ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 05-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
141-18 |
142-25 |
1-07 |
0.9% |
140-04 |
High |
143-19 |
142-25 |
-0-26 |
-0.6% |
140-31 |
Low |
141-15 |
142-25 |
1-10 |
0.9% |
139-16 |
Close |
142-25 |
142-25 |
0-00 |
0.0% |
140-17 |
Range |
2-04 |
0-00 |
-2-04 |
-100.0% |
1-15 |
ATR |
1-01 |
0-30 |
-0-02 |
-7.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-25 |
142-25 |
142-25 |
|
R3 |
142-25 |
142-25 |
142-25 |
|
R2 |
142-25 |
142-25 |
142-25 |
|
R1 |
142-25 |
142-25 |
142-25 |
142-25 |
PP |
142-25 |
142-25 |
142-25 |
142-25 |
S1 |
142-25 |
142-25 |
142-25 |
142-25 |
S2 |
142-25 |
142-25 |
142-25 |
|
S3 |
142-25 |
142-25 |
142-25 |
|
S4 |
142-25 |
142-25 |
142-25 |
|
|
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 |
139-19 |
4-00 |
2.8% |
1-04 |
0.8% |
80% |
False |
False |
99,324 |
10 |
143-19 |
139-14 |
4-05 |
2.9% |
0-27 |
0.6% |
80% |
False |
False |
293,213 |
20 |
143-19 |
136-24 |
6-27 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
334,851 |
40 |
143-19 |
136-24 |
6-27 |
4.8% |
0-29 |
0.6% |
88% |
False |
False |
379,881 |
60 |
143-19 |
136-16 |
7-03 |
5.0% |
0-29 |
0.6% |
89% |
False |
False |
374,267 |
80 |
145-06 |
136-16 |
8-22 |
6.1% |
0-28 |
0.6% |
72% |
False |
False |
327,101 |
100 |
145-06 |
136-16 |
8-22 |
6.1% |
0-28 |
0.6% |
72% |
False |
False |
261,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-25 |
2.618 |
142-25 |
1.618 |
142-25 |
1.000 |
142-25 |
0.618 |
142-25 |
HIGH |
142-25 |
0.618 |
142-25 |
0.500 |
142-25 |
0.382 |
142-25 |
LOW |
142-25 |
0.618 |
142-25 |
1.000 |
142-25 |
1.618 |
142-25 |
2.618 |
142-25 |
4.250 |
142-25 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
142-25 |
142-15 |
PP |
142-25 |
142-05 |
S1 |
142-25 |
141-27 |
|