ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
148-21 |
149-05 |
0-16 |
0.3% |
146-08 |
| High |
149-23 |
149-09 |
-0-14 |
-0.3% |
149-04 |
| Low |
148-06 |
148-12 |
0-06 |
0.1% |
145-12 |
| Close |
149-00 |
149-03 |
0-03 |
0.1% |
148-17 |
| Range |
1-17 |
0-29 |
-0-20 |
-40.8% |
3-24 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.8% |
0-00 |
| Volume |
423,698 |
340,664 |
-83,034 |
-19.6% |
1,628,044 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-20 |
151-09 |
149-19 |
|
| R3 |
150-23 |
150-12 |
149-11 |
|
| R2 |
149-26 |
149-26 |
149-08 |
|
| R1 |
149-15 |
149-15 |
149-06 |
149-06 |
| PP |
148-29 |
148-29 |
148-29 |
148-25 |
| S1 |
148-18 |
148-18 |
149-00 |
148-09 |
| S2 |
148-00 |
148-00 |
148-30 |
|
| S3 |
147-03 |
147-21 |
148-27 |
|
| S4 |
146-06 |
146-24 |
148-19 |
|
|
| 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 |
145-23 |
4-00 |
2.7% |
1-10 |
0.9% |
84% |
False |
False |
387,150 |
| 10 |
149-23 |
145-10 |
4-13 |
3.0% |
1-01 |
0.7% |
86% |
False |
False |
324,827 |
| 20 |
149-23 |
143-16 |
6-07 |
4.2% |
1-00 |
0.7% |
90% |
False |
False |
319,407 |
| 40 |
149-23 |
143-16 |
6-07 |
4.2% |
0-30 |
0.6% |
90% |
False |
False |
197,750 |
| 60 |
149-23 |
143-16 |
6-07 |
4.2% |
0-30 |
0.6% |
90% |
False |
False |
132,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-04 |
|
2.618 |
151-21 |
|
1.618 |
150-24 |
|
1.000 |
150-06 |
|
0.618 |
149-27 |
|
HIGH |
149-09 |
|
0.618 |
148-30 |
|
0.500 |
148-27 |
|
0.382 |
148-23 |
|
LOW |
148-12 |
|
0.618 |
147-26 |
|
1.000 |
147-15 |
|
1.618 |
146-29 |
|
2.618 |
146-00 |
|
4.250 |
144-17 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
149-00 |
148-28 |
| PP |
148-29 |
148-20 |
| S1 |
148-27 |
148-13 |
|