ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
144-00 |
0-23 |
0.5% |
144-08 |
| High |
143-31 |
144-22 |
0-23 |
0.5% |
144-17 |
| Low |
143-07 |
143-26 |
0-19 |
0.4% |
142-29 |
| Close |
143-25 |
144-15 |
0-22 |
0.5% |
143-09 |
| Range |
0-24 |
0-28 |
0-04 |
16.7% |
1-20 |
| ATR |
0-29 |
0-29 |
0-00 |
-0.1% |
0-00 |
| Volume |
6,250 |
2,117 |
-4,133 |
-66.1% |
8,160 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-30 |
146-19 |
144-30 |
|
| R3 |
146-02 |
145-23 |
144-23 |
|
| R2 |
145-06 |
145-06 |
144-20 |
|
| R1 |
144-27 |
144-27 |
144-18 |
145-01 |
| PP |
144-10 |
144-10 |
144-10 |
144-13 |
| S1 |
143-31 |
143-31 |
144-12 |
144-05 |
| S2 |
143-14 |
143-14 |
144-10 |
|
| S3 |
142-18 |
143-03 |
144-07 |
|
| S4 |
141-22 |
142-07 |
144-00 |
|
|
| 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 |
144-22 |
142-29 |
1-25 |
1.2% |
0-24 |
0.5% |
88% |
True |
False |
2,591 |
| 10 |
144-22 |
142-25 |
1-29 |
1.3% |
0-26 |
0.6% |
89% |
True |
False |
3,931 |
| 20 |
144-22 |
139-14 |
5-08 |
3.6% |
0-28 |
0.6% |
96% |
True |
False |
172,395 |
| 40 |
144-22 |
136-24 |
7-30 |
5.5% |
0-30 |
0.6% |
97% |
True |
False |
284,178 |
| 60 |
144-22 |
136-16 |
8-06 |
5.7% |
0-30 |
0.6% |
97% |
True |
False |
329,648 |
| 80 |
145-06 |
136-16 |
8-22 |
6.0% |
0-29 |
0.6% |
92% |
False |
False |
322,653 |
| 100 |
145-06 |
136-16 |
8-22 |
6.0% |
0-28 |
0.6% |
92% |
False |
False |
262,176 |
| 120 |
145-16 |
136-16 |
9-00 |
6.2% |
0-27 |
0.6% |
89% |
False |
False |
218,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-13 |
|
2.618 |
146-31 |
|
1.618 |
146-03 |
|
1.000 |
145-18 |
|
0.618 |
145-07 |
|
HIGH |
144-22 |
|
0.618 |
144-11 |
|
0.500 |
144-08 |
|
0.382 |
144-05 |
|
LOW |
143-26 |
|
0.618 |
143-09 |
|
1.000 |
142-30 |
|
1.618 |
142-13 |
|
2.618 |
141-17 |
|
4.250 |
140-03 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-13 |
144-08 |
| PP |
144-10 |
144-02 |
| S1 |
144-08 |
143-27 |
|