ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-08 |
145-04 |
-0-04 |
-0.1% |
145-24 |
| High |
145-10 |
145-30 |
0-20 |
0.4% |
146-11 |
| Low |
144-14 |
144-31 |
0-17 |
0.4% |
144-09 |
| Close |
144-31 |
145-25 |
0-26 |
0.6% |
144-17 |
| Range |
0-28 |
0-31 |
0-03 |
10.7% |
2-02 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.9% |
0-00 |
| Volume |
284,131 |
304,277 |
20,146 |
7.1% |
1,413,700 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
148-03 |
146-10 |
|
| R3 |
147-16 |
147-04 |
146-02 |
|
| R2 |
146-17 |
146-17 |
145-31 |
|
| R1 |
146-05 |
146-05 |
145-28 |
146-11 |
| PP |
145-18 |
145-18 |
145-18 |
145-21 |
| S1 |
145-06 |
145-06 |
145-22 |
145-12 |
| S2 |
144-19 |
144-19 |
145-19 |
|
| S3 |
143-20 |
144-07 |
145-16 |
|
| S4 |
142-21 |
143-08 |
145-08 |
|
|
| 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 |
145-30 |
144-09 |
1-21 |
1.1% |
0-31 |
0.7% |
91% |
True |
False |
294,030 |
| 10 |
146-11 |
144-09 |
2-02 |
1.4% |
0-31 |
0.7% |
73% |
False |
False |
294,328 |
| 20 |
148-27 |
144-09 |
4-18 |
3.1% |
1-06 |
0.8% |
33% |
False |
False |
299,534 |
| 40 |
148-27 |
138-28 |
9-31 |
6.8% |
1-04 |
0.8% |
69% |
False |
False |
322,101 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
76% |
False |
False |
225,787 |
| 80 |
148-27 |
135-30 |
12-29 |
8.9% |
0-31 |
0.7% |
76% |
False |
False |
169,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-02 |
|
2.618 |
148-15 |
|
1.618 |
147-16 |
|
1.000 |
146-29 |
|
0.618 |
146-17 |
|
HIGH |
145-30 |
|
0.618 |
145-18 |
|
0.500 |
145-15 |
|
0.382 |
145-11 |
|
LOW |
144-31 |
|
0.618 |
144-12 |
|
1.000 |
144-00 |
|
1.618 |
143-13 |
|
2.618 |
142-14 |
|
4.250 |
140-27 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-22 |
145-19 |
| PP |
145-18 |
145-12 |
| S1 |
145-15 |
145-06 |
|