ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
140-11 |
141-18 |
1-07 |
0.9% |
140-04 |
| High |
141-20 |
143-19 |
1-31 |
1.4% |
140-31 |
| Low |
140-02 |
141-15 |
1-13 |
1.0% |
139-16 |
| Close |
141-05 |
142-25 |
1-20 |
1.2% |
140-17 |
| Range |
1-18 |
2-04 |
0-18 |
36.0% |
1-15 |
| ATR |
0-29 |
1-01 |
0-03 |
12.0% |
0-00 |
| Volume |
42,695 |
0 |
-42,695 |
-100.0% |
2,313,664 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
148-00 |
143-30 |
|
| R3 |
146-28 |
145-28 |
143-12 |
|
| R2 |
144-24 |
144-24 |
143-05 |
|
| R1 |
143-24 |
143-24 |
142-31 |
144-08 |
| PP |
142-20 |
142-20 |
142-20 |
142-28 |
| S1 |
141-20 |
141-20 |
142-19 |
142-04 |
| S2 |
140-16 |
140-16 |
142-13 |
|
| S3 |
138-12 |
139-16 |
142-06 |
|
| S4 |
136-08 |
137-12 |
141-20 |
|
|
| 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 |
143-19 |
139-16 |
4-03 |
2.9% |
1-08 |
0.9% |
80% |
True |
False |
199,851 |
| 10 |
143-19 |
139-14 |
4-05 |
2.9% |
0-30 |
0.6% |
80% |
True |
False |
340,858 |
| 20 |
143-19 |
136-24 |
6-27 |
4.8% |
0-30 |
0.6% |
88% |
True |
False |
347,380 |
| 40 |
143-19 |
136-16 |
7-03 |
5.0% |
0-30 |
0.7% |
89% |
True |
False |
391,279 |
| 60 |
143-19 |
136-16 |
7-03 |
5.0% |
0-30 |
0.7% |
89% |
True |
False |
378,951 |
| 80 |
145-06 |
136-16 |
8-22 |
6.1% |
0-28 |
0.6% |
72% |
False |
False |
327,128 |
| 100 |
145-06 |
136-16 |
8-22 |
6.1% |
0-28 |
0.6% |
72% |
False |
False |
261,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-20 |
|
2.618 |
149-05 |
|
1.618 |
147-01 |
|
1.000 |
145-23 |
|
0.618 |
144-29 |
|
HIGH |
143-19 |
|
0.618 |
142-25 |
|
0.500 |
142-17 |
|
0.382 |
142-09 |
|
LOW |
141-15 |
|
0.618 |
140-05 |
|
1.000 |
139-11 |
|
1.618 |
138-01 |
|
2.618 |
135-29 |
|
4.250 |
132-14 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
142-22 |
142-15 |
| PP |
142-20 |
142-05 |
| S1 |
142-17 |
141-27 |
|