ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
140-07 |
140-11 |
0-04 |
0.1% |
140-04 |
| High |
140-31 |
141-20 |
0-21 |
0.5% |
140-31 |
| Low |
140-06 |
140-02 |
-0-04 |
-0.1% |
139-16 |
| Close |
140-17 |
141-05 |
0-20 |
0.4% |
140-17 |
| Range |
0-25 |
1-18 |
0-25 |
100.0% |
1-15 |
| ATR |
0-27 |
0-29 |
0-02 |
5.9% |
0-00 |
| Volume |
77,897 |
42,695 |
-35,202 |
-45.2% |
2,313,664 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-20 |
144-31 |
142-01 |
|
| R3 |
144-02 |
143-13 |
141-19 |
|
| R2 |
142-16 |
142-16 |
141-14 |
|
| R1 |
141-27 |
141-27 |
141-10 |
142-06 |
| PP |
140-30 |
140-30 |
140-30 |
141-04 |
| S1 |
140-09 |
140-09 |
141-00 |
140-20 |
| S2 |
139-12 |
139-12 |
140-28 |
|
| S3 |
137-26 |
138-23 |
140-23 |
|
| S4 |
136-08 |
137-05 |
140-10 |
|
|
| 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 |
141-20 |
139-16 |
2-04 |
1.5% |
0-29 |
0.6% |
78% |
True |
False |
338,914 |
| 10 |
141-20 |
139-00 |
2-20 |
1.9% |
0-26 |
0.6% |
82% |
True |
False |
374,440 |
| 20 |
141-20 |
136-24 |
4-28 |
3.5% |
0-27 |
0.6% |
90% |
True |
False |
361,903 |
| 40 |
141-20 |
136-16 |
5-04 |
3.6% |
0-29 |
0.6% |
91% |
True |
False |
393,985 |
| 60 |
142-27 |
136-16 |
6-11 |
4.5% |
0-29 |
0.6% |
73% |
False |
False |
381,913 |
| 80 |
145-06 |
136-16 |
8-22 |
6.2% |
0-28 |
0.6% |
54% |
False |
False |
327,152 |
| 100 |
145-06 |
136-16 |
8-22 |
6.2% |
0-28 |
0.6% |
54% |
False |
False |
261,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-08 |
|
2.618 |
145-23 |
|
1.618 |
144-05 |
|
1.000 |
143-06 |
|
0.618 |
142-19 |
|
HIGH |
141-20 |
|
0.618 |
141-01 |
|
0.500 |
140-27 |
|
0.382 |
140-21 |
|
LOW |
140-02 |
|
0.618 |
139-03 |
|
1.000 |
138-16 |
|
1.618 |
137-17 |
|
2.618 |
135-31 |
|
4.250 |
133-14 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
141-02 |
140-31 |
| PP |
140-30 |
140-25 |
| S1 |
140-27 |
140-20 |
|