ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
147-03 |
148-21 |
1-18 |
1.1% |
146-08 |
| High |
149-04 |
149-23 |
0-19 |
0.4% |
149-04 |
| Low |
147-02 |
148-06 |
1-04 |
0.8% |
145-12 |
| Close |
148-17 |
149-00 |
0-15 |
0.3% |
148-17 |
| Range |
2-02 |
1-17 |
-0-17 |
-25.8% |
3-24 |
| ATR |
0-31 |
1-00 |
0-01 |
4.1% |
0-00 |
| Volume |
540,197 |
423,698 |
-116,499 |
-21.6% |
1,628,044 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-18 |
152-26 |
149-27 |
|
| R3 |
152-01 |
151-09 |
149-13 |
|
| R2 |
150-16 |
150-16 |
149-09 |
|
| R1 |
149-24 |
149-24 |
149-04 |
150-04 |
| PP |
148-31 |
148-31 |
148-31 |
149-05 |
| S1 |
148-07 |
148-07 |
148-28 |
148-19 |
| S2 |
147-14 |
147-14 |
148-23 |
|
| S3 |
145-29 |
146-22 |
148-19 |
|
| S4 |
144-12 |
145-05 |
148-05 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-15 |
150-19 |
|
| R3 |
155-06 |
153-23 |
149-18 |
|
| R2 |
151-14 |
151-14 |
149-07 |
|
| R1 |
149-31 |
149-31 |
148-28 |
150-23 |
| PP |
147-22 |
147-22 |
147-22 |
148-01 |
| S1 |
146-07 |
146-07 |
148-06 |
146-31 |
| S2 |
143-30 |
143-30 |
147-27 |
|
| S3 |
140-06 |
142-15 |
147-16 |
|
| S4 |
136-14 |
138-23 |
146-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-23 |
145-12 |
4-11 |
2.9% |
1-10 |
0.9% |
83% |
True |
False |
372,438 |
| 10 |
149-23 |
145-03 |
4-20 |
3.1% |
1-02 |
0.7% |
84% |
True |
False |
322,903 |
| 20 |
149-23 |
143-16 |
6-07 |
4.2% |
1-00 |
0.7% |
88% |
True |
False |
330,721 |
| 40 |
149-23 |
143-16 |
6-07 |
4.2% |
0-29 |
0.6% |
88% |
True |
False |
189,250 |
| 60 |
149-23 |
143-16 |
6-07 |
4.2% |
0-30 |
0.6% |
88% |
True |
False |
126,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-07 |
|
2.618 |
153-23 |
|
1.618 |
152-06 |
|
1.000 |
151-08 |
|
0.618 |
150-21 |
|
HIGH |
149-23 |
|
0.618 |
149-04 |
|
0.500 |
148-31 |
|
0.382 |
148-25 |
|
LOW |
148-06 |
|
0.618 |
147-08 |
|
1.000 |
146-21 |
|
1.618 |
145-23 |
|
2.618 |
144-06 |
|
4.250 |
141-22 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
149-00 |
148-25 |
| PP |
148-31 |
148-17 |
| S1 |
148-31 |
148-10 |
|