ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
142-25 |
143-12 |
0-19 |
0.4% |
140-11 |
| High |
144-13 |
144-01 |
-0-12 |
-0.3% |
144-13 |
| Low |
142-25 |
142-31 |
0-06 |
0.1% |
140-02 |
| Close |
143-25 |
143-30 |
0-05 |
0.1% |
143-30 |
| Range |
1-20 |
1-02 |
-0-18 |
-34.6% |
4-11 |
| ATR |
1-00 |
1-00 |
0-00 |
0.5% |
0-00 |
| Volume |
16,921 |
5,865 |
-11,056 |
-65.3% |
65,481 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
146-14 |
144-17 |
|
| R3 |
145-25 |
145-12 |
144-07 |
|
| R2 |
144-23 |
144-23 |
144-04 |
|
| R1 |
144-10 |
144-10 |
144-01 |
144-17 |
| PP |
143-21 |
143-21 |
143-21 |
143-24 |
| S1 |
143-08 |
143-08 |
143-27 |
143-15 |
| S2 |
142-19 |
142-19 |
143-24 |
|
| S3 |
141-17 |
142-06 |
143-21 |
|
| S4 |
140-15 |
141-04 |
143-11 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-27 |
154-07 |
146-10 |
|
| R3 |
151-16 |
149-28 |
145-04 |
|
| R2 |
147-05 |
147-05 |
144-23 |
|
| R1 |
145-17 |
145-17 |
144-11 |
146-11 |
| PP |
142-26 |
142-26 |
142-26 |
143-07 |
| S1 |
141-06 |
141-06 |
143-17 |
142-00 |
| S2 |
138-15 |
138-15 |
143-05 |
|
| S3 |
134-04 |
136-27 |
142-24 |
|
| S4 |
129-25 |
132-16 |
141-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-13 |
140-02 |
4-11 |
3.0% |
1-09 |
0.9% |
89% |
False |
False |
13,096 |
| 10 |
144-13 |
139-16 |
4-29 |
3.4% |
1-00 |
0.7% |
90% |
False |
False |
237,914 |
| 20 |
144-13 |
137-00 |
7-13 |
5.1% |
0-30 |
0.6% |
94% |
False |
False |
295,218 |
| 40 |
144-13 |
136-24 |
7-21 |
5.3% |
0-29 |
0.6% |
94% |
False |
False |
347,255 |
| 60 |
144-13 |
136-16 |
7-29 |
5.5% |
0-30 |
0.7% |
94% |
False |
False |
365,192 |
| 80 |
145-06 |
136-16 |
8-22 |
6.0% |
0-29 |
0.6% |
86% |
False |
False |
327,203 |
| 100 |
145-06 |
136-16 |
8-22 |
6.0% |
0-28 |
0.6% |
86% |
False |
False |
262,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-18 |
|
2.618 |
146-26 |
|
1.618 |
145-24 |
|
1.000 |
145-03 |
|
0.618 |
144-22 |
|
HIGH |
144-01 |
|
0.618 |
143-20 |
|
0.500 |
143-16 |
|
0.382 |
143-12 |
|
LOW |
142-31 |
|
0.618 |
142-10 |
|
1.000 |
141-29 |
|
1.618 |
141-08 |
|
2.618 |
140-06 |
|
4.250 |
138-15 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-25 |
143-26 |
| PP |
143-21 |
143-23 |
| S1 |
143-16 |
143-19 |
|