ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-13 |
144-25 |
0-12 |
0.3% |
142-23 |
| High |
145-06 |
145-25 |
0-19 |
0.4% |
146-00 |
| Low |
144-11 |
144-17 |
0-06 |
0.1% |
142-20 |
| Close |
144-26 |
145-14 |
0-20 |
0.4% |
144-26 |
| Range |
0-27 |
1-08 |
0-13 |
48.2% |
3-12 |
| ATR |
1-01 |
1-01 |
0-01 |
1.6% |
0-00 |
| Volume |
288,902 |
115,543 |
-173,359 |
-60.0% |
1,852,928 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
148-15 |
146-04 |
|
| R3 |
147-24 |
147-07 |
145-25 |
|
| R2 |
146-16 |
146-16 |
145-21 |
|
| R1 |
145-31 |
145-31 |
145-18 |
146-08 |
| PP |
145-08 |
145-08 |
145-08 |
145-12 |
| S1 |
144-23 |
144-23 |
145-10 |
145-00 |
| S2 |
144-00 |
144-00 |
145-07 |
|
| S3 |
142-24 |
143-15 |
145-03 |
|
| S4 |
141-16 |
142-07 |
144-24 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-19 |
153-03 |
146-21 |
|
| R3 |
151-07 |
149-23 |
145-24 |
|
| R2 |
147-27 |
147-27 |
145-14 |
|
| R1 |
146-11 |
146-11 |
145-04 |
147-03 |
| PP |
144-15 |
144-15 |
144-15 |
144-28 |
| S1 |
142-31 |
142-31 |
144-16 |
143-23 |
| S2 |
141-03 |
141-03 |
144-06 |
|
| S3 |
137-23 |
139-19 |
143-28 |
|
| S4 |
134-11 |
136-07 |
142-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-00 |
143-06 |
2-26 |
1.9% |
1-10 |
0.9% |
80% |
False |
False |
339,716 |
| 10 |
146-00 |
142-10 |
3-22 |
2.5% |
1-02 |
0.7% |
85% |
False |
False |
332,802 |
| 20 |
146-00 |
138-28 |
7-04 |
4.9% |
1-01 |
0.7% |
92% |
False |
False |
344,668 |
| 40 |
146-00 |
136-05 |
9-27 |
6.8% |
0-30 |
0.7% |
94% |
False |
False |
188,913 |
| 60 |
146-00 |
135-30 |
10-02 |
6.9% |
0-29 |
0.6% |
94% |
False |
False |
125,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-03 |
|
2.618 |
149-02 |
|
1.618 |
147-26 |
|
1.000 |
147-01 |
|
0.618 |
146-18 |
|
HIGH |
145-25 |
|
0.618 |
145-10 |
|
0.500 |
145-05 |
|
0.382 |
145-00 |
|
LOW |
144-17 |
|
0.618 |
143-24 |
|
1.000 |
143-09 |
|
1.618 |
142-16 |
|
2.618 |
141-08 |
|
4.250 |
139-07 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-11 |
145-11 |
| PP |
145-08 |
145-08 |
| S1 |
145-05 |
145-05 |
|