ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-19 |
145-05 |
-0-14 |
-0.3% |
146-11 |
| High |
146-01 |
145-07 |
-0-26 |
-0.6% |
146-29 |
| Low |
144-28 |
144-07 |
-0-21 |
-0.5% |
144-07 |
| Close |
145-04 |
144-15 |
-0-21 |
-0.5% |
144-15 |
| Range |
1-05 |
1-00 |
-0-05 |
-13.5% |
2-22 |
| ATR |
0-31 |
0-31 |
0-00 |
0.2% |
0-00 |
| Volume |
95,564 |
15,370 |
-80,194 |
-83.9% |
1,735,302 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-20 |
147-02 |
145-01 |
|
| R3 |
146-20 |
146-02 |
144-24 |
|
| R2 |
145-20 |
145-20 |
144-21 |
|
| R1 |
145-02 |
145-02 |
144-18 |
144-27 |
| PP |
144-20 |
144-20 |
144-20 |
144-17 |
| S1 |
144-02 |
144-02 |
144-12 |
143-27 |
| S2 |
143-20 |
143-20 |
144-09 |
|
| S3 |
142-20 |
143-02 |
144-06 |
|
| S4 |
141-20 |
142-02 |
143-29 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-08 |
151-18 |
145-30 |
|
| R3 |
150-18 |
148-28 |
145-07 |
|
| R2 |
147-28 |
147-28 |
144-31 |
|
| R1 |
146-06 |
146-06 |
144-23 |
145-22 |
| PP |
145-06 |
145-06 |
145-06 |
144-31 |
| S1 |
143-16 |
143-16 |
144-07 |
143-00 |
| S2 |
142-16 |
142-16 |
143-31 |
|
| S3 |
139-26 |
140-26 |
143-23 |
|
| S4 |
137-04 |
138-04 |
143-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-29 |
144-07 |
2-22 |
1.9% |
1-00 |
0.7% |
9% |
False |
True |
347,060 |
| 10 |
147-05 |
144-07 |
2-30 |
2.0% |
0-31 |
0.7% |
9% |
False |
True |
353,306 |
| 20 |
147-05 |
144-07 |
2-30 |
2.0% |
0-30 |
0.6% |
9% |
False |
True |
300,720 |
| 40 |
148-27 |
144-07 |
4-20 |
3.2% |
1-00 |
0.7% |
5% |
False |
True |
302,287 |
| 60 |
148-27 |
140-27 |
8-00 |
5.5% |
1-02 |
0.7% |
45% |
False |
False |
306,026 |
| 80 |
148-27 |
136-05 |
12-22 |
8.8% |
1-00 |
0.7% |
66% |
False |
False |
261,760 |
| 100 |
148-27 |
135-30 |
12-29 |
8.9% |
0-31 |
0.7% |
66% |
False |
False |
209,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-15 |
|
2.618 |
147-27 |
|
1.618 |
146-27 |
|
1.000 |
146-07 |
|
0.618 |
145-27 |
|
HIGH |
145-07 |
|
0.618 |
144-27 |
|
0.500 |
144-23 |
|
0.382 |
144-19 |
|
LOW |
144-07 |
|
0.618 |
143-19 |
|
1.000 |
143-07 |
|
1.618 |
142-19 |
|
2.618 |
141-19 |
|
4.250 |
139-31 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
144-23 |
145-18 |
| PP |
144-20 |
145-06 |
| S1 |
144-18 |
144-27 |
|