ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
148-16 |
146-23 |
-1-25 |
-1.2% |
145-21 |
| High |
148-27 |
147-17 |
-1-10 |
-0.9% |
148-27 |
| Low |
146-19 |
146-04 |
-0-15 |
-0.3% |
145-07 |
| Close |
146-28 |
146-16 |
-0-12 |
-0.3% |
146-28 |
| Range |
2-08 |
1-13 |
-0-27 |
-37.5% |
3-20 |
| ATR |
1-09 |
1-10 |
0-00 |
0.6% |
0-00 |
| Volume |
403,897 |
312,962 |
-90,935 |
-22.5% |
1,458,761 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-30 |
150-04 |
147-09 |
|
| R3 |
149-17 |
148-23 |
146-28 |
|
| R2 |
148-04 |
148-04 |
146-24 |
|
| R1 |
147-10 |
147-10 |
146-20 |
147-01 |
| PP |
146-23 |
146-23 |
146-23 |
146-18 |
| S1 |
145-29 |
145-29 |
146-12 |
145-19 |
| S2 |
145-10 |
145-10 |
146-08 |
|
| S3 |
143-29 |
144-16 |
146-04 |
|
| S4 |
142-16 |
143-03 |
145-23 |
|
|
| 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 |
145-07 |
3-20 |
2.5% |
1-22 |
1.2% |
35% |
False |
False |
354,344 |
| 10 |
148-27 |
144-11 |
4-16 |
3.1% |
1-15 |
1.0% |
48% |
False |
False |
290,095 |
| 20 |
148-27 |
142-10 |
6-17 |
4.5% |
1-08 |
0.9% |
64% |
False |
False |
338,057 |
| 40 |
148-27 |
136-11 |
12-16 |
8.5% |
1-02 |
0.7% |
81% |
False |
False |
251,076 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
82% |
False |
False |
167,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-16 |
|
2.618 |
151-07 |
|
1.618 |
149-26 |
|
1.000 |
148-30 |
|
0.618 |
148-13 |
|
HIGH |
147-17 |
|
0.618 |
147-00 |
|
0.500 |
146-27 |
|
0.382 |
146-21 |
|
LOW |
146-04 |
|
0.618 |
145-08 |
|
1.000 |
144-23 |
|
1.618 |
143-27 |
|
2.618 |
142-14 |
|
4.250 |
140-05 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-27 |
147-16 |
| PP |
146-23 |
147-05 |
| S1 |
146-20 |
146-27 |
|