ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-03 |
145-17 |
1-14 |
1.0% |
143-20 |
| High |
145-23 |
146-00 |
0-09 |
0.2% |
143-31 |
| Low |
143-29 |
144-09 |
0-12 |
0.3% |
142-10 |
| Close |
145-01 |
144-26 |
-0-07 |
-0.2% |
142-23 |
| Range |
1-26 |
1-23 |
-0-03 |
-5.2% |
1-21 |
| ATR |
1-00 |
1-01 |
0-02 |
5.3% |
0-00 |
| Volume |
420,892 |
559,770 |
138,878 |
33.0% |
1,803,234 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-06 |
149-07 |
145-24 |
|
| R3 |
148-15 |
147-16 |
145-09 |
|
| R2 |
146-24 |
146-24 |
145-04 |
|
| R1 |
145-25 |
145-25 |
144-31 |
145-13 |
| PP |
145-01 |
145-01 |
145-01 |
144-27 |
| S1 |
144-02 |
144-02 |
144-21 |
143-22 |
| S2 |
143-10 |
143-10 |
144-16 |
|
| S3 |
141-19 |
142-11 |
144-11 |
|
| S4 |
139-28 |
140-20 |
143-28 |
|
|
| 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 |
146-00 |
142-11 |
3-21 |
2.5% |
1-07 |
0.8% |
68% |
True |
False |
368,194 |
| 10 |
146-00 |
142-10 |
3-22 |
2.5% |
1-01 |
0.7% |
68% |
True |
False |
386,020 |
| 20 |
146-00 |
138-28 |
7-04 |
4.9% |
1-00 |
0.7% |
83% |
True |
False |
348,733 |
| 40 |
146-00 |
136-05 |
9-27 |
6.8% |
0-30 |
0.6% |
88% |
True |
False |
178,832 |
| 60 |
146-00 |
135-30 |
10-02 |
6.9% |
0-29 |
0.6% |
88% |
True |
False |
119,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-10 |
|
2.618 |
150-16 |
|
1.618 |
148-25 |
|
1.000 |
147-23 |
|
0.618 |
147-02 |
|
HIGH |
146-00 |
|
0.618 |
145-11 |
|
0.500 |
145-05 |
|
0.382 |
144-30 |
|
LOW |
144-09 |
|
0.618 |
143-07 |
|
1.000 |
142-18 |
|
1.618 |
141-16 |
|
2.618 |
139-25 |
|
4.250 |
136-31 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-05 |
144-24 |
| PP |
145-01 |
144-21 |
| S1 |
144-30 |
144-19 |
|