ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-00 |
145-02 |
0-02 |
0.0% |
144-17 |
| High |
145-15 |
145-23 |
0-08 |
0.2% |
145-30 |
| Low |
144-28 |
144-31 |
0-03 |
0.1% |
144-13 |
| Close |
145-03 |
145-21 |
0-18 |
0.4% |
145-03 |
| Range |
0-19 |
0-24 |
0-05 |
26.3% |
1-17 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
235,470 |
213,291 |
-22,179 |
-9.4% |
1,160,552 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-22 |
147-14 |
146-02 |
|
| R3 |
146-30 |
146-22 |
145-28 |
|
| R2 |
146-06 |
146-06 |
145-25 |
|
| R1 |
145-30 |
145-30 |
145-23 |
146-02 |
| PP |
145-14 |
145-14 |
145-14 |
145-17 |
| S1 |
145-06 |
145-06 |
145-19 |
145-10 |
| S2 |
144-22 |
144-22 |
145-17 |
|
| S3 |
143-30 |
144-14 |
145-14 |
|
| S4 |
143-06 |
143-22 |
145-08 |
|
|
| 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 |
144-14 |
1-16 |
1.0% |
0-26 |
0.6% |
81% |
False |
False |
255,367 |
| 10 |
145-30 |
144-09 |
1-21 |
1.1% |
0-28 |
0.6% |
83% |
False |
False |
278,744 |
| 20 |
148-27 |
144-09 |
4-18 |
3.1% |
1-03 |
0.8% |
30% |
False |
False |
297,716 |
| 40 |
148-27 |
139-14 |
9-13 |
6.5% |
1-04 |
0.8% |
66% |
False |
False |
308,728 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
75% |
False |
False |
237,203 |
| 80 |
148-27 |
135-30 |
12-29 |
8.9% |
1-00 |
0.7% |
75% |
False |
False |
177,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-29 |
|
2.618 |
147-22 |
|
1.618 |
146-30 |
|
1.000 |
146-15 |
|
0.618 |
146-06 |
|
HIGH |
145-23 |
|
0.618 |
145-14 |
|
0.500 |
145-11 |
|
0.382 |
145-08 |
|
LOW |
144-31 |
|
0.618 |
144-16 |
|
1.000 |
144-07 |
|
1.618 |
143-24 |
|
2.618 |
143-00 |
|
4.250 |
141-25 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-18 |
145-18 |
| PP |
145-14 |
145-15 |
| S1 |
145-11 |
145-12 |
|