ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
139-09 |
138-21 |
-0-20 |
-0.4% |
137-27 |
| High |
139-12 |
138-24 |
-0-20 |
-0.4% |
139-25 |
| Low |
138-20 |
138-01 |
-0-19 |
-0.4% |
137-20 |
| Close |
138-29 |
138-04 |
-0-25 |
-0.6% |
139-14 |
| Range |
0-24 |
0-23 |
-0-01 |
-4.2% |
2-05 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.8% |
0-00 |
| Volume |
436,740 |
399,593 |
-37,147 |
-8.5% |
2,242,710 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
140-00 |
138-17 |
|
| R3 |
139-24 |
139-09 |
138-10 |
|
| R2 |
139-01 |
139-01 |
138-08 |
|
| R1 |
138-18 |
138-18 |
138-06 |
138-14 |
| PP |
138-10 |
138-10 |
138-10 |
138-08 |
| S1 |
137-27 |
137-27 |
138-02 |
137-23 |
| S2 |
137-19 |
137-19 |
138-00 |
|
| S3 |
136-28 |
137-04 |
137-30 |
|
| S4 |
136-05 |
136-13 |
137-23 |
|
|
| 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 |
138-01 |
1-27 |
1.3% |
0-27 |
0.6% |
5% |
False |
True |
437,828 |
| 10 |
139-28 |
137-15 |
2-13 |
1.7% |
0-29 |
0.7% |
27% |
False |
False |
436,469 |
| 20 |
139-28 |
136-16 |
3-12 |
2.4% |
0-31 |
0.7% |
48% |
False |
False |
446,006 |
| 40 |
143-25 |
136-16 |
7-09 |
5.3% |
0-30 |
0.7% |
22% |
False |
False |
386,873 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
19% |
False |
False |
301,115 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
19% |
False |
False |
225,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-26 |
|
2.618 |
140-20 |
|
1.618 |
139-29 |
|
1.000 |
139-15 |
|
0.618 |
139-06 |
|
HIGH |
138-24 |
|
0.618 |
138-15 |
|
0.500 |
138-13 |
|
0.382 |
138-10 |
|
LOW |
138-01 |
|
0.618 |
137-19 |
|
1.000 |
137-10 |
|
1.618 |
136-28 |
|
2.618 |
136-05 |
|
4.250 |
134-31 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-13 |
138-31 |
| PP |
138-10 |
138-22 |
| S1 |
138-07 |
138-13 |
|