ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-24 |
145-18 |
-0-06 |
-0.1% |
146-23 |
| High |
146-11 |
145-29 |
-0-14 |
-0.3% |
147-17 |
| Low |
145-11 |
145-05 |
-0-06 |
-0.1% |
144-30 |
| Close |
145-13 |
145-13 |
0-00 |
0.0% |
145-24 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
2-19 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.7% |
0-00 |
| Volume |
235,565 |
320,960 |
85,395 |
36.3% |
1,472,555 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-10 |
145-26 |
|
| R3 |
147-00 |
146-18 |
145-20 |
|
| R2 |
146-08 |
146-08 |
145-17 |
|
| R1 |
145-26 |
145-26 |
145-15 |
145-21 |
| PP |
145-16 |
145-16 |
145-16 |
145-13 |
| S1 |
145-02 |
145-02 |
145-11 |
144-29 |
| S2 |
144-24 |
144-24 |
145-09 |
|
| S3 |
144-00 |
144-10 |
145-06 |
|
| S4 |
143-08 |
143-18 |
145-00 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-27 |
152-13 |
147-06 |
|
| R3 |
151-08 |
149-26 |
146-15 |
|
| R2 |
148-21 |
148-21 |
146-07 |
|
| R1 |
147-07 |
147-07 |
146-00 |
146-21 |
| PP |
146-02 |
146-02 |
146-02 |
145-25 |
| S1 |
144-20 |
144-20 |
145-16 |
144-01 |
| S2 |
143-15 |
143-15 |
145-09 |
|
| S3 |
140-28 |
142-01 |
145-01 |
|
| S4 |
138-09 |
139-14 |
144-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
144-30 |
1-13 |
1.0% |
0-31 |
0.7% |
33% |
False |
False |
293,240 |
| 10 |
148-27 |
144-30 |
3-29 |
2.7% |
1-10 |
0.9% |
12% |
False |
False |
326,310 |
| 20 |
148-27 |
142-20 |
6-07 |
4.3% |
1-09 |
0.9% |
45% |
False |
False |
309,055 |
| 40 |
148-27 |
138-03 |
10-24 |
7.4% |
1-03 |
0.7% |
68% |
False |
False |
293,459 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
73% |
False |
False |
196,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-03 |
|
2.618 |
147-28 |
|
1.618 |
147-04 |
|
1.000 |
146-21 |
|
0.618 |
146-12 |
|
HIGH |
145-29 |
|
0.618 |
145-20 |
|
0.500 |
145-17 |
|
0.382 |
145-14 |
|
LOW |
145-05 |
|
0.618 |
144-22 |
|
1.000 |
144-13 |
|
1.618 |
143-30 |
|
2.618 |
143-06 |
|
4.250 |
141-31 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-17 |
145-22 |
| PP |
145-16 |
145-19 |
| S1 |
145-14 |
145-16 |
|