ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
139-14 |
139-09 |
-0-05 |
-0.1% |
137-27 |
| High |
139-28 |
139-12 |
-0-16 |
-0.4% |
139-25 |
| Low |
138-25 |
138-20 |
-0-05 |
-0.1% |
137-20 |
| Close |
139-11 |
138-29 |
-0-14 |
-0.3% |
139-14 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
2-05 |
| ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
| Volume |
445,446 |
436,740 |
-8,706 |
-2.0% |
2,242,710 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-07 |
140-26 |
139-10 |
|
| R3 |
140-15 |
140-02 |
139-04 |
|
| R2 |
139-23 |
139-23 |
139-01 |
|
| R1 |
139-10 |
139-10 |
138-31 |
139-05 |
| PP |
138-31 |
138-31 |
138-31 |
138-28 |
| S1 |
138-18 |
138-18 |
138-27 |
138-13 |
| S2 |
138-07 |
138-07 |
138-25 |
|
| S3 |
137-15 |
137-26 |
138-22 |
|
| S4 |
136-23 |
137-02 |
138-16 |
|
|
| 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 |
139-28 |
138-03 |
1-25 |
1.3% |
0-30 |
0.7% |
46% |
False |
False |
450,126 |
| 10 |
139-28 |
137-15 |
2-13 |
1.7% |
0-31 |
0.7% |
60% |
False |
False |
429,173 |
| 20 |
140-16 |
136-16 |
4-00 |
2.9% |
1-02 |
0.8% |
60% |
False |
False |
459,063 |
| 40 |
143-25 |
136-16 |
7-09 |
5.2% |
0-30 |
0.7% |
33% |
False |
False |
384,019 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
28% |
False |
False |
294,468 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
28% |
False |
False |
220,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-18 |
|
2.618 |
141-11 |
|
1.618 |
140-19 |
|
1.000 |
140-04 |
|
0.618 |
139-27 |
|
HIGH |
139-12 |
|
0.618 |
139-03 |
|
0.500 |
139-00 |
|
0.382 |
138-29 |
|
LOW |
138-20 |
|
0.618 |
138-05 |
|
1.000 |
137-28 |
|
1.618 |
137-13 |
|
2.618 |
136-21 |
|
4.250 |
135-14 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
139-00 |
139-08 |
| PP |
138-31 |
139-04 |
| S1 |
138-30 |
139-01 |
|