ECBOT 30 Year Treasury Bond Future June 2019


Trading Metrics calculated at close of trading on 20-Mar-2019
Day Change Summary
Previous Current
19-Mar-2019 20-Mar-2019 Change Change % Previous Week
Open 146-02 145-25 -0-09 -0.2% 145-29
High 146-11 147-05 0-26 0.6% 146-17
Low 145-12 145-23 0-11 0.2% 145-03
Close 145-25 146-31 1-06 0.8% 146-06
Range 0-31 1-14 0-15 48.4% 1-14
ATR 0-28 0-29 0-01 4.6% 0-00
Volume 267,103 322,123 55,020 20.6% 1,369,904
Daily Pivots for day following 20-Mar-2019
Classic Woodie Camarilla DeMark
R4 150-30 150-12 147-24
R3 149-16 148-30 147-12
R2 148-02 148-02 147-07
R1 147-16 147-16 147-03 147-25
PP 146-20 146-20 146-20 146-24
S1 146-02 146-02 146-27 146-11
S2 145-06 145-06 146-23
S3 143-24 144-20 146-18
S4 142-10 143-06 146-06
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
5 147-05 145-10 1-27 1.3% 0-29 0.6% 90% True False 270,777
10 147-05 144-25 2-12 1.6% 0-29 0.6% 92% True False 272,632
20 147-05 143-16 3-21 2.5% 0-30 0.6% 95% True False 309,988
40 147-05 143-16 3-21 2.5% 0-28 0.6% 95% True False 157,475
60 148-03 143-16 4-19 3.1% 0-29 0.6% 76% False False 105,111
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 0-05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 153-09
2.618 150-29
1.618 149-15
1.000 148-19
0.618 148-01
HIGH 147-05
0.618 146-19
0.500 146-14
0.382 146-09
LOW 145-23
0.618 144-27
1.000 144-09
1.618 143-13
2.618 141-31
4.250 139-20
Fisher Pivots for day following 20-Mar-2019
Pivot 1 day 3 day
R1 146-25 146-24
PP 146-20 146-16
S1 146-14 146-09

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

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