ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
145-24 |
144-16 |
-1-08 |
-0.9% |
142-23 |
| High |
146-03 |
145-28 |
-0-07 |
-0.1% |
146-00 |
| Low |
144-13 |
144-15 |
0-02 |
0.0% |
142-20 |
| Close |
144-24 |
145-17 |
0-25 |
0.5% |
144-26 |
| Range |
1-22 |
1-13 |
-0-09 |
-16.7% |
3-12 |
| ATR |
1-03 |
1-04 |
0-01 |
2.1% |
0-00 |
| Volume |
188,125 |
275,515 |
87,390 |
46.5% |
1,852,928 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-30 |
146-10 |
|
| R3 |
148-03 |
147-17 |
145-29 |
|
| R2 |
146-22 |
146-22 |
145-25 |
|
| R1 |
146-04 |
146-04 |
145-21 |
146-13 |
| PP |
145-09 |
145-09 |
145-09 |
145-14 |
| S1 |
144-23 |
144-23 |
145-13 |
145-00 |
| S2 |
143-28 |
143-28 |
145-09 |
|
| S3 |
142-15 |
143-10 |
145-05 |
|
| S4 |
141-02 |
141-29 |
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 |
146-03 |
144-09 |
1-26 |
1.2% |
1-12 |
0.9% |
69% |
False |
False |
285,571 |
| 10 |
146-03 |
142-10 |
3-25 |
2.6% |
1-06 |
0.8% |
85% |
False |
False |
304,726 |
| 20 |
146-03 |
138-31 |
7-04 |
4.9% |
1-05 |
0.8% |
92% |
False |
False |
325,114 |
| 40 |
146-03 |
136-05 |
9-30 |
6.8% |
0-31 |
0.7% |
94% |
False |
False |
200,445 |
| 60 |
146-03 |
135-30 |
10-05 |
7.0% |
0-30 |
0.7% |
94% |
False |
False |
133,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-27 |
|
2.618 |
149-18 |
|
1.618 |
148-05 |
|
1.000 |
147-09 |
|
0.618 |
146-24 |
|
HIGH |
145-28 |
|
0.618 |
145-11 |
|
0.500 |
145-06 |
|
0.382 |
145-00 |
|
LOW |
144-15 |
|
0.618 |
143-19 |
|
1.000 |
143-02 |
|
1.618 |
142-06 |
|
2.618 |
140-25 |
|
4.250 |
138-16 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
145-13 |
145-14 |
| PP |
145-09 |
145-11 |
| S1 |
145-06 |
145-08 |
|