ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-12 |
145-11 |
-0-01 |
0.0% |
146-23 |
| High |
145-17 |
145-24 |
0-07 |
0.2% |
147-17 |
| Low |
144-24 |
144-27 |
0-03 |
0.1% |
144-30 |
| Close |
145-06 |
145-01 |
-0-05 |
-0.1% |
145-24 |
| Range |
0-25 |
0-29 |
0-04 |
16.0% |
2-19 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
307,905 |
287,236 |
-20,669 |
-6.7% |
1,472,555 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
147-12 |
145-17 |
|
| R3 |
147-01 |
146-15 |
145-09 |
|
| R2 |
146-04 |
146-04 |
145-06 |
|
| R1 |
145-18 |
145-18 |
145-04 |
145-13 |
| PP |
145-07 |
145-07 |
145-07 |
145-04 |
| S1 |
144-21 |
144-21 |
144-30 |
144-16 |
| S2 |
144-10 |
144-10 |
144-28 |
|
| S3 |
143-13 |
143-24 |
144-25 |
|
| S4 |
142-16 |
142-27 |
144-17 |
|
|
| 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 |
146-11 |
144-24 |
1-19 |
1.1% |
0-29 |
0.6% |
18% |
False |
False |
275,354 |
| 10 |
148-27 |
144-24 |
4-03 |
2.8% |
1-03 |
0.8% |
7% |
False |
False |
302,811 |
| 20 |
148-27 |
143-29 |
4-30 |
3.4% |
1-09 |
0.9% |
23% |
False |
False |
309,643 |
| 40 |
148-27 |
138-26 |
10-01 |
6.9% |
1-03 |
0.7% |
62% |
False |
False |
307,774 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
70% |
False |
False |
206,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-19 |
|
2.618 |
148-04 |
|
1.618 |
147-07 |
|
1.000 |
146-21 |
|
0.618 |
146-10 |
|
HIGH |
145-24 |
|
0.618 |
145-13 |
|
0.500 |
145-10 |
|
0.382 |
145-06 |
|
LOW |
144-27 |
|
0.618 |
144-09 |
|
1.000 |
143-30 |
|
1.618 |
143-12 |
|
2.618 |
142-15 |
|
4.250 |
141-00 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-10 |
145-11 |
| PP |
145-07 |
145-07 |
| S1 |
145-04 |
145-04 |
|