ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 06-Nov-2018
Day Change Summary
Previous Current
05-Nov-2018 06-Nov-2018 Change Change % Previous Week
Open 137-05 137-17 0-12 0.3% 139-14
High 137-25 137-23 -0-02 0.0% 139-28
Low 137-04 137-04 0-00 0.0% 137-01
Close 137-18 137-14 -0-04 -0.1% 137-05
Range 0-21 0-19 -0-02 -9.5% 2-27
ATR 1-00 0-31 -0-01 -2.9% 0-00
Volume 290,451 250,577 -39,874 -13.7% 2,150,468
Daily Pivots for day following 06-Nov-2018
Classic Woodie Camarilla DeMark
R4 139-07 138-29 137-24
R3 138-20 138-10 137-19
R2 138-01 138-01 137-17
R1 137-23 137-23 137-16 137-19
PP 137-14 137-14 137-14 137-11
S1 137-04 137-04 137-12 136-31
S2 136-27 136-27 137-11
S3 136-08 136-17 137-09
S4 135-21 135-30 137-04
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
5 138-24 137-01 1-23 1.3% 0-29 0.7% 24% False False 361,862
10 139-28 137-01 2-27 2.1% 0-30 0.7% 14% False False 405,994
20 139-28 136-29 2-31 2.2% 0-30 0.7% 18% False False 424,910
40 142-22 136-16 6-06 4.5% 0-30 0.7% 15% False False 393,975
60 145-06 136-16 8-22 6.3% 0-28 0.6% 11% False False 324,518
80 145-06 136-16 8-22 6.3% 0-28 0.6% 11% False False 243,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 140-08
2.618 139-09
1.618 138-22
1.000 138-10
0.618 138-03
HIGH 137-23
0.618 137-16
0.500 137-14
0.382 137-11
LOW 137-04
0.618 136-24
1.000 136-17
1.618 136-05
2.618 135-18
4.250 134-19
Fisher Pivots for day following 06-Nov-2018
Pivot 1 day 3 day
R1 137-14 137-29
PP 137-14 137-24
S1 137-14 137-19

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

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