ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
137-17 |
137-04 |
-0-13 |
-0.3% |
139-14 |
| High |
137-23 |
138-03 |
0-12 |
0.3% |
139-28 |
| Low |
137-04 |
136-24 |
-0-12 |
-0.3% |
137-01 |
| Close |
137-14 |
137-12 |
-0-02 |
0.0% |
137-05 |
| Range |
0-19 |
1-11 |
0-24 |
126.3% |
2-27 |
| ATR |
0-31 |
1-00 |
0-01 |
2.8% |
0-00 |
| Volume |
250,577 |
539,320 |
288,743 |
115.2% |
2,150,468 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-14 |
140-24 |
138-04 |
|
| R3 |
140-03 |
139-13 |
137-24 |
|
| R2 |
138-24 |
138-24 |
137-20 |
|
| R1 |
138-02 |
138-02 |
137-16 |
138-13 |
| PP |
137-13 |
137-13 |
137-13 |
137-19 |
| S1 |
136-23 |
136-23 |
137-08 |
137-02 |
| S2 |
136-02 |
136-02 |
137-04 |
|
| S3 |
134-23 |
135-12 |
137-00 |
|
| S4 |
133-12 |
134-01 |
136-20 |
|
|
| 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 |
136-24 |
2-00 |
1.5% |
1-01 |
0.8% |
31% |
False |
True |
389,807 |
| 10 |
139-28 |
136-24 |
3-04 |
2.3% |
0-30 |
0.7% |
20% |
False |
True |
413,817 |
| 20 |
139-28 |
136-24 |
3-04 |
2.3% |
0-30 |
0.7% |
20% |
False |
True |
424,594 |
| 40 |
142-22 |
136-16 |
6-06 |
4.5% |
0-31 |
0.7% |
14% |
False |
False |
401,144 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
10% |
False |
False |
333,478 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
10% |
False |
False |
250,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-26 |
|
2.618 |
141-20 |
|
1.618 |
140-09 |
|
1.000 |
139-14 |
|
0.618 |
138-30 |
|
HIGH |
138-03 |
|
0.618 |
137-19 |
|
0.500 |
137-14 |
|
0.382 |
137-08 |
|
LOW |
136-24 |
|
0.618 |
135-29 |
|
1.000 |
135-13 |
|
1.618 |
134-18 |
|
2.618 |
133-07 |
|
4.250 |
131-01 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
137-14 |
137-14 |
| PP |
137-13 |
137-13 |
| S1 |
137-13 |
137-13 |
|