ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
136-30 |
137-22 |
0-24 |
0.5% |
140-09 |
| High |
137-26 |
138-08 |
0-14 |
0.3% |
140-23 |
| Low |
136-16 |
136-29 |
0-13 |
0.3% |
136-26 |
| Close |
137-23 |
137-08 |
-0-15 |
-0.3% |
137-09 |
| Range |
1-10 |
1-11 |
0-01 |
2.4% |
3-29 |
| ATR |
0-31 |
1-00 |
0-01 |
2.6% |
0-00 |
| Volume |
455,916 |
545,642 |
89,726 |
19.7% |
2,642,539 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-16 |
140-23 |
138-00 |
|
| R3 |
140-05 |
139-12 |
137-20 |
|
| R2 |
138-26 |
138-26 |
137-16 |
|
| R1 |
138-01 |
138-01 |
137-12 |
137-24 |
| PP |
137-15 |
137-15 |
137-15 |
137-11 |
| S1 |
136-22 |
136-22 |
137-04 |
136-13 |
| S2 |
136-04 |
136-04 |
137-00 |
|
| S3 |
134-25 |
135-11 |
136-28 |
|
| S4 |
133-14 |
134-00 |
136-16 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-00 |
147-17 |
139-14 |
|
| R3 |
146-03 |
143-20 |
138-11 |
|
| R2 |
142-06 |
142-06 |
138-00 |
|
| R1 |
139-23 |
139-23 |
137-20 |
139-00 |
| PP |
138-09 |
138-09 |
138-09 |
137-29 |
| S1 |
135-26 |
135-26 |
136-30 |
135-03 |
| S2 |
134-12 |
134-12 |
136-18 |
|
| S3 |
130-15 |
131-29 |
136-07 |
|
| S4 |
126-18 |
128-00 |
135-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-09 |
136-16 |
1-25 |
1.3% |
1-05 |
0.8% |
42% |
False |
False |
475,452 |
| 10 |
141-04 |
136-16 |
4-20 |
3.4% |
1-04 |
0.8% |
16% |
False |
False |
448,083 |
| 20 |
142-22 |
136-16 |
6-06 |
4.5% |
0-31 |
0.7% |
12% |
False |
False |
377,694 |
| 40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
9% |
False |
False |
287,919 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
9% |
False |
False |
192,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-31 |
|
2.618 |
141-25 |
|
1.618 |
140-14 |
|
1.000 |
139-19 |
|
0.618 |
139-03 |
|
HIGH |
138-08 |
|
0.618 |
137-24 |
|
0.500 |
137-19 |
|
0.382 |
137-13 |
|
LOW |
136-29 |
|
0.618 |
136-02 |
|
1.000 |
135-18 |
|
1.618 |
134-23 |
|
2.618 |
133-12 |
|
4.250 |
131-06 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
137-19 |
137-12 |
| PP |
137-15 |
137-11 |
| S1 |
137-12 |
137-09 |
|