ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-23 |
147-18 |
1-27 |
1.3% |
144-25 |
| High |
147-14 |
148-25 |
1-11 |
0.9% |
146-03 |
| Low |
145-19 |
146-29 |
1-10 |
0.9% |
144-13 |
| Close |
146-24 |
148-21 |
1-29 |
1.3% |
145-17 |
| Range |
1-27 |
1-28 |
0-01 |
1.7% |
1-22 |
| ATR |
1-05 |
1-07 |
0-02 |
5.4% |
0-00 |
| Volume |
350,224 |
479,904 |
129,680 |
37.0% |
840,331 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-24 |
153-02 |
149-22 |
|
| R3 |
151-28 |
151-06 |
149-06 |
|
| R2 |
150-00 |
150-00 |
149-00 |
|
| R1 |
149-10 |
149-10 |
148-27 |
149-21 |
| PP |
148-04 |
148-04 |
148-04 |
148-09 |
| S1 |
147-14 |
147-14 |
148-16 |
147-25 |
| S2 |
146-08 |
146-08 |
148-10 |
|
| S3 |
144-12 |
145-18 |
148-05 |
|
| S4 |
142-16 |
143-22 |
147-20 |
|
|
| 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 |
148-25 |
144-15 |
4-10 |
2.9% |
1-14 |
1.0% |
97% |
True |
False |
318,305 |
| 10 |
148-25 |
143-29 |
4-28 |
3.3% |
1-15 |
1.0% |
97% |
True |
False |
316,475 |
| 20 |
148-25 |
142-04 |
6-21 |
4.5% |
1-05 |
0.8% |
98% |
True |
False |
337,465 |
| 40 |
148-25 |
136-05 |
12-20 |
8.5% |
1-01 |
0.7% |
99% |
True |
False |
233,218 |
| 60 |
148-25 |
135-30 |
12-27 |
8.6% |
0-31 |
0.7% |
99% |
True |
False |
155,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-24 |
|
2.618 |
153-22 |
|
1.618 |
151-26 |
|
1.000 |
150-21 |
|
0.618 |
149-30 |
|
HIGH |
148-25 |
|
0.618 |
148-02 |
|
0.500 |
147-27 |
|
0.382 |
147-20 |
|
LOW |
146-29 |
|
0.618 |
145-24 |
|
1.000 |
145-01 |
|
1.618 |
143-28 |
|
2.618 |
142-00 |
|
4.250 |
138-30 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
148-12 |
148-03 |
| PP |
148-04 |
147-18 |
| S1 |
147-27 |
147-00 |
|