ECBOT 30 Year Treasury Bond Future June 2019

Trading Metrics calculated at close of trading on 07-Mar-2019

Day Change Summary
	Previous	Current
	06-Mar-2019	07-Mar-2019	Change	Change %	Previous Week
Open	144-15	144-26	0-11	0.2%	145-23
High	145-04	145-27	0-23	0.5%	146-09
Low	144-13	144-25	0-12	0.3%	143-18
Close	144-28	145-25	0-29	0.6%	143-26
Range	0-23	1-02	0-11	47.8%	2-23
ATR	0-29	0-29	0-00	1.3%	0-00
Volume	314,355	300,336	-14,019	-4.5%	2,248,450

Daily Pivots for day following 07-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	148-21	148-09	146-12
R3	147-19	147-07	146-02
R2	146-17	146-17	145-31
R1	146-05	146-05	145-28	146-11
PP	145-15	145-15	145-15	145-18
S1	145-03	145-03	145-22	145-09
S2	144-13	144-13	145-19
S3	143-11	144-01	145-16
S4	142-09	142-31	145-06

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	152-23	150-31	145-10
R3	150-00	148-08	144-18
R2	147-09	147-09	144-10
R1	145-17	145-17	144-02	145-02
PP	144-18	144-18	144-18	144-10
S1	142-26	142-26	143-18	142-10
S2	141-27	141-27	143-10
S3	139-04	140-03	143-02
S4	136-13	137-12	142-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-27	143-16	2-11	1.6%	0-28	0.6%	97%	True	False	292,044
10	146-09	143-16	2-25	1.9%	0-31	0.7%	82%	False	False	364,009
20	146-17	143-16	3-01	2.1%	0-28	0.6%	75%	False	False	192,914
40	146-17	143-16	3-01	2.1%	0-28	0.6%	75%	False	False	97,013
60	148-03	141-27	6-08	4.3%	0-26	0.6%	63%	False	False	64,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	150-12
2.618	148-20
1.618	147-18
1.000	146-29
0.618	146-16
HIGH	145-27
0.618	145-14
0.500	145-10
0.382	145-06
LOW	144-25
0.618	144-04
1.000	143-23
1.618	143-02
2.618	142-00
4.250	140-09

Fisher Pivots for day following 07-Mar-2019
Pivot	1 day	3 day
R1	145-20	145-15
PP	145-15	145-05
S1	145-10	144-28

Download as Excel Spreadsheet

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

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