ECBOT 30 Year Treasury Bond Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 139-25 139-20 -0-05 -0.1% 138-00
High 139-30 140-09 0-11 0.2% 139-24
Low 139-00 139-19 0-19 0.4% 137-26
Close 139-25 140-01 0-08 0.2% 139-18
Range 0-30 0-22 -0-08 -26.7% 1-30
ATR 0-31 0-30 -0-01 -2.0% 0-00
Volume 335,815 476,455 140,640 41.9% 1,819,990
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 142-01 141-23 140-13
R3 141-11 141-01 140-07
R2 140-21 140-21 140-05
R1 140-11 140-11 140-03 140-16
PP 139-31 139-31 139-31 140-02
S1 139-21 139-21 139-31 139-26
S2 139-09 139-09 139-29
S3 138-19 138-31 139-27
S4 137-29 138-09 139-21
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 144-27 144-05 140-20
R3 142-29 142-07 140-03
R2 140-31 140-31 139-29
R1 140-09 140-09 139-24 140-20
PP 139-01 139-01 139-01 139-07
S1 138-11 138-11 139-12 138-22
S2 137-03 137-03 139-07
S3 135-05 136-13 139-01
S4 133-07 134-15 138-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-09 138-03 2-06 1.6% 0-31 0.7% 89% True False 430,105
10 140-09 136-24 3-17 2.5% 0-30 0.7% 93% True False 376,490
20 140-09 136-24 3-17 2.5% 0-30 0.7% 93% True False 391,242
40 141-04 136-16 4-20 3.3% 0-31 0.7% 76% False False 412,981
60 144-24 136-16 8-08 5.9% 0-29 0.7% 43% False False 376,196
80 145-06 136-16 8-22 6.2% 0-28 0.6% 41% False False 290,575
100 145-16 136-16 9-00 6.4% 0-27 0.6% 39% False False 232,474
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143-07
2.618 142-03
1.618 141-13
1.000 140-31
0.618 140-23
HIGH 140-09
0.618 140-01
0.500 139-30
0.382 139-27
LOW 139-19
0.618 139-05
1.000 138-29
1.618 138-15
2.618 137-25
4.250 136-22
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 140-00 139-27
PP 139-31 139-21
S1 139-30 139-16

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

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