ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
138-00 |
138-16 |
0-16 |
0.4% |
137-05 |
| High |
138-21 |
138-23 |
0-02 |
0.0% |
138-03 |
| Low |
137-26 |
138-03 |
0-09 |
0.2% |
136-24 |
| Close |
138-15 |
138-19 |
0-04 |
0.1% |
137-29 |
| Range |
0-27 |
0-20 |
-0-07 |
-25.9% |
1-11 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.5% |
0-00 |
| Volume |
103,422 |
378,312 |
274,890 |
265.8% |
1,673,671 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-11 |
140-03 |
138-30 |
|
| R3 |
139-23 |
139-15 |
138-25 |
|
| R2 |
139-03 |
139-03 |
138-23 |
|
| R1 |
138-27 |
138-27 |
138-21 |
138-31 |
| PP |
138-15 |
138-15 |
138-15 |
138-17 |
| S1 |
138-07 |
138-07 |
138-17 |
138-11 |
| S2 |
137-27 |
137-27 |
138-15 |
|
| S3 |
137-07 |
137-19 |
138-14 |
|
| S4 |
136-19 |
136-31 |
138-08 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-20 |
141-03 |
138-21 |
|
| R3 |
140-09 |
139-24 |
138-09 |
|
| R2 |
138-30 |
138-30 |
138-05 |
|
| R1 |
138-13 |
138-13 |
138-01 |
138-22 |
| PP |
137-19 |
137-19 |
137-19 |
137-23 |
| S1 |
137-02 |
137-02 |
137-25 |
137-11 |
| S2 |
136-08 |
136-08 |
137-21 |
|
| S3 |
134-29 |
135-23 |
137-17 |
|
| S4 |
133-18 |
134-12 |
137-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-23 |
136-24 |
1-31 |
1.4% |
0-29 |
0.7% |
94% |
True |
False |
322,875 |
| 10 |
138-24 |
136-24 |
2-00 |
1.4% |
0-29 |
0.7% |
92% |
False |
False |
342,368 |
| 20 |
139-28 |
136-24 |
3-04 |
2.3% |
0-30 |
0.7% |
59% |
False |
False |
385,771 |
| 40 |
141-04 |
136-16 |
4-20 |
3.3% |
0-30 |
0.7% |
45% |
False |
False |
397,712 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
24% |
False |
False |
350,788 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
24% |
False |
False |
263,705 |
| 100 |
145-16 |
136-16 |
9-00 |
6.5% |
0-26 |
0.6% |
23% |
False |
False |
210,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-12 |
|
2.618 |
140-11 |
|
1.618 |
139-23 |
|
1.000 |
139-11 |
|
0.618 |
139-03 |
|
HIGH |
138-23 |
|
0.618 |
138-15 |
|
0.500 |
138-13 |
|
0.382 |
138-11 |
|
LOW |
138-03 |
|
0.618 |
137-23 |
|
1.000 |
137-15 |
|
1.618 |
137-03 |
|
2.618 |
136-15 |
|
4.250 |
135-14 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-17 |
138-11 |
| PP |
138-15 |
138-03 |
| S1 |
138-13 |
137-28 |
|