ECBOT 30 Year Treasury Bond Future December 2018
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-00 |
144-22 |
0-22 |
0.5% |
144-08 |
| High |
144-22 |
145-02 |
0-12 |
0.3% |
144-17 |
| Low |
143-26 |
144-18 |
0-24 |
0.5% |
142-29 |
| Close |
144-15 |
144-29 |
0-14 |
0.3% |
143-09 |
| Range |
0-28 |
0-16 |
-0-12 |
-42.9% |
1-20 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.5% |
0-00 |
| Volume |
2,117 |
188 |
-1,929 |
-91.1% |
8,160 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-11 |
146-04 |
145-06 |
|
| R3 |
145-27 |
145-20 |
145-01 |
|
| R2 |
145-11 |
145-11 |
145-00 |
|
| R1 |
145-04 |
145-04 |
144-30 |
145-08 |
| PP |
144-27 |
144-27 |
144-27 |
144-29 |
| S1 |
144-20 |
144-20 |
144-28 |
144-24 |
| S2 |
144-11 |
144-11 |
144-26 |
|
| S3 |
143-27 |
144-04 |
144-25 |
|
| S4 |
143-11 |
143-20 |
144-20 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-14 |
147-16 |
144-06 |
|
| R3 |
146-26 |
145-28 |
143-23 |
|
| R2 |
145-06 |
145-06 |
143-19 |
|
| R1 |
144-08 |
144-08 |
143-14 |
143-29 |
| PP |
143-18 |
143-18 |
143-18 |
143-13 |
| S1 |
142-20 |
142-20 |
143-04 |
142-09 |
| S2 |
141-30 |
141-30 |
142-31 |
|
| S3 |
140-10 |
141-00 |
142-27 |
|
| S4 |
138-22 |
139-12 |
142-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-02 |
142-29 |
2-05 |
1.5% |
0-22 |
0.5% |
93% |
True |
False |
2,019 |
| 10 |
145-02 |
142-25 |
2-09 |
1.6% |
0-28 |
0.6% |
93% |
True |
False |
3,950 |
| 20 |
145-02 |
139-14 |
5-20 |
3.9% |
0-28 |
0.6% |
97% |
True |
False |
148,581 |
| 40 |
145-02 |
136-24 |
8-10 |
5.7% |
0-29 |
0.6% |
98% |
True |
False |
269,911 |
| 60 |
145-02 |
136-16 |
8-18 |
5.9% |
0-30 |
0.6% |
98% |
True |
False |
324,848 |
| 80 |
145-02 |
136-16 |
8-18 |
5.9% |
0-29 |
0.6% |
98% |
True |
False |
319,292 |
| 100 |
145-06 |
136-16 |
8-22 |
6.0% |
0-28 |
0.6% |
97% |
False |
False |
262,176 |
| 120 |
145-16 |
136-16 |
9-00 |
6.2% |
0-27 |
0.6% |
93% |
False |
False |
218,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-06 |
|
2.618 |
146-12 |
|
1.618 |
145-28 |
|
1.000 |
145-18 |
|
0.618 |
145-12 |
|
HIGH |
145-02 |
|
0.618 |
144-28 |
|
0.500 |
144-26 |
|
0.382 |
144-24 |
|
LOW |
144-18 |
|
0.618 |
144-08 |
|
1.000 |
144-02 |
|
1.618 |
143-24 |
|
2.618 |
143-08 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
144-28 |
144-21 |
| PP |
144-27 |
144-13 |
| S1 |
144-26 |
144-05 |
|