ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-11 |
145-01 |
-0-10 |
-0.2% |
145-24 |
| High |
145-24 |
145-07 |
-0-17 |
-0.4% |
146-11 |
| Low |
144-27 |
144-09 |
-0-18 |
-0.4% |
144-09 |
| Close |
145-01 |
144-17 |
-0-16 |
-0.3% |
144-17 |
| Range |
0-29 |
0-30 |
0-01 |
3.5% |
2-02 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.2% |
0-00 |
| Volume |
287,236 |
262,034 |
-25,202 |
-8.8% |
1,413,700 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-16 |
146-30 |
145-02 |
|
| R3 |
146-18 |
146-00 |
144-25 |
|
| R2 |
145-20 |
145-20 |
144-23 |
|
| R1 |
145-02 |
145-02 |
144-20 |
144-28 |
| PP |
144-22 |
144-22 |
144-22 |
144-19 |
| S1 |
144-04 |
144-04 |
144-14 |
143-30 |
| S2 |
143-24 |
143-24 |
144-12 |
|
| S3 |
142-26 |
143-06 |
144-09 |
|
| S4 |
141-28 |
142-08 |
144-01 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-08 |
149-30 |
145-21 |
|
| R3 |
149-06 |
147-28 |
145-03 |
|
| R2 |
147-04 |
147-04 |
144-29 |
|
| R1 |
145-26 |
145-26 |
144-23 |
145-14 |
| PP |
145-02 |
145-02 |
145-02 |
144-28 |
| S1 |
143-24 |
143-24 |
144-11 |
143-12 |
| S2 |
143-00 |
143-00 |
144-05 |
|
| S3 |
140-30 |
141-22 |
143-31 |
|
| S4 |
138-28 |
139-20 |
143-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
144-09 |
2-02 |
1.4% |
0-28 |
0.6% |
12% |
False |
True |
282,740 |
| 10 |
147-17 |
144-09 |
3-08 |
2.2% |
0-31 |
0.7% |
8% |
False |
True |
288,625 |
| 20 |
148-27 |
144-09 |
4-18 |
3.2% |
1-07 |
0.9% |
5% |
False |
True |
301,700 |
| 40 |
148-27 |
138-26 |
10-01 |
6.9% |
1-03 |
0.8% |
57% |
False |
False |
313,020 |
| 60 |
148-27 |
136-05 |
12-22 |
8.8% |
1-01 |
0.7% |
66% |
False |
False |
210,464 |
| 80 |
148-27 |
135-30 |
12-29 |
8.9% |
0-31 |
0.7% |
67% |
False |
False |
157,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-07 |
|
2.618 |
147-22 |
|
1.618 |
146-24 |
|
1.000 |
146-05 |
|
0.618 |
145-26 |
|
HIGH |
145-07 |
|
0.618 |
144-28 |
|
0.500 |
144-24 |
|
0.382 |
144-20 |
|
LOW |
144-09 |
|
0.618 |
143-22 |
|
1.000 |
143-11 |
|
1.618 |
142-24 |
|
2.618 |
141-26 |
|
4.250 |
140-10 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
144-24 |
145-01 |
| PP |
144-22 |
144-27 |
| S1 |
144-19 |
144-22 |
|