ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
147-18 |
148-16 |
0-30 |
0.6% |
145-21 |
| High |
148-25 |
148-27 |
0-02 |
0.0% |
148-27 |
| Low |
146-29 |
146-19 |
-0-10 |
-0.2% |
145-07 |
| Close |
148-21 |
146-28 |
-1-25 |
-1.2% |
146-28 |
| Range |
1-28 |
2-08 |
0-12 |
20.0% |
3-20 |
| ATR |
1-07 |
1-09 |
0-02 |
6.0% |
0-00 |
| Volume |
479,904 |
403,897 |
-76,007 |
-15.8% |
1,458,761 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-06 |
152-25 |
148-04 |
|
| R3 |
151-30 |
150-17 |
147-16 |
|
| R2 |
149-22 |
149-22 |
147-09 |
|
| R1 |
148-09 |
148-09 |
147-03 |
147-28 |
| PP |
147-14 |
147-14 |
147-14 |
147-07 |
| S1 |
146-01 |
146-01 |
146-21 |
145-20 |
| S2 |
145-06 |
145-06 |
146-15 |
|
| S3 |
142-30 |
143-25 |
146-08 |
|
| S4 |
140-22 |
141-17 |
145-20 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
156-00 |
148-28 |
|
| R3 |
154-07 |
152-12 |
147-28 |
|
| R2 |
150-19 |
150-19 |
147-17 |
|
| R1 |
148-24 |
148-24 |
147-07 |
149-22 |
| PP |
146-31 |
146-31 |
146-31 |
147-14 |
| S1 |
145-04 |
145-04 |
146-17 |
146-02 |
| S2 |
143-11 |
143-11 |
146-07 |
|
| S3 |
139-23 |
141-16 |
145-28 |
|
| S4 |
136-03 |
137-28 |
144-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-27 |
144-26 |
4-01 |
2.7% |
1-20 |
1.1% |
51% |
True |
False |
343,981 |
| 10 |
148-27 |
144-09 |
4-18 |
3.1% |
1-16 |
1.0% |
57% |
True |
False |
314,776 |
| 20 |
148-27 |
142-04 |
6-23 |
4.6% |
1-08 |
0.9% |
71% |
True |
False |
357,627 |
| 40 |
148-27 |
136-05 |
12-22 |
8.6% |
1-02 |
0.7% |
84% |
True |
False |
243,280 |
| 60 |
148-27 |
136-05 |
12-22 |
8.6% |
1-00 |
0.7% |
84% |
True |
False |
162,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-13 |
|
2.618 |
154-23 |
|
1.618 |
152-15 |
|
1.000 |
151-03 |
|
0.618 |
150-07 |
|
HIGH |
148-27 |
|
0.618 |
147-31 |
|
0.500 |
147-23 |
|
0.382 |
147-15 |
|
LOW |
146-19 |
|
0.618 |
145-07 |
|
1.000 |
144-11 |
|
1.618 |
142-31 |
|
2.618 |
140-23 |
|
4.250 |
137-01 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
147-23 |
147-07 |
| PP |
147-14 |
147-03 |
| S1 |
147-05 |
147-00 |
|