ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-08 |
144-01 |
-0-07 |
-0.2% |
140-11 |
| High |
144-17 |
144-13 |
-0-04 |
-0.1% |
144-13 |
| Low |
143-25 |
143-13 |
-0-12 |
-0.3% |
140-02 |
| Close |
144-02 |
143-25 |
-0-09 |
-0.2% |
143-30 |
| Range |
0-24 |
1-00 |
0-08 |
33.3% |
4-11 |
| ATR |
0-31 |
0-31 |
0-00 |
0.1% |
0-00 |
| Volume |
1,967 |
1,605 |
-362 |
-18.4% |
65,481 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
146-10 |
144-11 |
|
| R3 |
145-28 |
145-10 |
144-02 |
|
| R2 |
144-28 |
144-28 |
143-31 |
|
| R1 |
144-10 |
144-10 |
143-28 |
144-03 |
| PP |
143-28 |
143-28 |
143-28 |
143-24 |
| S1 |
143-10 |
143-10 |
143-22 |
143-03 |
| S2 |
142-28 |
142-28 |
143-19 |
|
| S3 |
141-28 |
142-10 |
143-16 |
|
| S4 |
140-28 |
141-10 |
143-07 |
|
|
| 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 |
144-17 |
142-25 |
1-24 |
1.2% |
0-28 |
0.6% |
57% |
False |
False |
5,271 |
| 10 |
144-17 |
139-16 |
5-01 |
3.5% |
1-02 |
0.7% |
85% |
False |
False |
102,561 |
| 20 |
144-17 |
138-03 |
6-14 |
4.5% |
0-29 |
0.6% |
88% |
False |
False |
274,366 |
| 40 |
144-17 |
136-24 |
7-25 |
5.4% |
0-30 |
0.6% |
90% |
False |
False |
328,282 |
| 60 |
144-17 |
136-16 |
8-01 |
5.6% |
0-30 |
0.7% |
91% |
False |
False |
356,437 |
| 80 |
145-06 |
136-16 |
8-22 |
6.0% |
0-29 |
0.6% |
84% |
False |
False |
327,150 |
| 100 |
145-06 |
136-16 |
8-22 |
6.0% |
0-28 |
0.6% |
84% |
False |
False |
262,054 |
| 120 |
145-16 |
136-16 |
9-00 |
6.3% |
0-27 |
0.6% |
81% |
False |
False |
218,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-21 |
|
2.618 |
147-01 |
|
1.618 |
146-01 |
|
1.000 |
145-13 |
|
0.618 |
145-01 |
|
HIGH |
144-13 |
|
0.618 |
144-01 |
|
0.500 |
143-29 |
|
0.382 |
143-25 |
|
LOW |
143-13 |
|
0.618 |
142-25 |
|
1.000 |
142-13 |
|
1.618 |
141-25 |
|
2.618 |
140-25 |
|
4.250 |
139-05 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-29 |
143-25 |
| PP |
143-28 |
143-24 |
| S1 |
143-26 |
143-24 |
|