ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
145-09 |
145-24 |
0-15 |
0.3% |
145-00 |
| High |
146-00 |
146-09 |
0-09 |
0.2% |
147-01 |
| Low |
144-29 |
145-17 |
0-20 |
0.4% |
144-28 |
| Close |
145-22 |
145-21 |
-0-01 |
0.0% |
145-30 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
2-05 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
217,928 |
225,543 |
7,615 |
3.5% |
1,467,170 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-02 |
147-20 |
146-02 |
|
| R3 |
147-10 |
146-28 |
145-28 |
|
| R2 |
146-18 |
146-18 |
145-25 |
|
| R1 |
146-04 |
146-04 |
145-23 |
145-31 |
| PP |
145-26 |
145-26 |
145-26 |
145-24 |
| S1 |
145-12 |
145-12 |
145-19 |
145-07 |
| S2 |
145-02 |
145-02 |
145-17 |
|
| S3 |
144-10 |
144-20 |
145-14 |
|
| S4 |
143-18 |
143-28 |
145-08 |
|
|
| 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 |
144-29 |
2-04 |
1.5% |
1-01 |
0.7% |
35% |
False |
False |
280,264 |
| 10 |
147-01 |
144-28 |
2-05 |
1.5% |
0-30 |
0.6% |
36% |
False |
False |
268,007 |
| 20 |
147-01 |
144-09 |
2-24 |
1.9% |
0-30 |
0.6% |
50% |
False |
False |
281,002 |
| 40 |
148-27 |
142-10 |
6-17 |
4.5% |
1-03 |
0.7% |
51% |
False |
False |
303,454 |
| 60 |
148-27 |
136-13 |
12-14 |
8.5% |
1-01 |
0.7% |
74% |
False |
False |
265,179 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
0-31 |
0.7% |
75% |
False |
False |
199,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-15 |
|
2.618 |
148-08 |
|
1.618 |
147-16 |
|
1.000 |
147-01 |
|
0.618 |
146-24 |
|
HIGH |
146-09 |
|
0.618 |
146-00 |
|
0.500 |
145-29 |
|
0.382 |
145-26 |
|
LOW |
145-17 |
|
0.618 |
145-02 |
|
1.000 |
144-25 |
|
1.618 |
144-10 |
|
2.618 |
143-18 |
|
4.250 |
142-11 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-29 |
145-20 |
| PP |
145-26 |
145-20 |
| S1 |
145-24 |
145-19 |
|