ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 04-Jan-2019

Day Change Summary
	Previous	Current
	03-Jan-2019	04-Jan-2019	Change	Change %	Previous Week
Open	147-18	148-16	0-30	0.6%	145-21
High	148-25	148-27	0-02	0.0%	148-27
Low	146-29	146-19	-0-10	-0.2%	145-07
Close	148-21	146-28	-1-25	-1.2%	146-28
Range	1-28	2-08	0-12	20.0%	3-20
ATR	1-07	1-09	0-02	6.0%	0-00
Volume	479,904	403,897	-76,007	-15.8%	1,458,761

Daily Pivots for day following 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	154-06	152-25	148-04
R3	151-30	150-17	147-16
R2	149-22	149-22	147-09
R1	148-09	148-09	147-03	147-28
PP	147-14	147-14	147-14	147-07
S1	146-01	146-01	146-21	145-20
S2	145-06	145-06	146-15
S3	142-30	143-25	146-08
S4	140-22	141-17	145-20

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	157-27	156-00	148-28
R3	154-07	152-12	147-28
R2	150-19	150-19	147-17
R1	148-24	148-24	147-07	149-22
PP	146-31	146-31	146-31	147-14
S1	145-04	145-04	146-17	146-02
S2	143-11	143-11	146-07
S3	139-23	141-16	145-28
S4	136-03	137-28	144-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-27	144-26	4-01	2.7%	1-20	1.1%	51%	True	False	343,981
10	148-27	144-09	4-18	3.1%	1-16	1.0%	57%	True	False	314,776
20	148-27	142-04	6-23	4.6%	1-08	0.9%	71%	True	False	357,627
40	148-27	136-05	12-22	8.6%	1-02	0.7%	84%	True	False	243,280
60	148-27	136-05	12-22	8.6%	1-00	0.7%	84%	True	False	162,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	158-13
2.618	154-23
1.618	152-15
1.000	151-03
0.618	150-07
HIGH	148-27
0.618	147-31
0.500	147-23
0.382	147-15
LOW	146-19
0.618	145-07
1.000	144-11
1.618	142-31
2.618	140-23
4.250	137-01

Fisher Pivots for day following 04-Jan-2019
Pivot	1 day	3 day
R1	147-23	147-07
PP	147-14	147-03
S1	147-05	147-00

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