ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-00 |
145-04 |
0-04 |
0.1% |
146-11 |
| High |
145-05 |
145-26 |
0-21 |
0.5% |
146-29 |
| Low |
144-19 |
145-03 |
0-16 |
0.3% |
144-07 |
| Close |
145-03 |
145-18 |
0-15 |
0.3% |
144-15 |
| Range |
0-18 |
0-23 |
0-05 |
27.8% |
2-22 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
9,292 |
8,066 |
-1,226 |
-13.2% |
1,735,302 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-21 |
147-10 |
145-31 |
|
| R3 |
146-30 |
146-19 |
145-24 |
|
| R2 |
146-07 |
146-07 |
145-22 |
|
| R1 |
145-28 |
145-28 |
145-20 |
146-01 |
| PP |
145-16 |
145-16 |
145-16 |
145-18 |
| S1 |
145-05 |
145-05 |
145-16 |
145-11 |
| S2 |
144-25 |
144-25 |
145-14 |
|
| S3 |
144-02 |
144-14 |
145-12 |
|
| S4 |
143-11 |
143-23 |
145-05 |
|
|
| 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 |
146-01 |
144-07 |
1-26 |
1.2% |
0-28 |
0.6% |
74% |
False |
False |
30,651 |
| 10 |
146-29 |
144-07 |
2-22 |
1.8% |
0-31 |
0.7% |
50% |
False |
False |
275,200 |
| 20 |
147-05 |
144-07 |
2-30 |
2.0% |
0-28 |
0.6% |
46% |
False |
False |
264,631 |
| 40 |
147-05 |
144-07 |
2-30 |
2.0% |
0-29 |
0.6% |
46% |
False |
False |
273,426 |
| 60 |
148-27 |
142-10 |
6-17 |
4.5% |
1-01 |
0.7% |
50% |
False |
False |
294,970 |
| 80 |
148-27 |
136-11 |
12-16 |
8.6% |
1-00 |
0.7% |
74% |
False |
False |
262,251 |
| 100 |
148-27 |
136-05 |
12-22 |
8.7% |
0-31 |
0.7% |
74% |
False |
False |
209,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-28 |
|
2.618 |
147-22 |
|
1.618 |
146-31 |
|
1.000 |
146-17 |
|
0.618 |
146-08 |
|
HIGH |
145-26 |
|
0.618 |
145-17 |
|
0.500 |
145-15 |
|
0.382 |
145-12 |
|
LOW |
145-03 |
|
0.618 |
144-21 |
|
1.000 |
144-12 |
|
1.618 |
143-30 |
|
2.618 |
143-07 |
|
4.250 |
142-01 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-17 |
145-12 |
| PP |
145-16 |
145-06 |
| S1 |
145-15 |
145-01 |
|