ECBOT 30 Year Treasury Bond Future March 2019
Trading Metrics calculated at close of trading on 09-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
146-08 |
145-23 |
-0-17 |
-0.4% |
145-21 |
High |
146-14 |
145-29 |
-0-17 |
-0.4% |
148-27 |
Low |
145-20 |
145-11 |
-0-09 |
-0.2% |
145-07 |
Close |
146-01 |
145-18 |
-0-15 |
-0.3% |
146-28 |
Range |
0-26 |
0-18 |
-0-08 |
-30.8% |
3-20 |
ATR |
1-09 |
1-07 |
-0-01 |
-3.3% |
0-00 |
Volume |
249,917 |
300,979 |
51,062 |
20.4% |
1,458,761 |
|
Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-09 |
147-00 |
145-28 |
|
R3 |
146-23 |
146-14 |
145-23 |
|
R2 |
146-05 |
146-05 |
145-21 |
|
R1 |
145-28 |
145-28 |
145-20 |
145-24 |
PP |
145-19 |
145-19 |
145-19 |
145-17 |
S1 |
145-10 |
145-10 |
145-16 |
145-06 |
S2 |
145-01 |
145-01 |
145-15 |
|
S3 |
144-15 |
144-24 |
145-13 |
|
S4 |
143-29 |
144-06 |
145-08 |
|
|
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 |
145-11 |
3-16 |
2.4% |
1-12 |
0.9% |
6% |
False |
True |
349,531 |
10 |
148-27 |
144-13 |
4-14 |
3.0% |
1-13 |
1.0% |
26% |
False |
False |
304,740 |
20 |
148-27 |
142-10 |
6-17 |
4.5% |
1-07 |
0.8% |
50% |
False |
False |
318,771 |
40 |
148-27 |
137-06 |
11-21 |
8.0% |
1-02 |
0.7% |
72% |
False |
False |
264,704 |
60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
74% |
False |
False |
176,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-10 |
2.618 |
147-12 |
1.618 |
146-26 |
1.000 |
146-15 |
0.618 |
146-08 |
HIGH |
145-29 |
0.618 |
145-22 |
0.500 |
145-20 |
0.382 |
145-18 |
LOW |
145-11 |
0.618 |
145-00 |
1.000 |
144-25 |
1.618 |
144-14 |
2.618 |
143-28 |
4.250 |
142-31 |
|
|
Fisher Pivots for day following 09-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
145-20 |
146-14 |
PP |
145-19 |
146-05 |
S1 |
145-19 |
145-27 |
|