ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
146-18 |
146-18 |
0-00 |
0.0% |
146-25 |
| High |
146-29 |
147-05 |
0-08 |
0.2% |
146-30 |
| Low |
146-03 |
146-12 |
0-09 |
0.2% |
145-16 |
| Close |
146-18 |
146-27 |
0-09 |
0.2% |
146-18 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
1-14 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.2% |
0-00 |
| Volume |
230,905 |
307,609 |
76,704 |
33.2% |
1,182,935 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-04 |
148-25 |
147-09 |
|
| R3 |
148-11 |
148-00 |
147-02 |
|
| R2 |
147-18 |
147-18 |
147-00 |
|
| R1 |
147-07 |
147-07 |
146-29 |
147-13 |
| PP |
146-25 |
146-25 |
146-25 |
146-28 |
| S1 |
146-14 |
146-14 |
146-25 |
146-20 |
| S2 |
146-00 |
146-00 |
146-22 |
|
| S3 |
145-07 |
145-21 |
146-20 |
|
| S4 |
144-14 |
144-28 |
146-13 |
|
|
| 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 |
147-05 |
145-16 |
1-21 |
1.1% |
0-26 |
0.6% |
81% |
True |
False |
258,812 |
| 10 |
147-05 |
144-29 |
2-08 |
1.5% |
0-26 |
0.6% |
86% |
True |
False |
247,368 |
| 20 |
147-05 |
144-13 |
2-24 |
1.9% |
0-28 |
0.6% |
89% |
True |
False |
266,344 |
| 40 |
148-27 |
144-09 |
4-18 |
3.1% |
1-02 |
0.7% |
56% |
False |
False |
284,022 |
| 60 |
148-27 |
138-26 |
10-01 |
6.8% |
1-01 |
0.7% |
80% |
False |
False |
297,462 |
| 80 |
148-27 |
136-05 |
12-22 |
8.6% |
0-31 |
0.7% |
84% |
False |
False |
224,434 |
| 100 |
148-27 |
135-30 |
12-29 |
8.8% |
0-30 |
0.6% |
85% |
False |
False |
179,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-15 |
|
2.618 |
149-06 |
|
1.618 |
148-13 |
|
1.000 |
147-30 |
|
0.618 |
147-20 |
|
HIGH |
147-05 |
|
0.618 |
146-27 |
|
0.500 |
146-25 |
|
0.382 |
146-22 |
|
LOW |
146-12 |
|
0.618 |
145-29 |
|
1.000 |
145-19 |
|
1.618 |
145-04 |
|
2.618 |
144-11 |
|
4.250 |
143-02 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-26 |
146-22 |
| PP |
146-25 |
146-18 |
| S1 |
146-25 |
146-13 |
|