ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-04 |
145-22 |
0-18 |
0.4% |
144-17 |
| High |
145-30 |
145-27 |
-0-03 |
-0.1% |
145-30 |
| Low |
144-31 |
144-29 |
-0-02 |
0.0% |
144-13 |
| Close |
145-25 |
145-03 |
-0-22 |
-0.5% |
145-03 |
| Range |
0-31 |
0-30 |
-0-01 |
-3.2% |
1-17 |
| ATR |
1-03 |
1-03 |
0-00 |
-1.1% |
0-00 |
| Volume |
304,277 |
239,669 |
-64,608 |
-21.2% |
1,160,552 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-03 |
147-17 |
145-20 |
|
| R3 |
147-05 |
146-19 |
145-11 |
|
| R2 |
146-07 |
146-07 |
145-09 |
|
| R1 |
145-21 |
145-21 |
145-06 |
145-15 |
| PP |
145-09 |
145-09 |
145-09 |
145-06 |
| S1 |
144-23 |
144-23 |
145-00 |
144-17 |
| S2 |
144-11 |
144-11 |
144-30 |
|
| S3 |
143-13 |
143-25 |
144-27 |
|
| S4 |
142-15 |
142-27 |
144-19 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
148-30 |
145-30 |
|
| R3 |
148-07 |
147-13 |
145-16 |
|
| R2 |
146-22 |
146-22 |
145-12 |
|
| R1 |
145-28 |
145-28 |
145-07 |
146-09 |
| PP |
145-05 |
145-05 |
145-05 |
145-11 |
| S1 |
144-11 |
144-11 |
144-31 |
144-24 |
| S2 |
143-20 |
143-20 |
144-26 |
|
| S3 |
142-03 |
142-26 |
144-22 |
|
| S4 |
140-18 |
141-09 |
144-08 |
|
|
| 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% |
49% |
False |
False |
284,517 |
| 10 |
146-11 |
144-09 |
2-02 |
1.4% |
0-30 |
0.6% |
39% |
False |
False |
279,936 |
| 20 |
148-27 |
144-09 |
4-18 |
3.1% |
1-05 |
0.8% |
18% |
False |
False |
302,111 |
| 40 |
148-27 |
138-28 |
9-31 |
6.9% |
1-04 |
0.8% |
62% |
False |
False |
315,628 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
70% |
False |
False |
229,769 |
| 80 |
148-27 |
135-30 |
12-29 |
8.9% |
1-00 |
0.7% |
71% |
False |
False |
172,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-27 |
|
2.618 |
148-10 |
|
1.618 |
147-12 |
|
1.000 |
146-25 |
|
0.618 |
146-14 |
|
HIGH |
145-27 |
|
0.618 |
145-16 |
|
0.500 |
145-12 |
|
0.382 |
145-08 |
|
LOW |
144-29 |
|
0.618 |
144-10 |
|
1.000 |
143-31 |
|
1.618 |
143-12 |
|
2.618 |
142-14 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-12 |
145-06 |
| PP |
145-09 |
145-05 |
| S1 |
145-06 |
145-04 |
|