ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
138-12 |
137-21 |
-0-23 |
-0.5% |
137-05 |
| High |
138-26 |
138-13 |
-0-13 |
-0.3% |
138-31 |
| Low |
137-20 |
137-15 |
-0-05 |
-0.1% |
136-16 |
| Close |
138-05 |
138-04 |
-0-01 |
0.0% |
138-23 |
| Range |
1-06 |
0-30 |
-0-08 |
-21.1% |
2-15 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.4% |
0-00 |
| Volume |
326,630 |
459,720 |
133,090 |
40.7% |
2,361,647 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-26 |
140-13 |
138-20 |
|
| R3 |
139-28 |
139-15 |
138-12 |
|
| R2 |
138-30 |
138-30 |
138-10 |
|
| R1 |
138-17 |
138-17 |
138-07 |
138-24 |
| PP |
138-00 |
138-00 |
138-00 |
138-03 |
| S1 |
137-19 |
137-19 |
138-01 |
137-26 |
| S2 |
137-02 |
137-02 |
137-30 |
|
| S3 |
136-04 |
136-21 |
137-28 |
|
| S4 |
135-06 |
135-23 |
137-20 |
|
|
| 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 |
138-28 |
137-15 |
1-13 |
1.0% |
0-26 |
0.6% |
47% |
False |
True |
371,136 |
| 10 |
138-31 |
136-16 |
2-15 |
1.8% |
1-00 |
0.7% |
66% |
False |
False |
431,302 |
| 20 |
141-04 |
136-16 |
4-20 |
3.3% |
0-31 |
0.7% |
35% |
False |
False |
410,308 |
| 40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
19% |
False |
False |
351,121 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
19% |
False |
False |
236,116 |
| 80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-26 |
0.6% |
18% |
False |
False |
177,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-13 |
|
2.618 |
140-28 |
|
1.618 |
139-30 |
|
1.000 |
139-11 |
|
0.618 |
139-00 |
|
HIGH |
138-13 |
|
0.618 |
138-02 |
|
0.500 |
137-30 |
|
0.382 |
137-26 |
|
LOW |
137-15 |
|
0.618 |
136-28 |
|
1.000 |
136-17 |
|
1.618 |
135-30 |
|
2.618 |
135-00 |
|
4.250 |
133-16 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-02 |
138-05 |
| PP |
138-00 |
138-04 |
| S1 |
137-30 |
138-04 |
|