ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
146-23 |
146-08 |
-0-15 |
-0.3% |
145-21 |
| High |
147-17 |
146-14 |
-1-03 |
-0.7% |
148-27 |
| Low |
146-04 |
145-20 |
-0-16 |
-0.3% |
145-07 |
| Close |
146-16 |
146-01 |
-0-15 |
-0.3% |
146-28 |
| Range |
1-13 |
0-26 |
-0-19 |
-42.2% |
3-20 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.3% |
0-00 |
| Volume |
312,962 |
249,917 |
-63,045 |
-20.1% |
1,458,761 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
148-02 |
146-15 |
|
| R3 |
147-21 |
147-08 |
146-08 |
|
| R2 |
146-27 |
146-27 |
146-06 |
|
| R1 |
146-14 |
146-14 |
146-03 |
146-08 |
| PP |
146-01 |
146-01 |
146-01 |
145-30 |
| S1 |
145-20 |
145-20 |
145-31 |
145-14 |
| S2 |
145-07 |
145-07 |
145-28 |
|
| S3 |
144-13 |
144-26 |
145-26 |
|
| S4 |
143-19 |
144-00 |
145-19 |
|
|
| 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 |
145-19 |
3-08 |
2.2% |
1-20 |
1.1% |
13% |
False |
False |
359,380 |
| 10 |
148-27 |
144-13 |
4-14 |
3.0% |
1-15 |
1.0% |
37% |
False |
False |
286,197 |
| 20 |
148-27 |
142-10 |
6-17 |
4.5% |
1-08 |
0.8% |
57% |
False |
False |
325,906 |
| 40 |
148-27 |
136-13 |
12-14 |
8.5% |
1-03 |
0.7% |
77% |
False |
False |
257,268 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
78% |
False |
False |
171,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-28 |
|
2.618 |
148-18 |
|
1.618 |
147-24 |
|
1.000 |
147-08 |
|
0.618 |
146-30 |
|
HIGH |
146-14 |
|
0.618 |
146-04 |
|
0.500 |
146-01 |
|
0.382 |
145-30 |
|
LOW |
145-20 |
|
0.618 |
145-04 |
|
1.000 |
144-26 |
|
1.618 |
144-10 |
|
2.618 |
143-16 |
|
4.250 |
142-06 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-01 |
147-08 |
| PP |
146-01 |
146-27 |
| S1 |
146-01 |
146-14 |
|