ECBOT 30 Year Treasury Bond Future June 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	145-21	146-06	0-17	0.4%	145-30
High	146-08	146-09	0-01	0.0%	146-17
Low	145-16	144-24	-0-24	-0.5%	144-29
Close	146-06	144-29	-1-09	-0.9%	145-25
Range	0-24	1-17	0-25	104.2%	1-20
ATR	0-27	0-29	0-02	5.6%	0-00
Volume	566,943	371,177	-195,766	-34.5%	439,193

Daily Pivots for day following 27-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	149-29	148-30	145-24
R3	148-12	147-13	145-10
R2	146-27	146-27	145-06
R1	145-28	145-28	145-01	145-19
PP	145-10	145-10	145-10	145-06
S1	144-11	144-11	144-25	144-02
S2	143-25	143-25	144-20
S3	142-08	142-26	144-16
S4	140-23	141-09	144-02

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	150-20	149-26	146-22
R3	149-00	148-06	146-07
R2	147-12	147-12	146-03
R1	146-18	146-18	145-30	146-05
PP	145-24	145-24	145-24	145-17
S1	144-30	144-30	145-20	144-17
S2	144-04	144-04	145-15
S3	142-16	143-10	145-11
S4	140-28	141-22	144-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-09	144-24	1-17	1.1%	1-01	0.7%	10%	True	True	359,285
10	146-17	144-24	1-25	1.2%	0-30	0.6%	9%	False	True	186,898
20	146-17	144-10	2-07	1.5%	0-28	0.6%	27%	False	False	94,650
40	148-03	143-23	4-12	3.0%	0-29	0.6%	27%	False	False	47,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	152-25
2.618	150-09
1.618	148-24
1.000	147-26
0.618	147-07
HIGH	146-09
0.618	145-22
0.500	145-17
0.382	145-11
LOW	144-24
0.618	143-26
1.000	143-07
1.618	142-09
2.618	140-24
4.250	138-08

Fisher Pivots for day following 27-Feb-2019
Pivot	1 day	3 day
R1	145-17	145-17
PP	145-10	145-10
S1	145-04	145-04

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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