3 |
137-15 |
137-20 |
138-05 |
|
| S4 |
137-00 |
137-05 |
138-01 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
144-18 |
140-02 |
|
| R3 |
143-00 |
142-03 |
139-13 |
|
| R2 |
140-17 |
140-17 |
139-05 |
|
| R1 |
139-20 |
139-20 |
138-30 |
140-03 |
| PP |
138-02 |
138-02 |
138-02 |
138-09 |
| S1 |
137-05 |
137-05 |
138-16 |
137-20 |
| S2 |
135-19 |
135-19 |
138-09 |
|
| S3 |
133-04 |
134-22 |
138-01 |
|
| S4 |
130-21 |
132-07 |
137-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-31 |
136-16 |
2-15 |
1.8% |
1-02 |
0.8% |
72% |
False |
False |
509,245 |
| 10 |
140-23 |
136-16 |
4-07 |
3.1% |
1-05 |
0.8% |
42% |
False |
False |
497,541 |
| 20 |
141-31 |
136-16 |
5-15 |
4.0% |
1-00 |
0.7% |
33% |
False |
False |
412,747 |
| 40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
21% |
False |
False |
326,019 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
21% |
False |
False |
217,902 |
| 80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-25 |
0.6% |
20% |
False |
False |
163,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-22 |
|
2.618 |
139-29 |
|
1.618 |
139-14 |
|
1.000 |
139-05 |
|
0.618 |
138-31 |
|
HIGH |
138-22 |
|
0.618 |
138-16 |
|
0.500 |
138-15 |
|
0.382 |
138-13 |
|
LOW |
138-07 |
|
0.618 |
137-30 |
|
1.000 |
137-24 |
|
1.618 |
137-15 |
|
2.618 |
137-00 |
|
4.250 |
136-07 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-15 |
138-11 |
| PP |
138-13 |
138-10 |
| S1 |
138-11 |
138-10 |
|