ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
146-11 |
146-09 |
-0-02 |
0.0% |
146-18 |
| High |
146-15 |
146-28 |
0-13 |
0.3% |
147-05 |
| Low |
145-28 |
146-04 |
0-08 |
0.2% |
145-17 |
| Close |
146-04 |
146-26 |
0-22 |
0.5% |
146-13 |
| Range |
0-19 |
0-24 |
0-05 |
26.3% |
1-20 |
| ATR |
0-30 |
0-29 |
0-00 |
-1.4% |
0-00 |
| Volume |
620,793 |
685,180 |
64,387 |
10.4% |
1,566,862 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
148-19 |
147-07 |
|
| R3 |
148-03 |
147-27 |
147-01 |
|
| R2 |
147-11 |
147-11 |
146-30 |
|
| R1 |
147-03 |
147-03 |
146-28 |
147-07 |
| PP |
146-19 |
146-19 |
146-19 |
146-22 |
| S1 |
146-11 |
146-11 |
146-24 |
146-15 |
| S2 |
145-27 |
145-27 |
146-22 |
|
| S3 |
145-03 |
145-19 |
146-19 |
|
| S4 |
144-11 |
144-27 |
146-13 |
|
|
| 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% |
79% |
False |
False |
513,045 |
| 10 |
147-05 |
145-16 |
1-21 |
1.1% |
0-28 |
0.6% |
79% |
False |
False |
385,928 |
| 20 |
147-05 |
144-29 |
2-08 |
1.5% |
0-28 |
0.6% |
85% |
False |
False |
324,804 |
| 40 |
148-27 |
144-09 |
4-18 |
3.1% |
1-00 |
0.7% |
55% |
False |
False |
312,456 |
| 60 |
148-27 |
138-31 |
9-28 |
6.7% |
1-01 |
0.7% |
79% |
False |
False |
316,676 |
| 80 |
148-27 |
136-05 |
12-22 |
8.6% |
1-00 |
0.7% |
84% |
False |
False |
256,451 |
| 100 |
148-27 |
135-30 |
12-29 |
8.8% |
0-31 |
0.7% |
84% |
False |
False |
205,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-02 |
|
2.618 |
148-27 |
|
1.618 |
148-03 |
|
1.000 |
147-20 |
|
0.618 |
147-11 |
|
HIGH |
146-28 |
|
0.618 |
146-19 |
|
0.500 |
146-16 |
|
0.382 |
146-13 |
|
LOW |
146-04 |
|
0.618 |
145-21 |
|
1.000 |
145-12 |
|
1.618 |
144-29 |
|
2.618 |
144-05 |
|
4.250 |
142-30 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-23 |
146-20 |
| PP |
146-19 |
146-14 |
| S1 |
146-16 |
146-09 |
|