ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
144-25 |
145-24 |
0-31 |
0.7% |
142-23 |
| High |
145-25 |
146-03 |
0-10 |
0.2% |
146-00 |
| Low |
144-17 |
144-13 |
-0-04 |
-0.1% |
142-20 |
| Close |
145-14 |
144-24 |
-0-22 |
-0.5% |
144-26 |
| Range |
1-08 |
1-22 |
0-14 |
35.0% |
3-12 |
| ATR |
1-01 |
1-03 |
0-01 |
4.4% |
0-00 |
| Volume |
115,543 |
188,125 |
72,582 |
62.8% |
1,852,928 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-05 |
149-04 |
145-22 |
|
| R3 |
148-15 |
147-14 |
145-07 |
|
| R2 |
146-25 |
146-25 |
145-02 |
|
| R1 |
145-24 |
145-24 |
144-29 |
145-14 |
| PP |
145-03 |
145-03 |
145-03 |
144-29 |
| S1 |
144-02 |
144-02 |
144-19 |
143-24 |
| S2 |
143-13 |
143-13 |
144-14 |
|
| S3 |
141-23 |
142-12 |
144-09 |
|
| S4 |
140-01 |
140-22 |
143-26 |
|
|
| 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 |
146-03 |
143-29 |
2-06 |
1.5% |
1-15 |
1.0% |
39% |
True |
False |
314,646 |
| 10 |
146-03 |
142-10 |
3-25 |
2.6% |
1-04 |
0.8% |
64% |
True |
False |
310,137 |
| 20 |
146-03 |
138-28 |
7-07 |
5.0% |
1-03 |
0.8% |
81% |
True |
False |
329,146 |
| 40 |
146-03 |
136-05 |
9-30 |
6.9% |
0-31 |
0.7% |
86% |
True |
False |
193,597 |
| 60 |
146-03 |
135-30 |
10-05 |
7.0% |
0-30 |
0.6% |
87% |
True |
False |
129,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-09 |
|
2.618 |
150-16 |
|
1.618 |
148-26 |
|
1.000 |
147-25 |
|
0.618 |
147-04 |
|
HIGH |
146-03 |
|
0.618 |
145-14 |
|
0.500 |
145-08 |
|
0.382 |
145-02 |
|
LOW |
144-13 |
|
0.618 |
143-12 |
|
1.000 |
142-23 |
|
1.618 |
141-22 |
|
2.618 |
140-00 |
|
4.250 |
137-08 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-08 |
145-07 |
| PP |
145-03 |
145-02 |
| S1 |
144-29 |
144-29 |
|