ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-02 |
145-19 |
0-17 |
0.4% |
144-17 |
| High |
145-23 |
146-01 |
0-10 |
0.2% |
145-30 |
| Low |
144-31 |
145-06 |
0-07 |
0.2% |
144-13 |
| Close |
145-21 |
145-22 |
0-01 |
0.0% |
145-03 |
| Range |
0-24 |
0-27 |
0-03 |
12.5% |
1-17 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.3% |
0-00 |
| Volume |
213,291 |
286,040 |
72,749 |
34.1% |
1,160,552 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-05 |
147-25 |
146-05 |
|
| R3 |
147-10 |
146-30 |
145-29 |
|
| R2 |
146-15 |
146-15 |
145-27 |
|
| R1 |
146-03 |
146-03 |
145-24 |
146-09 |
| PP |
145-20 |
145-20 |
145-20 |
145-24 |
| S1 |
145-08 |
145-08 |
145-20 |
145-14 |
| S2 |
144-25 |
144-25 |
145-17 |
|
| S3 |
143-30 |
144-13 |
145-15 |
|
| S4 |
143-03 |
143-18 |
145-07 |
|
|
| 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 |
146-01 |
144-28 |
1-05 |
0.8% |
0-26 |
0.6% |
70% |
True |
False |
255,749 |
| 10 |
146-01 |
144-09 |
1-24 |
1.2% |
0-28 |
0.6% |
80% |
True |
False |
275,252 |
| 20 |
148-27 |
144-09 |
4-18 |
3.1% |
1-03 |
0.7% |
31% |
False |
False |
300,781 |
| 40 |
148-27 |
139-14 |
9-13 |
6.5% |
1-04 |
0.8% |
66% |
False |
False |
307,073 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
75% |
False |
False |
241,938 |
| 80 |
148-27 |
135-30 |
12-29 |
8.9% |
1-00 |
0.7% |
76% |
False |
False |
181,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-20 |
|
2.618 |
148-08 |
|
1.618 |
147-13 |
|
1.000 |
146-28 |
|
0.618 |
146-18 |
|
HIGH |
146-01 |
|
0.618 |
145-23 |
|
0.500 |
145-20 |
|
0.382 |
145-16 |
|
LOW |
145-06 |
|
0.618 |
144-21 |
|
1.000 |
144-11 |
|
1.618 |
143-26 |
|
2.618 |
142-31 |
|
4.250 |
141-19 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-21 |
145-20 |
| PP |
145-20 |
145-17 |
| S1 |
145-20 |
145-15 |
|