ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
139-02 |
138-28 |
-0-06 |
-0.1% |
137-27 |
| High |
139-07 |
139-25 |
0-18 |
0.4% |
139-25 |
| Low |
138-13 |
138-28 |
0-15 |
0.3% |
137-20 |
| Close |
138-23 |
139-14 |
0-23 |
0.5% |
139-14 |
| Range |
0-26 |
0-29 |
0-03 |
11.5% |
2-05 |
| ATR |
0-31 |
1-00 |
0-00 |
0.6% |
0-00 |
| Volume |
354,332 |
553,030 |
198,698 |
56.1% |
2,242,710 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-03 |
141-21 |
139-30 |
|
| R3 |
141-06 |
140-24 |
139-22 |
|
| R2 |
140-09 |
140-09 |
139-19 |
|
| R1 |
139-27 |
139-27 |
139-17 |
140-02 |
| PP |
139-12 |
139-12 |
139-12 |
139-15 |
| S1 |
138-30 |
138-30 |
139-11 |
139-05 |
| S2 |
138-15 |
138-15 |
139-09 |
|
| S3 |
137-18 |
138-01 |
139-06 |
|
| S4 |
136-21 |
137-04 |
138-30 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
144-19 |
140-20 |
|
| R3 |
143-08 |
142-14 |
140-01 |
|
| R2 |
141-03 |
141-03 |
139-27 |
|
| R1 |
140-09 |
140-09 |
139-20 |
140-22 |
| PP |
138-30 |
138-30 |
138-30 |
139-05 |
| S1 |
138-04 |
138-04 |
139-08 |
138-17 |
| S2 |
136-25 |
136-25 |
139-01 |
|
| S3 |
134-20 |
135-31 |
138-27 |
|
| S4 |
132-15 |
133-26 |
138-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-25 |
137-20 |
2-05 |
1.5% |
1-00 |
0.7% |
84% |
True |
False |
448,542 |
| 10 |
139-25 |
137-15 |
2-10 |
1.7% |
0-28 |
0.6% |
85% |
True |
False |
400,922 |
| 20 |
140-23 |
136-16 |
4-07 |
3.0% |
1-01 |
0.7% |
70% |
False |
False |
450,670 |
| 40 |
144-24 |
136-16 |
8-08 |
5.9% |
0-30 |
0.7% |
36% |
False |
False |
379,952 |
| 60 |
145-06 |
136-16 |
8-22 |
6.2% |
0-27 |
0.6% |
34% |
False |
False |
279,789 |
| 80 |
145-16 |
136-16 |
9-00 |
6.5% |
0-27 |
0.6% |
33% |
False |
False |
209,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-20 |
|
2.618 |
142-05 |
|
1.618 |
141-08 |
|
1.000 |
140-22 |
|
0.618 |
140-11 |
|
HIGH |
139-25 |
|
0.618 |
139-14 |
|
0.500 |
139-11 |
|
0.382 |
139-07 |
|
LOW |
138-28 |
|
0.618 |
138-10 |
|
1.000 |
137-31 |
|
1.618 |
137-13 |
|
2.618 |
136-16 |
|
4.250 |
135-01 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
139-13 |
139-09 |
| PP |
139-12 |
139-03 |
| S1 |
139-11 |
138-30 |
|