ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
138-00 |
137-27 |
-0-05 |
-0.1% |
138-11 |
| High |
138-07 |
138-07 |
0-00 |
0.0% |
138-26 |
| Low |
137-17 |
137-20 |
0-03 |
0.1% |
137-15 |
| Close |
137-23 |
137-26 |
0-03 |
0.1% |
137-23 |
| Range |
0-22 |
0-19 |
-0-03 |
-13.6% |
1-11 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.8% |
0-00 |
| Volume |
380,489 |
303,401 |
-77,088 |
-20.3% |
1,766,519 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-21 |
139-11 |
138-04 |
|
| R3 |
139-02 |
138-24 |
137-31 |
|
| R2 |
138-15 |
138-15 |
137-29 |
|
| R1 |
138-05 |
138-05 |
137-28 |
138-01 |
| PP |
137-28 |
137-28 |
137-28 |
137-26 |
| S1 |
137-18 |
137-18 |
137-24 |
137-13 |
| S2 |
137-09 |
137-09 |
137-23 |
|
| S3 |
136-22 |
136-31 |
137-21 |
|
| S4 |
136-03 |
136-12 |
137-16 |
|
|
| 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% |
0-26 |
0.6% |
26% |
False |
False |
355,421 |
| 10 |
138-31 |
136-16 |
2-15 |
1.8% |
0-30 |
0.7% |
53% |
False |
False |
432,333 |
| 20 |
141-04 |
136-16 |
4-20 |
3.4% |
0-31 |
0.7% |
28% |
False |
False |
420,588 |
| 40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
15% |
False |
False |
361,128 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
15% |
False |
False |
247,508 |
| 80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-26 |
0.6% |
15% |
False |
False |
185,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-24 |
|
2.618 |
139-25 |
|
1.618 |
139-06 |
|
1.000 |
138-26 |
|
0.618 |
138-19 |
|
HIGH |
138-07 |
|
0.618 |
138-00 |
|
0.500 |
137-30 |
|
0.382 |
137-27 |
|
LOW |
137-20 |
|
0.618 |
137-08 |
|
1.000 |
137-01 |
|
1.618 |
136-21 |
|
2.618 |
136-02 |
|
4.250 |
135-03 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
137-30 |
137-30 |
| PP |
137-28 |
137-29 |
| S1 |
137-27 |
137-27 |
|