ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
145-26 |
146-18 |
0-24 |
0.5% |
146-25 |
| High |
146-28 |
146-29 |
0-01 |
0.0% |
146-30 |
| Low |
145-21 |
146-03 |
0-14 |
0.3% |
145-16 |
| Close |
146-16 |
146-18 |
0-02 |
0.0% |
146-18 |
| Range |
1-07 |
0-26 |
-0-13 |
-33.3% |
1-14 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.0% |
0-00 |
| Volume |
326,725 |
230,905 |
-95,820 |
-29.3% |
1,182,935 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-31 |
148-18 |
147-00 |
|
| R3 |
148-05 |
147-24 |
146-25 |
|
| R2 |
147-11 |
147-11 |
146-23 |
|
| R1 |
146-30 |
146-30 |
146-20 |
146-31 |
| PP |
146-17 |
146-17 |
146-17 |
146-17 |
| S1 |
146-04 |
146-04 |
146-16 |
146-05 |
| S2 |
145-23 |
145-23 |
146-13 |
|
| S3 |
144-29 |
145-10 |
146-11 |
|
| S4 |
144-03 |
144-16 |
146-04 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-21 |
150-01 |
147-11 |
|
| R3 |
149-07 |
148-19 |
146-31 |
|
| R2 |
147-25 |
147-25 |
146-26 |
|
| R1 |
147-05 |
147-05 |
146-22 |
146-24 |
| PP |
146-11 |
146-11 |
146-11 |
146-04 |
| S1 |
145-23 |
145-23 |
146-14 |
145-10 |
| S2 |
144-29 |
144-29 |
146-10 |
|
| S3 |
143-15 |
144-09 |
146-05 |
|
| S4 |
142-01 |
142-27 |
145-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-30 |
145-16 |
1-14 |
1.0% |
0-26 |
0.6% |
74% |
False |
False |
236,587 |
| 10 |
146-31 |
144-29 |
2-02 |
1.4% |
0-27 |
0.6% |
80% |
False |
False |
239,155 |
| 20 |
147-01 |
144-09 |
2-24 |
1.9% |
0-28 |
0.6% |
83% |
False |
False |
264,065 |
| 40 |
148-27 |
143-29 |
4-30 |
3.4% |
1-03 |
0.7% |
54% |
False |
False |
286,854 |
| 60 |
148-27 |
138-26 |
10-01 |
6.8% |
1-01 |
0.7% |
77% |
False |
False |
293,204 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
82% |
False |
False |
220,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
149-01 |
|
1.618 |
148-07 |
|
1.000 |
147-23 |
|
0.618 |
147-13 |
|
HIGH |
146-29 |
|
0.618 |
146-19 |
|
0.500 |
146-16 |
|
0.382 |
146-13 |
|
LOW |
146-03 |
|
0.618 |
145-19 |
|
1.000 |
145-09 |
|
1.618 |
144-25 |
|
2.618 |
143-31 |
|
4.250 |
142-21 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-17 |
146-14 |
| PP |
146-17 |
146-10 |
| S1 |
146-16 |
146-07 |
|