ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
145-22 |
146-11 |
0-21 |
0.5% |
146-18 |
| High |
146-25 |
146-15 |
-0-10 |
-0.2% |
147-05 |
| Low |
145-21 |
145-28 |
0-07 |
0.2% |
145-17 |
| Close |
146-13 |
146-04 |
-0-09 |
-0.2% |
146-13 |
| Range |
1-04 |
0-19 |
-0-17 |
-47.2% |
1-20 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.7% |
0-00 |
| Volume |
508,670 |
620,793 |
112,123 |
22.0% |
1,566,862 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
147-20 |
146-14 |
|
| R3 |
147-11 |
147-01 |
146-09 |
|
| R2 |
146-24 |
146-24 |
146-07 |
|
| R1 |
146-14 |
146-14 |
146-06 |
146-10 |
| PP |
146-05 |
146-05 |
146-05 |
146-03 |
| S1 |
145-27 |
145-27 |
146-02 |
145-22 |
| S2 |
145-18 |
145-18 |
146-01 |
|
| S3 |
144-31 |
145-08 |
145-31 |
|
| S4 |
144-12 |
144-21 |
145-26 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-08 |
150-14 |
147-10 |
|
| R3 |
149-20 |
148-26 |
146-27 |
|
| R2 |
148-00 |
148-00 |
146-23 |
|
| R1 |
147-06 |
147-06 |
146-18 |
146-25 |
| PP |
146-12 |
146-12 |
146-12 |
146-05 |
| S1 |
145-18 |
145-18 |
146-08 |
145-05 |
| S2 |
144-24 |
144-24 |
146-03 |
|
| S3 |
143-04 |
143-30 |
145-31 |
|
| S4 |
141-16 |
142-10 |
145-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-05 |
145-17 |
1-20 |
1.1% |
0-29 |
0.6% |
37% |
False |
False |
437,531 |
| 10 |
147-05 |
145-16 |
1-21 |
1.1% |
0-28 |
0.6% |
38% |
False |
False |
337,059 |
| 20 |
147-05 |
144-28 |
2-09 |
1.6% |
0-28 |
0.6% |
55% |
False |
False |
302,319 |
| 40 |
148-27 |
144-09 |
4-18 |
3.1% |
1-00 |
0.7% |
40% |
False |
False |
302,215 |
| 60 |
148-27 |
138-28 |
9-31 |
6.8% |
1-01 |
0.7% |
73% |
False |
False |
311,192 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
79% |
False |
False |
247,906 |
| 100 |
148-27 |
135-30 |
12-29 |
8.8% |
0-31 |
0.7% |
79% |
False |
False |
198,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-00 |
|
2.618 |
148-01 |
|
1.618 |
147-14 |
|
1.000 |
147-02 |
|
0.618 |
146-27 |
|
HIGH |
146-15 |
|
0.618 |
146-08 |
|
0.500 |
146-06 |
|
0.382 |
146-03 |
|
LOW |
145-28 |
|
0.618 |
145-16 |
|
1.000 |
145-09 |
|
1.618 |
144-29 |
|
2.618 |
144-10 |
|
4.250 |
143-11 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-06 |
146-05 |
| PP |
146-05 |
146-05 |
| S1 |
146-05 |
146-04 |
|