ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
138-04 |
139-02 |
0-30 |
0.7% |
138-11 |
| High |
139-07 |
139-07 |
0-00 |
0.0% |
138-26 |
| Low |
138-03 |
138-13 |
0-10 |
0.2% |
137-15 |
| Close |
138-25 |
138-23 |
-0-02 |
0.0% |
137-23 |
| Range |
1-04 |
0-26 |
-0-10 |
-27.8% |
1-11 |
| ATR |
1-00 |
0-31 |
0-00 |
-1.3% |
0-00 |
| Volume |
461,083 |
354,332 |
-106,751 |
-23.2% |
1,766,519 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-07 |
140-25 |
139-05 |
|
| R3 |
140-13 |
139-31 |
138-30 |
|
| R2 |
139-19 |
139-19 |
138-28 |
|
| R1 |
139-05 |
139-05 |
138-25 |
138-31 |
| PP |
138-25 |
138-25 |
138-25 |
138-22 |
| S1 |
138-11 |
138-11 |
138-21 |
138-05 |
| S2 |
137-31 |
137-31 |
138-18 |
|
| S3 |
137-05 |
137-17 |
138-16 |
|
| S4 |
136-11 |
136-23 |
138-09 |
|
|
| 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 |
137-17 |
1-22 |
1.2% |
0-30 |
0.7% |
70% |
True |
False |
414,033 |
| 10 |
139-07 |
137-15 |
1-24 |
1.3% |
0-28 |
0.6% |
71% |
True |
False |
392,585 |
| 20 |
141-04 |
136-16 |
4-20 |
3.3% |
1-01 |
0.7% |
48% |
False |
False |
444,406 |
| 40 |
144-24 |
136-16 |
8-08 |
5.9% |
0-29 |
0.7% |
27% |
False |
False |
373,424 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
26% |
False |
False |
270,593 |
| 80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-27 |
0.6% |
25% |
False |
False |
202,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-22 |
|
2.618 |
141-11 |
|
1.618 |
140-17 |
|
1.000 |
140-01 |
|
0.618 |
139-23 |
|
HIGH |
139-07 |
|
0.618 |
138-29 |
|
0.500 |
138-26 |
|
0.382 |
138-23 |
|
LOW |
138-13 |
|
0.618 |
137-29 |
|
1.000 |
137-19 |
|
1.618 |
137-03 |
|
2.618 |
136-09 |
|
4.250 |
134-31 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-26 |
138-20 |
| PP |
138-25 |
138-17 |
| S1 |
138-24 |
138-15 |
|