ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
138-20 |
138-23 |
0-03 |
0.1% |
137-05 |
| High |
139-10 |
139-14 |
0-04 |
0.1% |
138-03 |
| Low |
138-03 |
138-18 |
0-15 |
0.3% |
136-24 |
| Close |
138-28 |
138-25 |
-0-03 |
-0.1% |
137-29 |
| Range |
1-07 |
0-28 |
-0-11 |
-28.2% |
1-11 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.7% |
0-00 |
| Volume |
470,654 |
467,227 |
-3,427 |
-0.7% |
1,673,671 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-18 |
141-01 |
139-08 |
|
| R3 |
140-22 |
140-05 |
139-01 |
|
| R2 |
139-26 |
139-26 |
138-30 |
|
| R1 |
139-09 |
139-09 |
138-28 |
139-18 |
| PP |
138-30 |
138-30 |
138-30 |
139-02 |
| S1 |
138-13 |
138-13 |
138-22 |
138-22 |
| S2 |
138-02 |
138-02 |
138-20 |
|
| S3 |
137-06 |
137-17 |
138-17 |
|
| S4 |
136-10 |
136-21 |
138-10 |
|
|
| 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 |
139-14 |
137-00 |
2-14 |
1.8% |
0-30 |
0.7% |
73% |
True |
False |
347,360 |
| 10 |
139-14 |
136-24 |
2-22 |
1.9% |
0-31 |
0.7% |
76% |
True |
False |
358,855 |
| 20 |
139-28 |
136-24 |
3-04 |
2.3% |
0-30 |
0.7% |
65% |
False |
False |
393,347 |
| 40 |
141-04 |
136-16 |
4-20 |
3.3% |
0-30 |
0.7% |
49% |
False |
False |
401,828 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-29 |
0.7% |
26% |
False |
False |
365,196 |
| 80 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
26% |
False |
False |
275,424 |
| 100 |
145-16 |
136-16 |
9-00 |
6.5% |
0-27 |
0.6% |
25% |
False |
False |
220,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-05 |
|
2.618 |
141-23 |
|
1.618 |
140-27 |
|
1.000 |
140-10 |
|
0.618 |
139-31 |
|
HIGH |
139-14 |
|
0.618 |
139-03 |
|
0.500 |
139-00 |
|
0.382 |
138-29 |
|
LOW |
138-18 |
|
0.618 |
138-01 |
|
1.000 |
137-22 |
|
1.618 |
137-05 |
|
2.618 |
136-09 |
|
4.250 |
134-27 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
139-00 |
138-25 |
| PP |
138-30 |
138-25 |
| S1 |
138-27 |
138-25 |
|