ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
139-27 |
140-08 |
0-13 |
0.3% |
140-14 |
| High |
140-23 |
140-16 |
-0-07 |
-0.2% |
141-04 |
| Low |
139-27 |
138-03 |
-1-24 |
-1.3% |
139-17 |
| Close |
140-16 |
138-16 |
-2-00 |
-1.4% |
140-16 |
| Range |
0-28 |
2-13 |
1-17 |
175.0% |
1-19 |
| ATR |
0-26 |
0-30 |
0-04 |
14.0% |
0-00 |
| Volume |
392,748 |
660,735 |
267,987 |
68.2% |
1,590,953 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-08 |
144-25 |
139-26 |
|
| R3 |
143-27 |
142-12 |
139-05 |
|
| R2 |
141-14 |
141-14 |
138-30 |
|
| R1 |
139-31 |
139-31 |
138-23 |
139-16 |
| PP |
139-01 |
139-01 |
139-01 |
138-26 |
| S1 |
137-18 |
137-18 |
138-09 |
137-03 |
| S2 |
136-20 |
136-20 |
138-02 |
|
| S3 |
134-07 |
135-05 |
137-27 |
|
| S4 |
131-26 |
132-24 |
137-06 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-14 |
141-12 |
|
| R3 |
143-18 |
142-27 |
140-30 |
|
| R2 |
141-31 |
141-31 |
140-25 |
|
| R1 |
141-08 |
141-08 |
140-21 |
141-19 |
| PP |
140-12 |
140-12 |
140-12 |
140-18 |
| S1 |
139-21 |
139-21 |
140-11 |
140-01 |
| S2 |
138-25 |
138-25 |
140-07 |
|
| S3 |
137-06 |
138-02 |
140-02 |
|
| S4 |
135-19 |
136-15 |
139-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-04 |
138-03 |
3-01 |
2.2% |
1-04 |
0.8% |
13% |
False |
True |
420,714 |
| 10 |
141-04 |
138-03 |
3-01 |
2.2% |
0-29 |
0.6% |
13% |
False |
True |
353,037 |
| 20 |
143-25 |
138-03 |
5-22 |
4.1% |
0-28 |
0.6% |
7% |
False |
True |
327,741 |
| 40 |
145-06 |
138-03 |
7-03 |
5.1% |
0-26 |
0.6% |
6% |
False |
True |
228,670 |
| 60 |
145-06 |
138-03 |
7-03 |
5.1% |
0-26 |
0.6% |
6% |
False |
True |
152,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-23 |
|
2.618 |
146-26 |
|
1.618 |
144-13 |
|
1.000 |
142-29 |
|
0.618 |
142-00 |
|
HIGH |
140-16 |
|
0.618 |
139-19 |
|
0.500 |
139-10 |
|
0.382 |
139-00 |
|
LOW |
138-03 |
|
0.618 |
136-19 |
|
1.000 |
135-22 |
|
1.618 |
134-06 |
|
2.618 |
131-25 |
|
4.250 |
127-28 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
139-10 |
139-13 |
| PP |
139-01 |
139-03 |
| S1 |
138-25 |
138-26 |
|