ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 19-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
137-21 |
138-00 |
0-11 |
0.2% |
138-11 |
High |
138-13 |
138-07 |
-0-06 |
-0.1% |
138-26 |
Low |
137-15 |
137-17 |
0-02 |
0.0% |
137-15 |
Close |
138-04 |
137-23 |
-0-13 |
-0.3% |
137-23 |
Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
1-11 |
ATR |
1-00 |
0-31 |
-0-01 |
-2.2% |
0-00 |
Volume |
459,720 |
380,489 |
-79,231 |
-17.2% |
1,766,519 |
|
Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-28 |
139-16 |
138-03 |
|
R3 |
139-06 |
138-26 |
137-29 |
|
R2 |
138-16 |
138-16 |
137-27 |
|
R1 |
138-04 |
138-04 |
137-25 |
137-31 |
PP |
137-26 |
137-26 |
137-26 |
137-24 |
S1 |
137-14 |
137-14 |
137-21 |
137-09 |
S2 |
137-04 |
137-04 |
137-19 |
|
S3 |
136-14 |
136-24 |
137-17 |
|
S4 |
135-24 |
136-02 |
137-11 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-01 |
141-07 |
138-15 |
|
R3 |
140-22 |
139-28 |
138-03 |
|
R2 |
139-11 |
139-11 |
137-31 |
|
R1 |
138-17 |
138-17 |
137-27 |
138-09 |
PP |
138-00 |
138-00 |
138-00 |
137-28 |
S1 |
137-06 |
137-06 |
137-19 |
136-30 |
S2 |
136-21 |
136-21 |
137-15 |
|
S3 |
135-10 |
135-27 |
137-11 |
|
S4 |
133-31 |
134-16 |
136-31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-26 |
137-15 |
1-11 |
1.0% |
0-25 |
0.6% |
19% |
False |
False |
353,303 |
10 |
138-31 |
136-16 |
2-15 |
1.8% |
0-30 |
0.7% |
49% |
False |
False |
412,816 |
20 |
141-04 |
136-16 |
4-20 |
3.4% |
0-31 |
0.7% |
26% |
False |
False |
418,082 |
40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-29 |
0.6% |
14% |
False |
False |
358,970 |
60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
14% |
False |
False |
242,453 |
80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-26 |
0.6% |
14% |
False |
False |
181,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-05 |
2.618 |
140-01 |
1.618 |
139-11 |
1.000 |
138-29 |
0.618 |
138-21 |
HIGH |
138-07 |
0.618 |
137-31 |
0.500 |
137-28 |
0.382 |
137-25 |
LOW |
137-17 |
0.618 |
137-03 |
1.000 |
136-27 |
1.618 |
136-13 |
2.618 |
135-23 |
4.250 |
134-20 |
|
|
Fisher Pivots for day following 19-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
137-28 |
138-05 |
PP |
137-26 |
138-00 |
S1 |
137-25 |
137-28 |
|