ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
144-08 |
0-28 |
0.6% |
140-11 |
| High |
144-01 |
144-17 |
0-16 |
0.3% |
144-13 |
| Low |
142-31 |
143-25 |
0-26 |
0.6% |
140-02 |
| Close |
143-30 |
144-02 |
0-04 |
0.1% |
143-30 |
| Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
4-11 |
| ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
| Volume |
5,865 |
1,967 |
-3,898 |
-66.5% |
65,481 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
145-31 |
144-15 |
|
| R3 |
145-20 |
145-07 |
144-09 |
|
| R2 |
144-28 |
144-28 |
144-06 |
|
| R1 |
144-15 |
144-15 |
144-04 |
144-10 |
| PP |
144-04 |
144-04 |
144-04 |
144-01 |
| S1 |
143-23 |
143-23 |
144-00 |
143-18 |
| S2 |
143-12 |
143-12 |
143-30 |
|
| S3 |
142-20 |
142-31 |
143-27 |
|
| S4 |
141-28 |
142-07 |
143-21 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-27 |
154-07 |
146-10 |
|
| R3 |
151-16 |
149-28 |
145-04 |
|
| R2 |
147-05 |
147-05 |
144-23 |
|
| R1 |
145-17 |
145-17 |
144-11 |
146-11 |
| PP |
142-26 |
142-26 |
142-26 |
143-07 |
| S1 |
141-06 |
141-06 |
143-17 |
142-00 |
| S2 |
138-15 |
138-15 |
143-05 |
|
| S3 |
134-04 |
136-27 |
142-24 |
|
| S4 |
129-25 |
132-16 |
141-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-17 |
141-15 |
3-02 |
2.1% |
1-04 |
0.8% |
85% |
True |
False |
4,950 |
| 10 |
144-17 |
139-16 |
5-01 |
3.5% |
1-00 |
0.7% |
91% |
True |
False |
171,932 |
| 20 |
144-17 |
137-26 |
6-23 |
4.7% |
0-29 |
0.6% |
93% |
True |
False |
279,457 |
| 40 |
144-17 |
136-24 |
7-25 |
5.4% |
0-29 |
0.6% |
94% |
True |
False |
335,562 |
| 60 |
144-17 |
136-16 |
8-01 |
5.6% |
0-30 |
0.7% |
94% |
True |
False |
360,040 |
| 80 |
145-06 |
136-16 |
8-22 |
6.0% |
0-29 |
0.6% |
87% |
False |
False |
327,185 |
| 100 |
145-06 |
136-16 |
8-22 |
6.0% |
0-28 |
0.6% |
87% |
False |
False |
262,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-23 |
|
2.618 |
146-16 |
|
1.618 |
145-24 |
|
1.000 |
145-09 |
|
0.618 |
145-00 |
|
HIGH |
144-17 |
|
0.618 |
144-08 |
|
0.500 |
144-05 |
|
0.382 |
144-02 |
|
LOW |
143-25 |
|
0.618 |
143-10 |
|
1.000 |
143-01 |
|
1.618 |
142-18 |
|
2.618 |
141-26 |
|
4.250 |
140-19 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-05 |
143-30 |
| PP |
144-04 |
143-25 |
| S1 |
144-03 |
143-21 |
|