ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-21 |
145-23 |
0-02 |
0.0% |
144-25 |
| High |
146-09 |
147-14 |
1-05 |
0.8% |
146-03 |
| Low |
145-07 |
145-19 |
0-12 |
0.3% |
144-13 |
| Close |
146-00 |
146-24 |
0-24 |
0.5% |
145-17 |
| Range |
1-02 |
1-27 |
0-25 |
73.5% |
1-22 |
| ATR |
1-03 |
1-05 |
0-02 |
4.8% |
0-00 |
| Volume |
224,736 |
350,224 |
125,488 |
55.8% |
840,331 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-04 |
151-09 |
147-24 |
|
| R3 |
150-09 |
149-14 |
147-08 |
|
| R2 |
148-14 |
148-14 |
147-03 |
|
| R1 |
147-19 |
147-19 |
146-29 |
148-00 |
| PP |
146-19 |
146-19 |
146-19 |
146-26 |
| S1 |
145-24 |
145-24 |
146-19 |
146-06 |
| S2 |
144-24 |
144-24 |
146-13 |
|
| S3 |
142-29 |
143-29 |
146-08 |
|
| S4 |
141-02 |
142-02 |
145-24 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-13 |
149-21 |
146-15 |
|
| R3 |
148-23 |
147-31 |
146-00 |
|
| R2 |
147-01 |
147-01 |
145-27 |
|
| R1 |
146-09 |
146-09 |
145-22 |
146-21 |
| PP |
145-11 |
145-11 |
145-11 |
145-17 |
| S1 |
144-19 |
144-19 |
145-12 |
144-31 |
| S2 |
143-21 |
143-21 |
145-07 |
|
| S3 |
141-31 |
142-29 |
145-02 |
|
| S4 |
140-09 |
141-07 |
144-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-14 |
144-13 |
3-01 |
2.1% |
1-13 |
1.0% |
77% |
True |
False |
259,949 |
| 10 |
147-14 |
143-06 |
4-08 |
2.9% |
1-11 |
0.9% |
84% |
True |
False |
299,833 |
| 20 |
147-14 |
140-27 |
6-19 |
4.5% |
1-05 |
0.8% |
90% |
True |
False |
313,503 |
| 40 |
147-14 |
136-05 |
11-09 |
7.7% |
1-00 |
0.7% |
94% |
True |
False |
221,233 |
| 60 |
147-14 |
135-30 |
11-16 |
7.8% |
0-31 |
0.7% |
94% |
True |
False |
147,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-09 |
|
2.618 |
152-08 |
|
1.618 |
150-13 |
|
1.000 |
149-09 |
|
0.618 |
148-18 |
|
HIGH |
147-14 |
|
0.618 |
146-23 |
|
0.500 |
146-17 |
|
0.382 |
146-10 |
|
LOW |
145-19 |
|
0.618 |
144-15 |
|
1.000 |
143-24 |
|
1.618 |
142-20 |
|
2.618 |
140-25 |
|
4.250 |
137-24 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-22 |
146-17 |
| PP |
146-19 |
146-11 |
| S1 |
146-17 |
146-04 |
|