ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
143-23 |
-0-10 |
-0.2% |
140-11 |
| High |
144-13 |
143-28 |
-0-17 |
-0.4% |
144-13 |
| Low |
143-13 |
143-05 |
-0-08 |
-0.2% |
140-02 |
| Close |
143-25 |
143-09 |
-0-16 |
-0.3% |
143-30 |
| Range |
1-00 |
0-23 |
-0-09 |
-28.1% |
4-11 |
| ATR |
0-31 |
0-31 |
-0-01 |
-1.9% |
0-00 |
| Volume |
1,605 |
3,045 |
1,440 |
89.7% |
65,481 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-19 |
145-05 |
143-22 |
|
| R3 |
144-28 |
144-14 |
143-15 |
|
| R2 |
144-05 |
144-05 |
143-13 |
|
| R1 |
143-23 |
143-23 |
143-11 |
143-19 |
| PP |
143-14 |
143-14 |
143-14 |
143-12 |
| S1 |
143-00 |
143-00 |
143-07 |
142-28 |
| S2 |
142-23 |
142-23 |
143-05 |
|
| S3 |
142-00 |
142-09 |
143-03 |
|
| S4 |
141-09 |
141-18 |
142-28 |
|
|
| 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% |
1-01 |
0.7% |
29% |
False |
False |
5,880 |
| 10 |
144-17 |
139-19 |
4-30 |
3.4% |
1-02 |
0.8% |
75% |
False |
False |
52,602 |
| 20 |
144-17 |
138-03 |
6-14 |
4.5% |
0-30 |
0.6% |
81% |
False |
False |
255,603 |
| 40 |
144-17 |
136-24 |
7-25 |
5.4% |
0-30 |
0.7% |
84% |
False |
False |
320,687 |
| 60 |
144-17 |
136-16 |
8-01 |
5.6% |
0-30 |
0.7% |
84% |
False |
False |
350,342 |
| 80 |
145-06 |
136-16 |
8-22 |
6.1% |
0-29 |
0.6% |
78% |
False |
False |
326,992 |
| 100 |
145-06 |
136-16 |
8-22 |
6.1% |
0-28 |
0.6% |
78% |
False |
False |
262,084 |
| 120 |
145-16 |
136-16 |
9-00 |
6.3% |
0-27 |
0.6% |
75% |
False |
False |
218,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-30 |
|
2.618 |
145-24 |
|
1.618 |
145-01 |
|
1.000 |
144-19 |
|
0.618 |
144-10 |
|
HIGH |
143-28 |
|
0.618 |
143-19 |
|
0.500 |
143-17 |
|
0.382 |
143-14 |
|
LOW |
143-05 |
|
0.618 |
142-23 |
|
1.000 |
142-14 |
|
1.618 |
142-00 |
|
2.618 |
141-09 |
|
4.250 |
140-03 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-17 |
143-27 |
| PP |
143-14 |
143-21 |
| S1 |
143-12 |
143-15 |
|