ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
140-04 |
139-31 |
-0-05 |
-0.1% |
139-25 |
| High |
140-05 |
140-05 |
0-00 |
0.0% |
140-17 |
| Low |
139-20 |
139-21 |
0-01 |
0.0% |
139-00 |
| Close |
139-25 |
139-29 |
0-04 |
0.1% |
140-00 |
| Range |
0-17 |
0-16 |
-0-01 |
-5.9% |
1-17 |
| ATR |
0-28 |
0-27 |
-0-01 |
-3.1% |
0-00 |
| Volume |
661,788 |
695,313 |
33,525 |
5.1% |
1,388,043 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-13 |
141-05 |
140-06 |
|
| R3 |
140-29 |
140-21 |
140-01 |
|
| R2 |
140-13 |
140-13 |
140-00 |
|
| R1 |
140-05 |
140-05 |
139-30 |
140-01 |
| PP |
139-29 |
139-29 |
139-29 |
139-27 |
| S1 |
139-21 |
139-21 |
139-28 |
139-17 |
| S2 |
139-13 |
139-13 |
139-26 |
|
| S3 |
138-29 |
139-05 |
139-25 |
|
| S4 |
138-13 |
138-21 |
139-20 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-14 |
143-24 |
140-27 |
|
| R3 |
142-29 |
142-07 |
140-13 |
|
| R2 |
141-12 |
141-12 |
140-09 |
|
| R1 |
140-22 |
140-22 |
140-04 |
141-01 |
| PP |
139-27 |
139-27 |
139-27 |
140-01 |
| S1 |
139-05 |
139-05 |
139-28 |
139-16 |
| S2 |
138-10 |
138-10 |
139-23 |
|
| S3 |
136-25 |
137-20 |
139-19 |
|
| S4 |
135-08 |
136-03 |
139-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-17 |
139-14 |
1-03 |
0.8% |
0-20 |
0.4% |
43% |
False |
False |
481,865 |
| 10 |
140-17 |
138-03 |
2-14 |
1.7% |
0-25 |
0.6% |
74% |
False |
False |
446,171 |
| 20 |
140-17 |
136-24 |
3-25 |
2.7% |
0-27 |
0.6% |
83% |
False |
False |
397,191 |
| 40 |
140-23 |
136-16 |
4-07 |
3.0% |
0-31 |
0.7% |
81% |
False |
False |
427,027 |
| 60 |
144-06 |
136-16 |
7-22 |
5.5% |
0-29 |
0.6% |
44% |
False |
False |
387,507 |
| 80 |
145-06 |
136-16 |
8-22 |
6.2% |
0-28 |
0.6% |
39% |
False |
False |
314,698 |
| 100 |
145-06 |
136-16 |
8-22 |
6.2% |
0-27 |
0.6% |
39% |
False |
False |
251,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-09 |
|
2.618 |
141-15 |
|
1.618 |
140-31 |
|
1.000 |
140-21 |
|
0.618 |
140-15 |
|
HIGH |
140-05 |
|
0.618 |
139-31 |
|
0.500 |
139-29 |
|
0.382 |
139-27 |
|
LOW |
139-21 |
|
0.618 |
139-11 |
|
1.000 |
139-05 |
|
1.618 |
138-27 |
|
2.618 |
138-11 |
|
4.250 |
137-17 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
139-29 |
140-03 |
| PP |
139-29 |
140-01 |
| S1 |
139-29 |
139-31 |
|