ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-05 |
144-12 |
-0-25 |
-0.5% |
146-11 |
| High |
145-07 |
145-04 |
-0-03 |
-0.1% |
146-29 |
| Low |
144-07 |
144-07 |
0-00 |
0.0% |
144-07 |
| Close |
144-15 |
145-02 |
0-19 |
0.4% |
144-15 |
| Range |
1-00 |
0-29 |
-0-03 |
-9.4% |
2-22 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.5% |
0-00 |
| Volume |
15,370 |
24,967 |
9,597 |
62.4% |
1,735,302 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-17 |
147-06 |
145-18 |
|
| R3 |
146-20 |
146-09 |
145-10 |
|
| R2 |
145-23 |
145-23 |
145-07 |
|
| R1 |
145-12 |
145-12 |
145-05 |
145-17 |
| PP |
144-26 |
144-26 |
144-26 |
144-28 |
| S1 |
144-15 |
144-15 |
144-31 |
144-21 |
| S2 |
143-29 |
143-29 |
144-29 |
|
| S3 |
143-00 |
143-18 |
144-26 |
|
| S4 |
142-03 |
142-21 |
144-18 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-08 |
151-18 |
145-30 |
|
| R3 |
150-18 |
148-28 |
145-07 |
|
| R2 |
147-28 |
147-28 |
144-31 |
|
| R1 |
146-06 |
146-06 |
144-23 |
145-22 |
| PP |
145-06 |
145-06 |
145-06 |
144-31 |
| S1 |
143-16 |
143-16 |
144-07 |
143-00 |
| S2 |
142-16 |
142-16 |
143-31 |
|
| S3 |
139-26 |
140-26 |
143-23 |
|
| S4 |
137-04 |
138-04 |
143-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-29 |
144-07 |
2-22 |
1.9% |
1-02 |
0.7% |
31% |
False |
True |
227,895 |
| 10 |
147-05 |
144-07 |
2-30 |
2.0% |
1-00 |
0.7% |
29% |
False |
True |
332,713 |
| 20 |
147-05 |
144-07 |
2-30 |
2.0% |
0-29 |
0.6% |
29% |
False |
True |
285,934 |
| 40 |
148-27 |
144-07 |
4-20 |
3.2% |
0-31 |
0.7% |
18% |
False |
True |
290,914 |
| 60 |
148-27 |
142-04 |
6-23 |
4.6% |
1-01 |
0.7% |
44% |
False |
False |
306,431 |
| 80 |
148-27 |
136-05 |
12-22 |
8.7% |
1-00 |
0.7% |
70% |
False |
False |
262,066 |
| 100 |
148-27 |
135-30 |
12-29 |
8.9% |
0-31 |
0.7% |
71% |
False |
False |
209,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-31 |
|
2.618 |
147-16 |
|
1.618 |
146-19 |
|
1.000 |
146-01 |
|
0.618 |
145-22 |
|
HIGH |
145-04 |
|
0.618 |
144-25 |
|
0.500 |
144-22 |
|
0.382 |
144-18 |
|
LOW |
144-07 |
|
0.618 |
143-21 |
|
1.000 |
143-10 |
|
1.618 |
142-24 |
|
2.618 |
141-27 |
|
4.250 |
140-12 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
144-30 |
145-04 |
| PP |
144-26 |
145-03 |
| S1 |
144-22 |
145-03 |
|