ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
137-22 |
138-06 |
0-16 |
0.4% |
140-09 |
| High |
138-08 |
138-31 |
0-23 |
0.5% |
140-23 |
| Low |
136-29 |
137-23 |
0-26 |
0.6% |
136-26 |
| Close |
137-08 |
138-27 |
1-19 |
1.2% |
137-09 |
| Range |
1-11 |
1-08 |
-0-03 |
-7.0% |
3-29 |
| ATR |
1-00 |
1-02 |
0-02 |
5.0% |
0-00 |
| Volume |
545,642 |
782,198 |
236,556 |
43.4% |
2,642,539 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
141-26 |
139-17 |
|
| R3 |
141-00 |
140-18 |
139-06 |
|
| R2 |
139-24 |
139-24 |
139-02 |
|
| R1 |
139-10 |
139-10 |
138-31 |
139-17 |
| PP |
138-16 |
138-16 |
138-16 |
138-20 |
| S1 |
138-02 |
138-02 |
138-23 |
138-09 |
| S2 |
137-08 |
137-08 |
138-20 |
|
| S3 |
136-00 |
136-26 |
138-16 |
|
| S4 |
134-24 |
135-18 |
138-05 |
|
|
| 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 |
138-31 |
136-16 |
2-15 |
1.8% |
1-06 |
0.9% |
95% |
True |
False |
491,468 |
| 10 |
141-04 |
136-16 |
4-20 |
3.3% |
1-05 |
0.8% |
51% |
False |
False |
496,227 |
| 20 |
142-09 |
136-16 |
5-25 |
4.2% |
1-00 |
0.7% |
41% |
False |
False |
401,068 |
| 40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
27% |
False |
False |
307,151 |
| 60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-28 |
0.6% |
27% |
False |
False |
205,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-09 |
|
2.618 |
142-08 |
|
1.618 |
141-00 |
|
1.000 |
140-07 |
|
0.618 |
139-24 |
|
HIGH |
138-31 |
|
0.618 |
138-16 |
|
0.500 |
138-11 |
|
0.382 |
138-06 |
|
LOW |
137-23 |
|
0.618 |
136-30 |
|
1.000 |
136-15 |
|
1.618 |
135-22 |
|
2.618 |
134-14 |
|
4.250 |
132-13 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
138-22 |
138-15 |
| PP |
138-16 |
138-03 |
| S1 |
138-11 |
137-24 |
|