ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
145-30 |
146-26 |
0-28 |
0.6% |
145-00 |
| High |
147-01 |
146-31 |
-0-02 |
0.0% |
147-01 |
| Low |
145-29 |
145-27 |
-0-02 |
0.0% |
144-28 |
| Close |
146-22 |
145-30 |
-0-24 |
-0.5% |
145-30 |
| Range |
1-04 |
1-04 |
0-00 |
0.0% |
2-05 |
| ATR |
1-01 |
1-01 |
0-00 |
0.6% |
0-00 |
| Volume |
411,686 |
320,683 |
-91,003 |
-22.1% |
1,467,170 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-20 |
148-29 |
146-18 |
|
| R3 |
148-16 |
147-25 |
146-08 |
|
| R2 |
147-12 |
147-12 |
146-05 |
|
| R1 |
146-21 |
146-21 |
146-01 |
146-15 |
| PP |
146-08 |
146-08 |
146-08 |
146-05 |
| S1 |
145-17 |
145-17 |
145-27 |
145-11 |
| S2 |
145-04 |
145-04 |
145-23 |
|
| S3 |
144-00 |
144-13 |
145-20 |
|
| S4 |
142-28 |
143-09 |
145-10 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-13 |
151-11 |
147-04 |
|
| R3 |
150-08 |
149-06 |
146-17 |
|
| R2 |
148-03 |
148-03 |
146-11 |
|
| R1 |
147-01 |
147-01 |
146-04 |
147-18 |
| PP |
145-30 |
145-30 |
145-30 |
146-07 |
| S1 |
144-28 |
144-28 |
145-24 |
145-13 |
| S2 |
143-25 |
143-25 |
145-17 |
|
| S3 |
141-20 |
142-23 |
145-11 |
|
| S4 |
139-15 |
140-18 |
144-24 |
|
|
| 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% |
0-28 |
0.6% |
49% |
False |
False |
293,434 |
| 10 |
147-01 |
144-09 |
2-24 |
1.9% |
0-30 |
0.6% |
60% |
False |
False |
288,975 |
| 20 |
148-27 |
144-09 |
4-18 |
3.1% |
1-00 |
0.7% |
36% |
False |
False |
295,893 |
| 40 |
148-27 |
142-04 |
6-23 |
4.6% |
1-03 |
0.7% |
57% |
False |
False |
316,679 |
| 60 |
148-27 |
136-05 |
12-22 |
8.7% |
1-01 |
0.7% |
77% |
False |
False |
254,110 |
| 80 |
148-27 |
135-30 |
12-29 |
8.8% |
1-00 |
0.7% |
77% |
False |
False |
190,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
149-29 |
|
1.618 |
148-25 |
|
1.000 |
148-03 |
|
0.618 |
147-21 |
|
HIGH |
146-31 |
|
0.618 |
146-17 |
|
0.500 |
146-13 |
|
0.382 |
146-09 |
|
LOW |
145-27 |
|
0.618 |
145-05 |
|
1.000 |
144-23 |
|
1.618 |
144-01 |
|
2.618 |
142-29 |
|
4.250 |
141-02 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-13 |
146-04 |
| PP |
146-08 |
146-02 |
| S1 |
146-03 |
146-00 |
|