ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
139-25 |
139-20 |
-0-05 |
-0.1% |
138-00 |
| High |
139-30 |
140-09 |
0-11 |
0.2% |
139-24 |
| Low |
139-00 |
139-19 |
0-19 |
0.4% |
137-26 |
| Close |
139-25 |
140-01 |
0-08 |
0.2% |
139-18 |
| Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
1-30 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.0% |
0-00 |
| Volume |
335,815 |
476,455 |
140,640 |
41.9% |
1,819,990 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-01 |
141-23 |
140-13 |
|
| R3 |
141-11 |
141-01 |
140-07 |
|
| R2 |
140-21 |
140-21 |
140-05 |
|
| R1 |
140-11 |
140-11 |
140-03 |
140-16 |
| PP |
139-31 |
139-31 |
139-31 |
140-02 |
| S1 |
139-21 |
139-21 |
139-31 |
139-26 |
| S2 |
139-09 |
139-09 |
139-29 |
|
| S3 |
138-19 |
138-31 |
139-27 |
|
| S4 |
137-29 |
138-09 |
139-21 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
144-05 |
140-20 |
|
| R3 |
142-29 |
142-07 |
140-03 |
|
| R2 |
140-31 |
140-31 |
139-29 |
|
| R1 |
140-09 |
140-09 |
139-24 |
140-20 |
| PP |
139-01 |
139-01 |
139-01 |
139-07 |
| S1 |
138-11 |
138-11 |
139-12 |
138-22 |
| S2 |
137-03 |
137-03 |
139-07 |
|
| S3 |
135-05 |
136-13 |
139-01 |
|
| S4 |
133-07 |
134-15 |
138-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-09 |
138-03 |
2-06 |
1.6% |
0-31 |
0.7% |
89% |
True |
False |
430,105 |
| 10 |
140-09 |
136-24 |
3-17 |
2.5% |
0-30 |
0.7% |
93% |
True |
False |
376,490 |
| 20 |
140-09 |
136-24 |
3-17 |
2.5% |
0-30 |
0.7% |
93% |
True |
False |
391,242 |
| 40 |
141-04 |
136-16 |
4-20 |
3.3% |
0-31 |
0.7% |
76% |
False |
False |
412,981 |
| 60 |
144-24 |
136-16 |
8-08 |
5.9% |
0-29 |
0.7% |
43% |
False |
False |
376,196 |
| 80 |
145-06 |
136-16 |
8-22 |
6.2% |
0-28 |
0.6% |
41% |
False |
False |
290,575 |
| 100 |
145-16 |
136-16 |
9-00 |
6.4% |
0-27 |
0.6% |
39% |
False |
False |
232,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-07 |
|
2.618 |
142-03 |
|
1.618 |
141-13 |
|
1.000 |
140-31 |
|
0.618 |
140-23 |
|
HIGH |
140-09 |
|
0.618 |
140-01 |
|
0.500 |
139-30 |
|
0.382 |
139-27 |
|
LOW |
139-19 |
|
0.618 |
139-05 |
|
1.000 |
138-29 |
|
1.618 |
138-15 |
|
2.618 |
137-25 |
|
4.250 |
136-22 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
139-27 |
| PP |
139-31 |
139-21 |
| S1 |
139-30 |
139-16 |
|