ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
146-23 |
145-22 |
-1-01 |
-0.7% |
146-18 |
| High |
146-25 |
146-25 |
0-00 |
0.0% |
147-05 |
| Low |
145-17 |
145-21 |
0-04 |
0.1% |
145-17 |
| Close |
145-25 |
146-13 |
0-20 |
0.4% |
146-13 |
| Range |
1-08 |
1-04 |
-0-04 |
-10.0% |
1-20 |
| ATR |
0-30 |
0-31 |
0-00 |
1.4% |
0-00 |
| Volume |
465,712 |
508,670 |
42,958 |
9.2% |
1,566,862 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-21 |
149-05 |
147-01 |
|
| R3 |
148-17 |
148-01 |
146-23 |
|
| R2 |
147-13 |
147-13 |
146-20 |
|
| R1 |
146-29 |
146-29 |
146-16 |
147-05 |
| PP |
146-09 |
146-09 |
146-09 |
146-13 |
| S1 |
145-25 |
145-25 |
146-10 |
146-01 |
| S2 |
145-05 |
145-05 |
146-06 |
|
| S3 |
144-01 |
144-21 |
146-03 |
|
| S4 |
142-29 |
143-17 |
145-25 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-08 |
150-14 |
147-10 |
|
| R3 |
149-20 |
148-26 |
146-27 |
|
| R2 |
148-00 |
148-00 |
146-23 |
|
| R1 |
147-06 |
147-06 |
146-18 |
146-25 |
| PP |
146-12 |
146-12 |
146-12 |
146-05 |
| S1 |
145-18 |
145-18 |
146-08 |
145-05 |
| S2 |
144-24 |
144-24 |
146-03 |
|
| S3 |
143-04 |
143-30 |
145-31 |
|
| S4 |
141-16 |
142-10 |
145-16 |
|
|
| 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% |
54% |
False |
False |
359,553 |
| 10 |
147-05 |
145-16 |
1-21 |
1.1% |
0-28 |
0.6% |
55% |
False |
False |
298,825 |
| 20 |
147-05 |
144-28 |
2-09 |
1.6% |
0-28 |
0.6% |
67% |
False |
False |
283,262 |
| 40 |
148-27 |
144-09 |
4-18 |
3.1% |
1-01 |
0.7% |
47% |
False |
False |
291,398 |
| 60 |
148-27 |
138-28 |
9-31 |
6.8% |
1-01 |
0.7% |
76% |
False |
False |
309,155 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
81% |
False |
False |
240,155 |
| 100 |
148-27 |
135-30 |
12-29 |
8.8% |
0-31 |
0.7% |
81% |
False |
False |
192,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-18 |
|
2.618 |
149-23 |
|
1.618 |
148-19 |
|
1.000 |
147-29 |
|
0.618 |
147-15 |
|
HIGH |
146-25 |
|
0.618 |
146-11 |
|
0.500 |
146-07 |
|
0.382 |
146-03 |
|
LOW |
145-21 |
|
0.618 |
144-31 |
|
1.000 |
144-17 |
|
1.618 |
143-27 |
|
2.618 |
142-23 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-11 |
146-12 |
| PP |
146-09 |
146-12 |
| S1 |
146-07 |
146-11 |
|