ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
144-03 |
0-26 |
0.6% |
143-20 |
| High |
144-03 |
145-23 |
1-20 |
1.1% |
143-31 |
| Low |
143-06 |
143-29 |
0-23 |
0.5% |
142-10 |
| Close |
143-28 |
145-01 |
1-05 |
0.8% |
142-23 |
| Range |
0-29 |
1-26 |
0-29 |
100.0% |
1-21 |
| ATR |
0-30 |
1-00 |
0-02 |
7.1% |
0-00 |
| Volume |
313,475 |
420,892 |
107,417 |
34.3% |
1,803,234 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-10 |
149-16 |
146-01 |
|
| R3 |
148-16 |
147-22 |
145-17 |
|
| R2 |
146-22 |
146-22 |
145-12 |
|
| R1 |
145-28 |
145-28 |
145-06 |
146-09 |
| PP |
144-28 |
144-28 |
144-28 |
145-03 |
| S1 |
144-02 |
144-02 |
144-28 |
144-15 |
| S2 |
143-02 |
143-02 |
144-22 |
|
| S3 |
141-08 |
142-08 |
144-17 |
|
| S4 |
139-14 |
140-14 |
144-01 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-31 |
147-00 |
143-20 |
|
| R3 |
146-10 |
145-11 |
143-06 |
|
| R2 |
144-21 |
144-21 |
143-01 |
|
| R1 |
143-22 |
143-22 |
142-28 |
143-11 |
| PP |
143-00 |
143-00 |
143-00 |
142-27 |
| S1 |
142-01 |
142-01 |
142-18 |
141-22 |
| S2 |
141-11 |
141-11 |
142-13 |
|
| S3 |
139-22 |
140-12 |
142-08 |
|
| S4 |
138-01 |
138-23 |
141-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-23 |
142-10 |
3-13 |
2.3% |
1-00 |
0.7% |
80% |
True |
False |
323,881 |
| 10 |
145-23 |
142-04 |
3-19 |
2.5% |
1-01 |
0.7% |
81% |
True |
False |
400,478 |
| 20 |
145-23 |
138-26 |
6-29 |
4.8% |
0-30 |
0.7% |
90% |
True |
False |
324,340 |
| 40 |
145-23 |
136-05 |
9-18 |
6.6% |
0-29 |
0.6% |
93% |
True |
False |
164,846 |
| 60 |
145-23 |
135-30 |
9-25 |
6.7% |
0-28 |
0.6% |
93% |
True |
False |
109,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-14 |
|
2.618 |
150-15 |
|
1.618 |
148-21 |
|
1.000 |
147-17 |
|
0.618 |
146-27 |
|
HIGH |
145-23 |
|
0.618 |
145-01 |
|
0.500 |
144-26 |
|
0.382 |
144-19 |
|
LOW |
143-29 |
|
0.618 |
142-25 |
|
1.000 |
142-03 |
|
1.618 |
140-31 |
|
2.618 |
139-05 |
|
4.250 |
136-07 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-31 |
144-24 |
| PP |
144-28 |
144-15 |
| S1 |
144-26 |
144-06 |
|