ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 138-16 138-20 0-04 0.1% 137-05
High 138-23 139-10 0-19 0.4% 138-03
Low 138-03 138-03 0-00 0.0% 136-24
Close 138-19 138-28 0-09 0.2% 137-29
Range 0-20 1-07 0-19 95.0% 1-11
ATR 0-30 0-31 0-01 2.1% 0-00
Volume 378,312 470,654 92,342 24.4% 1,673,671
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 142-13 141-28 139-17
R3 141-06 140-21 139-07
R2 139-31 139-31 139-03
R1 139-14 139-14 139-00 139-22
PP 138-24 138-24 138-24 138-29
S1 138-07 138-07 138-24 138-16
S2 137-17 137-17 138-21
S3 136-10 137-00 138-17
S4 135-03 135-25 138-07
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
5 139-10 136-31 2-11 1.7% 0-28 0.6% 81% True False 309,142
10 139-10 136-24 2-18 1.8% 0-31 0.7% 83% True False 349,474
20 139-28 136-24 3-04 2.3% 0-30 0.7% 68% False False 392,972
40 141-04 136-16 4-20 3.3% 0-30 0.7% 51% False False 398,631
60 145-06 136-16 8-22 6.3% 0-29 0.6% 27% False False 358,291
80 145-06 136-16 8-22 6.3% 0-28 0.6% 27% False False 269,588
100 145-16 136-16 9-00 6.5% 0-27 0.6% 26% False False 215,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 144-16
2.618 142-16
1.618 141-09
1.000 140-17
0.618 140-02
HIGH 139-10
0.618 138-27
0.500 138-23
0.382 138-18
LOW 138-03
0.618 137-11
1.000 136-28
1.618 136-04
2.618 134-29
4.250 132-29
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 138-26 138-25
PP 138-24 138-21
S1 138-23 138-18

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

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