ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 138-23 137-05 -1-18 -1.1% 139-14
High 138-24 137-25 -0-31 -0.7% 139-28
Low 137-01 137-04 0-03 0.1% 137-01
Close 137-05 137-18 0-13 0.3% 137-05
Range 1-23 0-21 -1-02 -61.8% 2-27
ATR 1-01 1-00 -0-01 -2.5% 0-00
Volume 495,266 290,451 -204,815 -41.4% 2,150,468
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 139-15 139-05 137-30
R3 138-26 138-16 137-24
R2 138-05 138-05 137-22
R1 137-27 137-27 137-20 138-00
PP 137-16 137-16 137-16 137-18
S1 137-06 137-06 137-16 137-11
S2 136-27 136-27 137-14
S3 136-06 136-17 137-12
S4 135-17 135-28 137-06
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 146-18 144-22 138-23
R3 143-23 141-27 137-30
R2 140-28 140-28 137-22
R1 139-00 139-00 137-13 138-17
PP 138-01 138-01 138-01 137-25
S1 136-05 136-05 136-29 135-22
S2 135-06 135-06 136-20
S3 132-11 133-10 136-12
S4 129-16 130-15 135-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-12 137-01 2-11 1.7% 0-30 0.7% 23% False False 399,094
10 139-28 137-01 2-27 2.1% 1-01 0.7% 19% False False 438,022
20 139-28 136-16 3-12 2.5% 0-31 0.7% 31% False False 435,177
40 142-27 136-16 6-11 4.6% 0-30 0.7% 17% False False 394,737
60 145-06 136-16 8-22 6.3% 0-28 0.6% 12% False False 320,378
80 145-06 136-16 8-22 6.3% 0-28 0.6% 12% False False 240,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 140-18
2.618 139-16
1.618 138-27
1.000 138-14
0.618 138-06
HIGH 137-25
0.618 137-17
0.500 137-15
0.382 137-12
LOW 137-04
0.618 136-23
1.000 136-15
1.618 136-02
2.618 135-13
4.250 134-11
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 137-17 137-29
PP 137-16 137-25
S1 137-15 137-22

These figures are updated between 7pm and 10pm EST after a trading day.

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