ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
138-09 |
138-23 |
0-14 |
0.3% |
139-14 |
| High |
138-21 |
138-24 |
0-03 |
0.1% |
139-28 |
| Low |
137-24 |
137-01 |
-0-23 |
-0.5% |
137-01 |
| Close |
138-14 |
137-05 |
-1-09 |
-0.9% |
137-05 |
| Range |
0-29 |
1-23 |
0-26 |
89.6% |
2-27 |
| ATR |
0-31 |
1-01 |
0-02 |
5.6% |
0-00 |
| Volume |
373,423 |
495,266 |
121,843 |
32.6% |
2,150,468 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-26 |
141-22 |
138-03 |
|
| R3 |
141-03 |
139-31 |
137-20 |
|
| R2 |
139-12 |
139-12 |
137-15 |
|
| R1 |
138-08 |
138-08 |
137-10 |
137-31 |
| PP |
137-21 |
137-21 |
137-21 |
137-16 |
| S1 |
136-17 |
136-17 |
137-00 |
136-08 |
| S2 |
135-30 |
135-30 |
136-27 |
|
| S3 |
134-07 |
134-26 |
136-22 |
|
| S4 |
132-16 |
133-03 |
136-07 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-18 |
144-22 |
138-23 |
|
| R3 |
143-23 |
141-27 |
137-30 |
|
| R2 |
140-28 |
140-28 |
137-22 |
|
| R1 |
139-00 |
139-00 |
137-13 |
138-17 |
| PP |
138-01 |
138-01 |
138-01 |
137-25 |
| S1 |
136-05 |
136-05 |
136-29 |
135-22 |
| S2 |
135-06 |
135-06 |
136-20 |
|
| S3 |
132-11 |
133-10 |
136-12 |
|
| S4 |
129-16 |
130-15 |
135-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-28 |
137-01 |
2-27 |
2.1% |
1-01 |
0.8% |
4% |
False |
True |
430,093 |
| 10 |
139-28 |
137-01 |
2-27 |
2.1% |
1-01 |
0.7% |
4% |
False |
True |
439,317 |
| 20 |
139-28 |
136-16 |
3-12 |
2.5% |
0-31 |
0.7% |
19% |
False |
False |
426,067 |
| 40 |
142-27 |
136-16 |
6-11 |
4.6% |
0-30 |
0.7% |
10% |
False |
False |
391,918 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
8% |
False |
False |
315,569 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
8% |
False |
False |
236,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-02 |
|
2.618 |
143-08 |
|
1.618 |
141-17 |
|
1.000 |
140-15 |
|
0.618 |
139-26 |
|
HIGH |
138-24 |
|
0.618 |
138-03 |
|
0.500 |
137-29 |
|
0.382 |
137-22 |
|
LOW |
137-01 |
|
0.618 |
135-31 |
|
1.000 |
135-10 |
|
1.618 |
134-08 |
|
2.618 |
132-17 |
|
4.250 |
129-23 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
137-29 |
137-29 |
| PP |
137-21 |
137-21 |
| S1 |
137-13 |
137-13 |
|