ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
145-17 |
144-13 |
-1-04 |
-0.8% |
142-23 |
| High |
146-00 |
145-06 |
-0-26 |
-0.6% |
146-00 |
| Low |
144-09 |
144-11 |
0-02 |
0.0% |
142-20 |
| Close |
144-26 |
144-26 |
0-00 |
0.0% |
144-26 |
| Range |
1-23 |
0-27 |
-0-28 |
-50.9% |
3-12 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.4% |
0-00 |
| Volume |
559,770 |
288,902 |
-270,868 |
-48.4% |
1,852,928 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-10 |
146-29 |
145-09 |
|
| R3 |
146-15 |
146-02 |
145-01 |
|
| R2 |
145-20 |
145-20 |
144-31 |
|
| R1 |
145-07 |
145-07 |
144-28 |
145-13 |
| PP |
144-25 |
144-25 |
144-25 |
144-28 |
| S1 |
144-12 |
144-12 |
144-24 |
144-19 |
| S2 |
143-30 |
143-30 |
144-21 |
|
| S3 |
143-03 |
143-17 |
144-19 |
|
| S4 |
142-08 |
142-22 |
144-11 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-19 |
153-03 |
146-21 |
|
| R3 |
151-07 |
149-23 |
145-24 |
|
| R2 |
147-27 |
147-27 |
145-14 |
|
| R1 |
146-11 |
146-11 |
145-04 |
147-03 |
| PP |
144-15 |
144-15 |
144-15 |
144-28 |
| S1 |
142-31 |
142-31 |
144-16 |
143-23 |
| S2 |
141-03 |
141-03 |
144-06 |
|
| S3 |
137-23 |
139-19 |
143-28 |
|
| S4 |
134-11 |
136-07 |
142-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-00 |
142-20 |
3-12 |
2.3% |
1-07 |
0.8% |
65% |
False |
False |
370,585 |
| 10 |
146-00 |
142-10 |
3-22 |
2.5% |
1-00 |
0.7% |
68% |
False |
False |
365,616 |
| 20 |
146-00 |
138-28 |
7-04 |
4.9% |
1-00 |
0.7% |
83% |
False |
False |
361,460 |
| 40 |
146-00 |
136-05 |
9-27 |
6.8% |
0-30 |
0.6% |
88% |
False |
False |
186,033 |
| 60 |
146-00 |
135-30 |
10-02 |
6.9% |
0-29 |
0.6% |
88% |
False |
False |
124,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-25 |
|
2.618 |
147-13 |
|
1.618 |
146-18 |
|
1.000 |
146-01 |
|
0.618 |
145-23 |
|
HIGH |
145-06 |
|
0.618 |
144-28 |
|
0.500 |
144-25 |
|
0.382 |
144-21 |
|
LOW |
144-11 |
|
0.618 |
143-26 |
|
1.000 |
143-16 |
|
1.618 |
142-31 |
|
2.618 |
142-04 |
|
4.250 |
140-24 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-26 |
144-31 |
| PP |
144-25 |
144-29 |
| S1 |
144-25 |
144-28 |
|