ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-27 |
145-01 |
-0-26 |
-0.6% |
146-23 |
| High |
146-10 |
146-03 |
-0-07 |
-0.1% |
147-17 |
| Low |
144-30 |
145-00 |
0-02 |
0.0% |
144-30 |
| Close |
145-09 |
145-24 |
0-15 |
0.3% |
145-24 |
| Range |
1-12 |
1-03 |
-0-09 |
-20.5% |
2-19 |
| ATR |
1-08 |
1-07 |
0-00 |
-0.8% |
0-00 |
| Volume |
383,589 |
225,108 |
-158,481 |
-41.3% |
1,472,555 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-29 |
148-13 |
146-11 |
|
| R3 |
147-26 |
147-10 |
146-02 |
|
| R2 |
146-23 |
146-23 |
145-30 |
|
| R1 |
146-07 |
146-07 |
145-27 |
146-15 |
| PP |
145-20 |
145-20 |
145-20 |
145-24 |
| S1 |
145-04 |
145-04 |
145-21 |
145-12 |
| S2 |
144-17 |
144-17 |
145-18 |
|
| S3 |
143-14 |
144-01 |
145-14 |
|
| S4 |
142-11 |
142-30 |
145-05 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-27 |
152-13 |
147-06 |
|
| R3 |
151-08 |
149-26 |
146-15 |
|
| R2 |
148-21 |
148-21 |
146-07 |
|
| R1 |
147-07 |
147-07 |
146-00 |
146-21 |
| PP |
146-02 |
146-02 |
146-02 |
145-25 |
| S1 |
144-20 |
144-20 |
145-16 |
144-01 |
| S2 |
143-15 |
143-15 |
145-09 |
|
| S3 |
140-28 |
142-01 |
145-01 |
|
| S4 |
138-09 |
139-14 |
144-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-17 |
144-30 |
2-19 |
1.8% |
1-02 |
0.7% |
31% |
False |
False |
294,511 |
| 10 |
148-27 |
144-26 |
4-01 |
2.8% |
1-11 |
0.9% |
23% |
False |
False |
319,246 |
| 20 |
148-27 |
142-10 |
6-17 |
4.5% |
1-08 |
0.9% |
53% |
False |
False |
311,986 |
| 40 |
148-27 |
137-15 |
11-12 |
7.8% |
1-03 |
0.8% |
73% |
False |
False |
279,842 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
76% |
False |
False |
186,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-24 |
|
2.618 |
148-31 |
|
1.618 |
147-28 |
|
1.000 |
147-06 |
|
0.618 |
146-25 |
|
HIGH |
146-03 |
|
0.618 |
145-22 |
|
0.500 |
145-18 |
|
0.382 |
145-13 |
|
LOW |
145-00 |
|
0.618 |
144-10 |
|
1.000 |
143-29 |
|
1.618 |
143-07 |
|
2.618 |
142-04 |
|
4.250 |
140-11 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-22 |
145-23 |
| PP |
145-20 |
145-21 |
| S1 |
145-18 |
145-20 |
|