ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-23 |
145-27 |
0-04 |
0.1% |
145-21 |
| High |
145-29 |
146-10 |
0-13 |
0.3% |
148-27 |
| Low |
145-11 |
144-30 |
-0-13 |
-0.3% |
145-07 |
| Close |
145-18 |
145-09 |
-0-09 |
-0.2% |
146-28 |
| Range |
0-18 |
1-12 |
0-26 |
144.4% |
3-20 |
| ATR |
1-07 |
1-08 |
0-00 |
0.8% |
0-00 |
| Volume |
300,979 |
383,589 |
82,610 |
27.4% |
1,458,761 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-20 |
148-27 |
146-01 |
|
| R3 |
148-08 |
147-15 |
145-21 |
|
| R2 |
146-28 |
146-28 |
145-17 |
|
| R1 |
146-03 |
146-03 |
145-13 |
145-26 |
| PP |
145-16 |
145-16 |
145-16 |
145-12 |
| S1 |
144-23 |
144-23 |
145-05 |
144-14 |
| S2 |
144-04 |
144-04 |
145-01 |
|
| S3 |
142-24 |
143-11 |
144-29 |
|
| S4 |
141-12 |
141-31 |
144-17 |
|
|
| 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 |
144-30 |
3-29 |
2.7% |
1-09 |
0.9% |
9% |
False |
True |
330,268 |
| 10 |
148-27 |
144-15 |
4-12 |
3.0% |
1-12 |
0.9% |
19% |
False |
False |
324,287 |
| 20 |
148-27 |
142-10 |
6-17 |
4.5% |
1-08 |
0.9% |
45% |
False |
False |
317,212 |
| 40 |
148-27 |
137-15 |
11-12 |
7.8% |
1-03 |
0.7% |
69% |
False |
False |
274,286 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
72% |
False |
False |
183,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-05 |
|
2.618 |
149-29 |
|
1.618 |
148-17 |
|
1.000 |
147-22 |
|
0.618 |
147-05 |
|
HIGH |
146-10 |
|
0.618 |
145-25 |
|
0.500 |
145-20 |
|
0.382 |
145-15 |
|
LOW |
144-30 |
|
0.618 |
144-03 |
|
1.000 |
143-18 |
|
1.618 |
142-23 |
|
2.618 |
141-11 |
|
4.250 |
139-03 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-20 |
145-22 |
| PP |
145-16 |
145-18 |
| S1 |
145-13 |
145-13 |
|