ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
146-12 |
146-25 |
0-13 |
0.3% |
146-02 |
| High |
146-31 |
146-30 |
-0-01 |
0.0% |
146-31 |
| Low |
146-11 |
146-07 |
-0-04 |
-0.1% |
144-29 |
| Close |
146-28 |
146-12 |
-0-16 |
-0.3% |
146-28 |
| Range |
0-20 |
0-23 |
0-03 |
15.0% |
2-02 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.0% |
0-00 |
| Volume |
238,461 |
196,481 |
-41,980 |
-17.6% |
1,208,620 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-08 |
146-25 |
|
| R3 |
147-30 |
147-17 |
146-18 |
|
| R2 |
147-07 |
147-07 |
146-16 |
|
| R1 |
146-26 |
146-26 |
146-14 |
146-21 |
| PP |
146-16 |
146-16 |
146-16 |
146-14 |
| S1 |
146-03 |
146-03 |
146-10 |
145-30 |
| S2 |
145-25 |
145-25 |
146-08 |
|
| S3 |
145-02 |
145-12 |
146-06 |
|
| S4 |
144-11 |
144-21 |
145-31 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-14 |
151-23 |
148-00 |
|
| R3 |
150-12 |
149-21 |
147-14 |
|
| R2 |
148-10 |
148-10 |
147-08 |
|
| R1 |
147-19 |
147-19 |
147-02 |
147-31 |
| PP |
146-08 |
146-08 |
146-08 |
146-14 |
| S1 |
145-17 |
145-17 |
146-22 |
145-29 |
| S2 |
144-06 |
144-06 |
146-16 |
|
| S3 |
142-04 |
143-15 |
146-10 |
|
| S4 |
140-02 |
141-13 |
145-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-31 |
144-29 |
2-02 |
1.4% |
0-26 |
0.6% |
71% |
False |
False |
235,923 |
| 10 |
147-01 |
144-29 |
2-04 |
1.5% |
0-29 |
0.6% |
69% |
False |
False |
263,680 |
| 20 |
147-01 |
144-09 |
2-24 |
1.9% |
0-29 |
0.6% |
76% |
False |
False |
272,326 |
| 40 |
148-27 |
142-10 |
6-17 |
4.5% |
1-02 |
0.7% |
62% |
False |
False |
292,156 |
| 60 |
148-27 |
137-15 |
11-12 |
7.8% |
1-01 |
0.7% |
78% |
False |
False |
277,336 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
81% |
False |
False |
208,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-00 |
|
2.618 |
148-26 |
|
1.618 |
148-03 |
|
1.000 |
147-21 |
|
0.618 |
147-12 |
|
HIGH |
146-30 |
|
0.618 |
146-21 |
|
0.500 |
146-19 |
|
0.382 |
146-16 |
|
LOW |
146-07 |
|
0.618 |
145-25 |
|
1.000 |
145-16 |
|
1.618 |
145-02 |
|
2.618 |
144-11 |
|
4.250 |
143-05 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-19 |
146-12 |
| PP |
146-16 |
146-11 |
| S1 |
146-14 |
146-11 |
|