ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
149-05 |
148-30 |
-0-07 |
-0.1% |
146-08 |
| High |
149-09 |
150-05 |
0-28 |
0.6% |
149-04 |
| Low |
148-12 |
148-25 |
0-13 |
0.3% |
145-12 |
| Close |
149-03 |
150-02 |
0-31 |
0.6% |
148-17 |
| Range |
0-29 |
1-12 |
0-15 |
51.7% |
3-24 |
| ATR |
1-00 |
1-01 |
0-01 |
2.6% |
0-00 |
| Volume |
340,664 |
471,301 |
130,637 |
38.3% |
1,628,044 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
153-10 |
150-26 |
|
| R3 |
152-13 |
151-30 |
150-14 |
|
| R2 |
151-01 |
151-01 |
150-10 |
|
| R1 |
150-18 |
150-18 |
150-06 |
150-26 |
| PP |
149-21 |
149-21 |
149-21 |
149-25 |
| S1 |
149-06 |
149-06 |
149-30 |
149-14 |
| S2 |
148-09 |
148-09 |
149-26 |
|
| S3 |
146-29 |
147-26 |
149-22 |
|
| S4 |
145-17 |
146-14 |
149-10 |
|
|
| 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 |
150-05 |
146-28 |
3-09 |
2.2% |
1-09 |
0.9% |
97% |
True |
False |
416,986 |
| 10 |
150-05 |
145-10 |
4-27 |
3.2% |
1-03 |
0.7% |
98% |
True |
False |
343,881 |
| 20 |
150-05 |
143-16 |
6-21 |
4.4% |
1-00 |
0.7% |
99% |
True |
False |
324,413 |
| 40 |
150-05 |
143-16 |
6-21 |
4.4% |
0-30 |
0.6% |
99% |
True |
False |
209,532 |
| 60 |
150-05 |
143-16 |
6-21 |
4.4% |
0-30 |
0.6% |
99% |
True |
False |
139,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-00 |
|
2.618 |
153-24 |
|
1.618 |
152-12 |
|
1.000 |
151-17 |
|
0.618 |
151-00 |
|
HIGH |
150-05 |
|
0.618 |
149-20 |
|
0.500 |
149-15 |
|
0.382 |
149-10 |
|
LOW |
148-25 |
|
0.618 |
147-30 |
|
1.000 |
147-13 |
|
1.618 |
146-18 |
|
2.618 |
145-06 |
|
4.250 |
142-30 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
149-28 |
149-25 |
| PP |
149-21 |
149-15 |
| S1 |
149-15 |
149-06 |
|