ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
143-09 |
0-00 |
0.0% |
144-08 |
| High |
143-18 |
143-23 |
0-05 |
0.1% |
144-17 |
| Low |
142-29 |
143-00 |
0-03 |
0.1% |
142-29 |
| Close |
143-01 |
143-09 |
0-08 |
0.2% |
143-09 |
| Range |
0-21 |
0-23 |
0-02 |
9.5% |
1-20 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,053 |
490 |
-563 |
-53.5% |
8,160 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-16 |
145-03 |
143-22 |
|
| R3 |
144-25 |
144-12 |
143-15 |
|
| R2 |
144-02 |
144-02 |
143-13 |
|
| R1 |
143-21 |
143-21 |
143-11 |
143-21 |
| PP |
143-11 |
143-11 |
143-11 |
143-10 |
| S1 |
142-30 |
142-30 |
143-07 |
142-30 |
| S2 |
142-20 |
142-20 |
143-05 |
|
| S3 |
141-29 |
142-07 |
143-03 |
|
| S4 |
141-06 |
141-16 |
142-28 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-14 |
147-16 |
144-06 |
|
| R3 |
146-26 |
145-28 |
143-23 |
|
| R2 |
145-06 |
145-06 |
143-19 |
|
| R1 |
144-08 |
144-08 |
143-14 |
143-29 |
| PP |
143-18 |
143-18 |
143-18 |
143-13 |
| S1 |
142-20 |
142-20 |
143-04 |
142-09 |
| S2 |
141-30 |
141-30 |
142-31 |
|
| S3 |
140-10 |
141-00 |
142-27 |
|
| S4 |
138-22 |
139-12 |
142-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-17 |
142-29 |
1-20 |
1.1% |
0-25 |
0.5% |
23% |
False |
False |
1,632 |
| 10 |
144-17 |
140-02 |
4-15 |
3.1% |
1-01 |
0.7% |
72% |
False |
False |
7,364 |
| 20 |
144-17 |
138-22 |
5-27 |
4.1% |
0-28 |
0.6% |
79% |
False |
False |
208,786 |
| 40 |
144-17 |
136-24 |
7-25 |
5.4% |
0-29 |
0.6% |
84% |
False |
False |
301,066 |
| 60 |
144-17 |
136-16 |
8-01 |
5.6% |
0-30 |
0.6% |
84% |
False |
False |
337,480 |
| 80 |
145-06 |
136-16 |
8-22 |
6.1% |
0-29 |
0.6% |
78% |
False |
False |
326,094 |
| 100 |
145-06 |
136-16 |
8-22 |
6.1% |
0-28 |
0.6% |
78% |
False |
False |
262,096 |
| 120 |
145-16 |
136-16 |
9-00 |
6.3% |
0-27 |
0.6% |
75% |
False |
False |
218,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-25 |
|
2.618 |
145-19 |
|
1.618 |
144-28 |
|
1.000 |
144-14 |
|
0.618 |
144-05 |
|
HIGH |
143-23 |
|
0.618 |
143-14 |
|
0.500 |
143-12 |
|
0.382 |
143-09 |
|
LOW |
143-00 |
|
0.618 |
142-18 |
|
1.000 |
142-09 |
|
1.618 |
141-27 |
|
2.618 |
141-04 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-12 |
143-13 |
| PP |
143-11 |
143-11 |
| S1 |
143-10 |
143-10 |
|