ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
142-25 |
142-25 |
0-00 |
0.0% |
140-04 |
| High |
142-25 |
144-13 |
1-20 |
1.1% |
140-31 |
| Low |
142-25 |
142-25 |
0-00 |
0.0% |
139-16 |
| Close |
142-25 |
143-25 |
1-00 |
0.7% |
140-17 |
| Range |
0-00 |
1-20 |
1-20 |
|
1-15 |
| ATR |
0-30 |
1-00 |
0-02 |
5.1% |
0-00 |
| Volume |
0 |
16,921 |
16,921 |
|
2,313,664 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-17 |
147-25 |
144-22 |
|
| R3 |
146-29 |
146-05 |
144-07 |
|
| R2 |
145-09 |
145-09 |
144-03 |
|
| R1 |
144-17 |
144-17 |
143-30 |
144-29 |
| PP |
143-21 |
143-21 |
143-21 |
143-27 |
| S1 |
142-29 |
142-29 |
143-20 |
143-09 |
| S2 |
142-01 |
142-01 |
143-15 |
|
| S3 |
140-13 |
141-09 |
143-11 |
|
| S4 |
138-25 |
139-21 |
142-28 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-24 |
144-03 |
141-11 |
|
| R3 |
143-09 |
142-20 |
140-30 |
|
| R2 |
141-26 |
141-26 |
140-26 |
|
| R1 |
141-05 |
141-05 |
140-21 |
141-16 |
| PP |
140-11 |
140-11 |
140-11 |
140-16 |
| S1 |
139-22 |
139-22 |
140-13 |
140-01 |
| S2 |
138-28 |
138-28 |
140-08 |
|
| S3 |
137-13 |
138-07 |
140-04 |
|
| S4 |
135-30 |
136-24 |
139-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-13 |
140-02 |
4-11 |
3.0% |
1-07 |
0.8% |
86% |
True |
False |
27,502 |
| 10 |
144-13 |
139-16 |
4-29 |
3.4% |
0-31 |
0.7% |
87% |
True |
False |
259,341 |
| 20 |
144-13 |
136-31 |
7-14 |
5.2% |
0-29 |
0.6% |
92% |
True |
False |
308,731 |
| 40 |
144-13 |
136-24 |
7-21 |
5.3% |
0-30 |
0.6% |
92% |
True |
False |
366,663 |
| 60 |
144-13 |
136-16 |
7-29 |
5.5% |
0-30 |
0.7% |
92% |
True |
False |
370,340 |
| 80 |
145-06 |
136-16 |
8-22 |
6.0% |
0-29 |
0.6% |
84% |
False |
False |
327,291 |
| 100 |
145-06 |
136-16 |
8-22 |
6.0% |
0-28 |
0.6% |
84% |
False |
False |
261,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-10 |
|
2.618 |
148-21 |
|
1.618 |
147-01 |
|
1.000 |
146-01 |
|
0.618 |
145-13 |
|
HIGH |
144-13 |
|
0.618 |
143-25 |
|
0.500 |
143-19 |
|
0.382 |
143-13 |
|
LOW |
142-25 |
|
0.618 |
141-25 |
|
1.000 |
141-05 |
|
1.618 |
140-05 |
|
2.618 |
138-17 |
|
4.250 |
135-28 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
143-23 |
143-16 |
| PP |
143-21 |
143-07 |
| S1 |
143-19 |
142-30 |
|