ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
139-22 |
140-07 |
0-17 |
0.4% |
140-04 |
| High |
140-24 |
140-31 |
0-07 |
0.2% |
140-31 |
| Low |
139-19 |
140-06 |
0-19 |
0.4% |
139-16 |
| Close |
140-04 |
140-17 |
0-13 |
0.3% |
140-17 |
| Range |
1-05 |
0-25 |
-0-12 |
-32.4% |
1-15 |
| ATR |
0-28 |
0-27 |
0-00 |
-0.1% |
0-00 |
| Volume |
376,029 |
77,897 |
-298,132 |
-79.3% |
2,313,664 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-29 |
142-16 |
140-31 |
|
| R3 |
142-04 |
141-23 |
140-24 |
|
| R2 |
141-11 |
141-11 |
140-22 |
|
| R1 |
140-30 |
140-30 |
140-19 |
141-05 |
| PP |
140-18 |
140-18 |
140-18 |
140-21 |
| S1 |
140-05 |
140-05 |
140-15 |
140-12 |
| S2 |
139-25 |
139-25 |
140-12 |
|
| S3 |
139-00 |
139-12 |
140-10 |
|
| S4 |
138-07 |
138-19 |
140-03 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-24 |
144-03 |
141-11 |
|
| R3 |
143-09 |
142-20 |
140-30 |
|
| R2 |
141-26 |
141-26 |
140-26 |
|
| R1 |
141-05 |
141-05 |
140-21 |
141-16 |
| PP |
140-11 |
140-11 |
140-11 |
140-16 |
| S1 |
139-22 |
139-22 |
140-13 |
140-01 |
| S2 |
138-28 |
138-28 |
140-08 |
|
| S3 |
137-13 |
138-07 |
140-04 |
|
| S4 |
135-30 |
136-24 |
139-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-31 |
139-16 |
1-15 |
1.0% |
0-23 |
0.5% |
70% |
True |
False |
462,732 |
| 10 |
140-31 |
138-22 |
2-09 |
1.6% |
0-24 |
0.5% |
81% |
True |
False |
410,208 |
| 20 |
140-31 |
136-24 |
4-07 |
3.0% |
0-28 |
0.6% |
90% |
True |
False |
384,531 |
| 40 |
140-31 |
136-16 |
4-15 |
3.2% |
0-29 |
0.6% |
90% |
True |
False |
407,051 |
| 60 |
143-25 |
136-16 |
7-09 |
5.2% |
0-29 |
0.6% |
55% |
False |
False |
387,609 |
| 80 |
145-06 |
136-16 |
8-22 |
6.2% |
0-28 |
0.6% |
46% |
False |
False |
326,630 |
| 100 |
145-06 |
136-16 |
8-22 |
6.2% |
0-27 |
0.6% |
46% |
False |
False |
261,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-09 |
|
2.618 |
143-00 |
|
1.618 |
142-07 |
|
1.000 |
141-24 |
|
0.618 |
141-14 |
|
HIGH |
140-31 |
|
0.618 |
140-21 |
|
0.500 |
140-19 |
|
0.382 |
140-16 |
|
LOW |
140-06 |
|
0.618 |
139-23 |
|
1.000 |
139-13 |
|
1.618 |
138-30 |
|
2.618 |
138-05 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
140-19 |
140-14 |
| PP |
140-18 |
140-11 |
| S1 |
140-18 |
140-08 |
|