ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
145-19 |
145-30 |
0-11 |
0.2% |
144-17 |
| High |
146-01 |
147-01 |
1-00 |
0.7% |
145-30 |
| Low |
145-06 |
145-29 |
0-23 |
0.5% |
144-13 |
| Close |
145-22 |
146-22 |
1-00 |
0.7% |
145-03 |
| Range |
0-27 |
1-04 |
0-09 |
33.3% |
1-17 |
| ATR |
1-01 |
1-01 |
0-01 |
2.3% |
0-00 |
| Volume |
286,040 |
411,686 |
125,646 |
43.9% |
1,160,552 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-29 |
149-14 |
147-10 |
|
| R3 |
148-25 |
148-10 |
147-00 |
|
| R2 |
147-21 |
147-21 |
146-29 |
|
| R1 |
147-06 |
147-06 |
146-25 |
147-14 |
| PP |
146-17 |
146-17 |
146-17 |
146-21 |
| S1 |
146-02 |
146-02 |
146-19 |
146-10 |
| S2 |
145-13 |
145-13 |
146-15 |
|
| S3 |
144-09 |
144-30 |
146-12 |
|
| S4 |
143-05 |
143-26 |
146-02 |
|
|
| 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 |
147-01 |
144-28 |
2-05 |
1.5% |
0-27 |
0.6% |
84% |
True |
False |
277,231 |
| 10 |
147-01 |
144-09 |
2-24 |
1.9% |
0-29 |
0.6% |
87% |
True |
False |
285,630 |
| 20 |
148-27 |
144-09 |
4-18 |
3.1% |
1-02 |
0.7% |
53% |
False |
False |
303,854 |
| 40 |
148-27 |
140-27 |
8-00 |
5.5% |
1-03 |
0.8% |
73% |
False |
False |
308,679 |
| 60 |
148-27 |
136-05 |
12-22 |
8.6% |
1-01 |
0.7% |
83% |
False |
False |
248,774 |
| 80 |
148-27 |
135-30 |
12-29 |
8.8% |
1-00 |
0.7% |
83% |
False |
False |
186,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-26 |
|
2.618 |
149-31 |
|
1.618 |
148-27 |
|
1.000 |
148-05 |
|
0.618 |
147-23 |
|
HIGH |
147-01 |
|
0.618 |
146-19 |
|
0.500 |
146-15 |
|
0.382 |
146-11 |
|
LOW |
145-29 |
|
0.618 |
145-07 |
|
1.000 |
144-25 |
|
1.618 |
144-03 |
|
2.618 |
142-31 |
|
4.250 |
141-04 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-20 |
146-15 |
| PP |
146-17 |
146-07 |
| S1 |
146-15 |
146-00 |
|