ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-18 |
145-12 |
-0-06 |
-0.1% |
146-23 |
| High |
145-29 |
145-17 |
-0-12 |
-0.3% |
147-17 |
| Low |
145-05 |
144-24 |
-0-13 |
-0.3% |
144-30 |
| Close |
145-13 |
145-06 |
-0-07 |
-0.2% |
145-24 |
| Range |
0-24 |
0-25 |
0-01 |
4.2% |
2-19 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.4% |
0-00 |
| Volume |
320,960 |
307,905 |
-13,055 |
-4.1% |
1,472,555 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-16 |
147-04 |
145-20 |
|
| R3 |
146-23 |
146-11 |
145-13 |
|
| R2 |
145-30 |
145-30 |
145-11 |
|
| R1 |
145-18 |
145-18 |
145-08 |
145-12 |
| PP |
145-05 |
145-05 |
145-05 |
145-02 |
| S1 |
144-25 |
144-25 |
145-04 |
144-18 |
| S2 |
144-12 |
144-12 |
145-01 |
|
| S3 |
143-19 |
144-00 |
144-31 |
|
| S4 |
142-26 |
143-07 |
144-24 |
|
|
| 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 |
144-24 |
1-19 |
1.1% |
1-00 |
0.7% |
27% |
False |
True |
294,625 |
| 10 |
148-27 |
144-24 |
4-03 |
2.8% |
1-06 |
0.8% |
11% |
False |
True |
322,078 |
| 20 |
148-27 |
143-06 |
5-21 |
3.9% |
1-09 |
0.9% |
35% |
False |
False |
310,955 |
| 40 |
148-27 |
138-13 |
10-14 |
7.2% |
1-03 |
0.7% |
65% |
False |
False |
300,998 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
71% |
False |
False |
201,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-27 |
|
2.618 |
147-18 |
|
1.618 |
146-25 |
|
1.000 |
146-10 |
|
0.618 |
146-00 |
|
HIGH |
145-17 |
|
0.618 |
145-07 |
|
0.500 |
145-05 |
|
0.382 |
145-02 |
|
LOW |
144-24 |
|
0.618 |
144-09 |
|
1.000 |
143-31 |
|
1.618 |
143-16 |
|
2.618 |
142-23 |
|
4.250 |
141-14 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-06 |
145-18 |
| PP |
145-05 |
145-14 |
| S1 |
145-05 |
145-10 |
|