ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	138-02	137-11	-0-23	-0.5%	137-09
High	138-02	138-00	-0-02	0.0%	139-03
Low	137-13	137-05	-0-08	-0.2%	137-01
Close	137-16	137-26	0-10	0.2%	138-26
Range	0-21	0-27	0-06	28.6%	2-02
ATR	0-30	0-29	0-00	-0.6%	0-00
Volume	1,077	1,952	875	81.2%	1,789

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	140-06	139-27	138-09
R3	139-11	139-00	138-01
R2	138-16	138-16	137-31
R1	138-05	138-05	137-28	138-10
PP	137-21	137-21	137-21	137-24
S1	137-10	137-10	137-24	137-16
S2	136-26	136-26	137-21
S3	135-31	136-15	137-19
S4	135-04	135-20	137-11

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	144-16	143-23	139-30
R3	142-14	141-21	139-12
R2	140-12	140-12	139-06
R1	139-19	139-19	139-00	140-00
PP	138-10	138-10	138-10	138-16
S1	137-17	137-17	138-20	137-30
S2	136-08	136-08	138-14
S3	134-06	135-15	138-08
S4	132-04	133-13	137-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-06	137-05	2-01	1.5%	0-25	0.6%	32%	False	True	1,144
10	139-06	136-30	2-08	1.6%	0-26	0.6%	39%	False	False	718
20	139-06	135-30	3-08	2.4%	0-27	0.6%	58%	False	False	385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141-19
2.618	140-07
1.618	139-12
1.000	138-27
0.618	138-17
HIGH	138-00
0.618	137-22
0.500	137-19
0.382	137-15
LOW	137-05
0.618	136-20
1.000	136-10
1.618	135-25
2.618	134-30
4.250	133-18

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	137-24	137-30
PP	137-21	137-29
S1	137-19	137-27

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols