ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
146-08 |
146-02 |
-0-06 |
-0.1% |
145-29 |
| High |
146-09 |
146-11 |
0-02 |
0.0% |
146-17 |
| Low |
145-27 |
145-12 |
-0-15 |
-0.3% |
145-03 |
| Close |
146-04 |
145-25 |
-0-11 |
-0.2% |
146-06 |
| Range |
0-14 |
0-31 |
0-17 |
121.4% |
1-14 |
| ATR |
0-28 |
0-28 |
0-00 |
0.9% |
0-00 |
| Volume |
189,551 |
267,103 |
77,552 |
40.9% |
1,369,904 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-24 |
148-07 |
146-10 |
|
| R3 |
147-25 |
147-08 |
146-02 |
|
| R2 |
146-26 |
146-26 |
145-31 |
|
| R1 |
146-09 |
146-09 |
145-28 |
146-02 |
| PP |
145-27 |
145-27 |
145-27 |
145-23 |
| S1 |
145-10 |
145-10 |
145-22 |
145-03 |
| S2 |
144-28 |
144-28 |
145-19 |
|
| S3 |
143-29 |
144-11 |
145-16 |
|
| S4 |
142-30 |
143-12 |
145-08 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-08 |
149-21 |
146-31 |
|
| R3 |
148-26 |
148-07 |
146-19 |
|
| R2 |
147-12 |
147-12 |
146-14 |
|
| R1 |
146-25 |
146-25 |
146-10 |
147-03 |
| PP |
145-30 |
145-30 |
145-30 |
146-03 |
| S1 |
145-11 |
145-11 |
146-02 |
145-21 |
| S2 |
144-16 |
144-16 |
145-30 |
|
| S3 |
143-02 |
143-29 |
145-25 |
|
| S4 |
141-20 |
142-15 |
145-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-14 |
145-10 |
1-04 |
0.8% |
0-24 |
0.5% |
42% |
False |
False |
262,504 |
| 10 |
146-17 |
144-13 |
2-04 |
1.5% |
0-27 |
0.6% |
65% |
False |
False |
271,855 |
| 20 |
146-17 |
143-16 |
3-01 |
2.1% |
0-29 |
0.6% |
75% |
False |
False |
296,342 |
| 40 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
75% |
False |
False |
149,422 |
| 60 |
148-03 |
143-16 |
4-19 |
3.2% |
0-29 |
0.6% |
50% |
False |
False |
99,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-15 |
|
2.618 |
148-28 |
|
1.618 |
147-29 |
|
1.000 |
147-10 |
|
0.618 |
146-30 |
|
HIGH |
146-11 |
|
0.618 |
145-31 |
|
0.500 |
145-28 |
|
0.382 |
145-24 |
|
LOW |
145-12 |
|
0.618 |
144-25 |
|
1.000 |
144-13 |
|
1.618 |
143-26 |
|
2.618 |
142-27 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-28 |
145-29 |
| PP |
145-27 |
145-28 |
| S1 |
145-26 |
145-26 |
|