ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
146-09 |
146-27 |
0-18 |
0.4% |
146-18 |
| High |
146-28 |
146-29 |
0-01 |
0.0% |
147-05 |
| Low |
146-04 |
145-13 |
-0-23 |
-0.5% |
145-17 |
| Close |
146-26 |
145-18 |
-1-08 |
-0.9% |
146-13 |
| Range |
0-24 |
1-16 |
0-24 |
100.0% |
1-20 |
| ATR |
0-29 |
0-31 |
0-01 |
4.5% |
0-00 |
| Volume |
685,180 |
318,395 |
-366,785 |
-53.5% |
1,566,862 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-15 |
149-16 |
146-12 |
|
| R3 |
148-31 |
148-00 |
145-31 |
|
| R2 |
147-15 |
147-15 |
145-27 |
|
| R1 |
146-16 |
146-16 |
145-22 |
146-08 |
| PP |
145-31 |
145-31 |
145-31 |
145-26 |
| S1 |
145-00 |
145-00 |
145-14 |
144-24 |
| S2 |
144-15 |
144-15 |
145-09 |
|
| S3 |
142-31 |
143-16 |
145-05 |
|
| S4 |
141-15 |
142-00 |
144-24 |
|
|
| 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 |
146-29 |
145-13 |
1-16 |
1.0% |
1-01 |
0.7% |
10% |
True |
True |
519,750 |
| 10 |
147-05 |
145-13 |
1-24 |
1.2% |
0-30 |
0.6% |
9% |
False |
True |
396,639 |
| 20 |
147-05 |
144-29 |
2-08 |
1.5% |
0-29 |
0.6% |
29% |
False |
False |
330,059 |
| 40 |
148-27 |
144-09 |
4-18 |
3.1% |
1-00 |
0.7% |
28% |
False |
False |
313,888 |
| 60 |
148-27 |
139-14 |
9-13 |
6.5% |
1-02 |
0.7% |
65% |
False |
False |
315,838 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
74% |
False |
False |
260,417 |
| 100 |
148-27 |
135-30 |
12-29 |
8.9% |
0-31 |
0.7% |
75% |
False |
False |
208,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-09 |
|
2.618 |
150-27 |
|
1.618 |
149-11 |
|
1.000 |
148-13 |
|
0.618 |
147-27 |
|
HIGH |
146-29 |
|
0.618 |
146-11 |
|
0.500 |
146-05 |
|
0.382 |
145-31 |
|
LOW |
145-13 |
|
0.618 |
144-15 |
|
1.000 |
143-29 |
|
1.618 |
142-31 |
|
2.618 |
141-15 |
|
4.250 |
139-01 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-05 |
146-05 |
| PP |
145-31 |
145-31 |
| S1 |
145-24 |
145-24 |
|