ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
137-05 |
137-17 |
0-12 |
0.3% |
139-14 |
High |
137-25 |
137-23 |
-0-02 |
0.0% |
139-28 |
Low |
137-04 |
137-04 |
0-00 |
0.0% |
137-01 |
Close |
137-18 |
137-14 |
-0-04 |
-0.1% |
137-05 |
Range |
0-21 |
0-19 |
-0-02 |
-9.5% |
2-27 |
ATR |
1-00 |
0-31 |
-0-01 |
-2.9% |
0-00 |
Volume |
290,451 |
250,577 |
-39,874 |
-13.7% |
2,150,468 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-07 |
138-29 |
137-24 |
|
R3 |
138-20 |
138-10 |
137-19 |
|
R2 |
138-01 |
138-01 |
137-17 |
|
R1 |
137-23 |
137-23 |
137-16 |
137-19 |
PP |
137-14 |
137-14 |
137-14 |
137-11 |
S1 |
137-04 |
137-04 |
137-12 |
136-31 |
S2 |
136-27 |
136-27 |
137-11 |
|
S3 |
136-08 |
136-17 |
137-09 |
|
S4 |
135-21 |
135-30 |
137-04 |
|
|
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 |
138-24 |
137-01 |
1-23 |
1.3% |
0-29 |
0.7% |
24% |
False |
False |
361,862 |
10 |
139-28 |
137-01 |
2-27 |
2.1% |
0-30 |
0.7% |
14% |
False |
False |
405,994 |
20 |
139-28 |
136-29 |
2-31 |
2.2% |
0-30 |
0.7% |
18% |
False |
False |
424,910 |
40 |
142-22 |
136-16 |
6-06 |
4.5% |
0-30 |
0.7% |
15% |
False |
False |
393,975 |
60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
11% |
False |
False |
324,518 |
80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
11% |
False |
False |
243,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-08 |
2.618 |
139-09 |
1.618 |
138-22 |
1.000 |
138-10 |
0.618 |
138-03 |
HIGH |
137-23 |
0.618 |
137-16 |
0.500 |
137-14 |
0.382 |
137-11 |
LOW |
137-04 |
0.618 |
136-24 |
1.000 |
136-17 |
1.618 |
136-05 |
2.618 |
135-18 |
4.250 |
134-19 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
137-14 |
137-29 |
PP |
137-14 |
137-24 |
S1 |
137-14 |
137-19 |
|