ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
137-22 |
138-04 |
0-14 |
0.3% |
138-11 |
High |
139-07 |
139-07 |
0-00 |
0.0% |
138-26 |
Low |
137-22 |
138-03 |
0-13 |
0.3% |
137-15 |
Close |
138-06 |
138-25 |
0-19 |
0.4% |
137-23 |
Range |
1-17 |
1-04 |
-0-13 |
-26.5% |
1-11 |
ATR |
1-00 |
1-00 |
0-00 |
1.0% |
0-00 |
Volume |
570,864 |
461,083 |
-109,781 |
-19.2% |
1,766,519 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-02 |
141-18 |
139-13 |
|
R3 |
140-30 |
140-14 |
139-03 |
|
R2 |
139-26 |
139-26 |
139-00 |
|
R1 |
139-10 |
139-10 |
138-28 |
139-18 |
PP |
138-22 |
138-22 |
138-22 |
138-27 |
S1 |
138-06 |
138-06 |
138-22 |
138-14 |
S2 |
137-18 |
137-18 |
138-18 |
|
S3 |
136-14 |
137-02 |
138-15 |
|
S4 |
135-10 |
135-30 |
138-05 |
|
|
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 |
139-07 |
137-15 |
1-24 |
1.3% |
0-31 |
0.7% |
75% |
True |
False |
435,111 |
10 |
139-07 |
137-15 |
1-24 |
1.3% |
0-30 |
0.7% |
75% |
True |
False |
435,371 |
20 |
141-04 |
136-16 |
4-20 |
3.3% |
1-01 |
0.7% |
49% |
False |
False |
441,727 |
40 |
144-24 |
136-16 |
8-08 |
5.9% |
0-29 |
0.7% |
28% |
False |
False |
371,403 |
60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
26% |
False |
False |
264,690 |
80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-27 |
0.6% |
25% |
False |
False |
198,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-00 |
2.618 |
142-05 |
1.618 |
141-01 |
1.000 |
140-11 |
0.618 |
139-29 |
HIGH |
139-07 |
0.618 |
138-25 |
0.500 |
138-21 |
0.382 |
138-17 |
LOW |
138-03 |
0.618 |
137-13 |
1.000 |
136-31 |
1.618 |
136-09 |
2.618 |
135-05 |
4.250 |
133-10 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
138-24 |
138-21 |
PP |
138-22 |
138-17 |
S1 |
138-21 |
138-14 |
|