ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
138-21 |
138-09 |
-0-12 |
-0.3% |
137-27 |
| High |
138-24 |
138-21 |
-0-03 |
-0.1% |
139-25 |
| Low |
138-01 |
137-24 |
-0-09 |
-0.2% |
137-20 |
| Close |
138-04 |
138-14 |
0-10 |
0.2% |
139-14 |
| Range |
0-23 |
0-29 |
0-06 |
26.1% |
2-05 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.5% |
0-00 |
| Volume |
399,593 |
373,423 |
-26,170 |
-6.5% |
2,242,710 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-00 |
140-20 |
138-30 |
|
| R3 |
140-03 |
139-23 |
138-22 |
|
| R2 |
139-06 |
139-06 |
138-19 |
|
| R1 |
138-26 |
138-26 |
138-17 |
139-00 |
| PP |
138-09 |
138-09 |
138-09 |
138-12 |
| S1 |
137-29 |
137-29 |
138-11 |
138-03 |
| S2 |
137-12 |
137-12 |
138-09 |
|
| S3 |
136-15 |
137-00 |
138-06 |
|
| S4 |
135-18 |
136-03 |
137-30 |
|
|
| 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 |
139-28 |
137-24 |
2-04 |
1.5% |
0-28 |
0.6% |
32% |
False |
True |
441,646 |
| 10 |
139-28 |
137-17 |
2-11 |
1.7% |
0-29 |
0.7% |
39% |
False |
False |
427,840 |
| 20 |
139-28 |
136-16 |
3-12 |
2.4% |
0-31 |
0.7% |
57% |
False |
False |
429,571 |
| 40 |
143-25 |
136-16 |
7-09 |
5.3% |
0-30 |
0.7% |
27% |
False |
False |
389,148 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
22% |
False |
False |
307,329 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
22% |
False |
False |
230,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-16 |
|
2.618 |
141-01 |
|
1.618 |
140-04 |
|
1.000 |
139-18 |
|
0.618 |
139-07 |
|
HIGH |
138-21 |
|
0.618 |
138-10 |
|
0.500 |
138-07 |
|
0.382 |
138-03 |
|
LOW |
137-24 |
|
0.618 |
137-06 |
|
1.000 |
136-27 |
|
1.618 |
136-09 |
|
2.618 |
135-12 |
|
4.250 |
133-29 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-12 |
138-18 |
| PP |
138-09 |
138-17 |
| S1 |
138-07 |
138-15 |
|