ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 12-Nov-2018
Day Change Summary
Previous Current
09-Nov-2018 12-Nov-2018 Change Change % Previous Week
Open 137-00 138-00 1-00 0.7% 137-05
High 138-03 138-21 0-18 0.4% 138-03
Low 137-00 137-26 0-26 0.6% 136-24
Close 137-29 138-15 0-18 0.4% 137-29
Range 1-03 0-27 -0-08 -22.9% 1-11
ATR 0-31 0-31 0-00 -1.0% 0-00
Volume 317,187 103,422 -213,765 -67.4% 1,673,671
Daily Pivots for day following 12-Nov-2018
Classic Woodie Camarilla DeMark
R4 140-27 140-16 138-30
R3 140-00 139-21 138-22
R2 139-05 139-05 138-20
R1 138-26 138-26 138-17 139-00
PP 138-10 138-10 138-10 138-13
S1 137-31 137-31 138-13 138-05
S2 137-15 137-15 138-10
S3 136-20 137-04 138-08
S4 135-25 136-09 138-00
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 141-20 141-03 138-21
R3 140-09 139-24 138-09
R2 138-30 138-30 138-05
R1 138-13 138-13 138-01 138-22
PP 137-19 137-19 137-19 137-23
S1 137-02 137-02 137-25 137-11
S2 136-08 136-08 137-21
S3 134-29 135-23 137-17
S4 133-18 134-12 137-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-21 136-24 1-29 1.4% 0-29 0.7% 90% True False 297,328
10 139-12 136-24 2-20 1.9% 0-30 0.7% 65% False False 348,211
20 139-28 136-24 3-04 2.3% 0-30 0.7% 55% False False 382,198
40 141-31 136-16 5-15 3.9% 0-31 0.7% 36% False False 397,472
60 145-06 136-16 8-22 6.3% 0-29 0.6% 23% False False 344,745
80 145-06 136-16 8-22 6.3% 0-28 0.6% 23% False False 258,976
100 145-16 136-16 9-00 6.5% 0-26 0.6% 22% False False 207,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-08
2.618 140-28
1.618 140-01
1.000 139-16
0.618 139-06
HIGH 138-21
0.618 138-11
0.500 138-08
0.382 138-04
LOW 137-26
0.618 137-09
1.000 136-31
1.618 136-14
2.618 135-19
4.250 134-07
Fisher Pivots for day following 12-Nov-2018
Pivot 1 day 3 day
R1 138-13 138-08
PP 138-10 138-01
S1 138-08 137-26

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

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