ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-16 |
145-02 |
0-18 |
0.4% |
144-25 |
| High |
145-28 |
145-28 |
0-00 |
0.0% |
146-03 |
| Low |
144-15 |
144-26 |
0-11 |
0.2% |
144-13 |
| Close |
145-17 |
145-17 |
0-00 |
0.0% |
145-17 |
| Range |
1-13 |
1-02 |
-0-11 |
-24.4% |
1-22 |
| ATR |
1-04 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
275,515 |
261,148 |
-14,367 |
-5.2% |
840,331 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-19 |
148-04 |
146-04 |
|
| R3 |
147-17 |
147-02 |
145-26 |
|
| R2 |
146-15 |
146-15 |
145-23 |
|
| R1 |
146-00 |
146-00 |
145-20 |
146-08 |
| PP |
145-13 |
145-13 |
145-13 |
145-17 |
| S1 |
144-30 |
144-30 |
145-14 |
145-06 |
| S2 |
144-11 |
144-11 |
145-11 |
|
| S3 |
143-09 |
143-28 |
145-08 |
|
| S4 |
142-07 |
142-26 |
144-30 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-13 |
149-21 |
146-15 |
|
| R3 |
148-23 |
147-31 |
146-00 |
|
| R2 |
147-01 |
147-01 |
145-27 |
|
| R1 |
146-09 |
146-09 |
145-22 |
146-21 |
| PP |
145-11 |
145-11 |
145-11 |
145-17 |
| S1 |
144-19 |
144-19 |
145-12 |
144-31 |
| S2 |
143-21 |
143-21 |
145-07 |
|
| S3 |
141-31 |
142-29 |
145-02 |
|
| S4 |
140-09 |
141-07 |
144-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-03 |
144-11 |
1-24 |
1.2% |
1-08 |
0.9% |
68% |
False |
False |
225,846 |
| 10 |
146-03 |
142-11 |
3-24 |
2.6% |
1-07 |
0.8% |
85% |
False |
False |
297,020 |
| 20 |
146-03 |
139-14 |
6-21 |
4.6% |
1-05 |
0.8% |
92% |
False |
False |
319,739 |
| 40 |
146-03 |
136-05 |
9-30 |
6.8% |
1-00 |
0.7% |
94% |
False |
False |
206,947 |
| 60 |
146-03 |
135-30 |
10-05 |
7.0% |
0-30 |
0.7% |
94% |
False |
False |
138,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
148-21 |
|
1.618 |
147-19 |
|
1.000 |
146-30 |
|
0.618 |
146-17 |
|
HIGH |
145-28 |
|
0.618 |
145-15 |
|
0.500 |
145-11 |
|
0.382 |
145-07 |
|
LOW |
144-26 |
|
0.618 |
144-05 |
|
1.000 |
143-24 |
|
1.618 |
143-03 |
|
2.618 |
142-01 |
|
4.250 |
140-10 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-15 |
145-14 |
| PP |
145-13 |
145-11 |
| S1 |
145-11 |
145-08 |
|