ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
147-00 |
146-23 |
-0-09 |
-0.2% |
146-25 |
| High |
147-05 |
146-25 |
-0-12 |
-0.3% |
146-30 |
| Low |
146-11 |
145-17 |
-0-26 |
-0.6% |
145-16 |
| Close |
146-19 |
145-25 |
-0-26 |
-0.6% |
146-18 |
| Range |
0-26 |
1-08 |
0-14 |
53.8% |
1-14 |
| ATR |
0-29 |
0-30 |
0-01 |
2.5% |
0-00 |
| Volume |
284,871 |
465,712 |
180,841 |
63.5% |
1,182,935 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-25 |
149-01 |
146-15 |
|
| R3 |
148-17 |
147-25 |
146-04 |
|
| R2 |
147-09 |
147-09 |
146-00 |
|
| R1 |
146-17 |
146-17 |
145-29 |
146-09 |
| PP |
146-01 |
146-01 |
146-01 |
145-29 |
| S1 |
145-09 |
145-09 |
145-21 |
145-01 |
| S2 |
144-25 |
144-25 |
145-18 |
|
| S3 |
143-17 |
144-01 |
145-14 |
|
| S4 |
142-09 |
142-25 |
145-03 |
|
|
| 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 |
145-17 |
1-20 |
1.1% |
0-31 |
0.7% |
15% |
False |
True |
323,164 |
| 10 |
147-05 |
145-16 |
1-21 |
1.1% |
0-27 |
0.6% |
17% |
False |
False |
278,079 |
| 20 |
147-05 |
144-28 |
2-09 |
1.6% |
0-28 |
0.6% |
40% |
False |
False |
273,043 |
| 40 |
148-27 |
144-09 |
4-18 |
3.1% |
1-01 |
0.7% |
33% |
False |
False |
281,570 |
| 60 |
148-27 |
138-28 |
9-31 |
6.8% |
1-01 |
0.7% |
69% |
False |
False |
308,200 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
76% |
False |
False |
233,801 |
| 100 |
148-27 |
135-30 |
12-29 |
8.9% |
0-31 |
0.7% |
76% |
False |
False |
187,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-03 |
|
2.618 |
150-02 |
|
1.618 |
148-26 |
|
1.000 |
148-01 |
|
0.618 |
147-18 |
|
HIGH |
146-25 |
|
0.618 |
146-10 |
|
0.500 |
146-05 |
|
0.382 |
146-00 |
|
LOW |
145-17 |
|
0.618 |
144-24 |
|
1.000 |
144-09 |
|
1.618 |
143-16 |
|
2.618 |
142-08 |
|
4.250 |
140-07 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-05 |
146-11 |
| PP |
146-01 |
146-05 |
| S1 |
145-29 |
145-31 |
|