ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-04 |
145-16 |
0-12 |
0.3% |
146-11 |
| High |
145-26 |
146-17 |
0-23 |
0.5% |
146-29 |
| Low |
145-03 |
145-15 |
0-12 |
0.3% |
144-07 |
| Close |
145-18 |
146-15 |
0-29 |
0.6% |
144-15 |
| Range |
0-23 |
1-02 |
0-11 |
47.8% |
2-22 |
| ATR |
0-30 |
0-30 |
0-00 |
1.1% |
0-00 |
| Volume |
8,066 |
9,526 |
1,460 |
18.1% |
1,735,302 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
148-31 |
147-02 |
|
| R3 |
148-09 |
147-29 |
146-24 |
|
| R2 |
147-07 |
147-07 |
146-21 |
|
| R1 |
146-27 |
146-27 |
146-18 |
147-01 |
| PP |
146-05 |
146-05 |
146-05 |
146-08 |
| S1 |
145-25 |
145-25 |
146-12 |
145-31 |
| S2 |
145-03 |
145-03 |
146-09 |
|
| S3 |
144-01 |
144-23 |
146-06 |
|
| S4 |
142-31 |
143-21 |
145-28 |
|
|
| 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 |
146-17 |
144-07 |
2-10 |
1.6% |
0-27 |
0.6% |
97% |
True |
False |
13,444 |
| 10 |
146-29 |
144-07 |
2-22 |
1.8% |
0-30 |
0.6% |
84% |
False |
False |
229,582 |
| 20 |
147-05 |
144-07 |
2-30 |
2.0% |
0-28 |
0.6% |
77% |
False |
False |
253,830 |
| 40 |
147-05 |
144-07 |
2-30 |
2.0% |
0-29 |
0.6% |
77% |
False |
False |
267,416 |
| 60 |
148-27 |
142-10 |
6-17 |
4.5% |
1-01 |
0.7% |
64% |
False |
False |
286,913 |
| 80 |
148-27 |
136-13 |
12-14 |
8.5% |
1-00 |
0.7% |
81% |
False |
False |
262,342 |
| 100 |
148-27 |
136-05 |
12-22 |
8.7% |
0-31 |
0.7% |
81% |
False |
False |
210,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-02 |
|
2.618 |
149-10 |
|
1.618 |
148-08 |
|
1.000 |
147-19 |
|
0.618 |
147-06 |
|
HIGH |
146-17 |
|
0.618 |
146-04 |
|
0.500 |
146-00 |
|
0.382 |
145-28 |
|
LOW |
145-15 |
|
0.618 |
144-26 |
|
1.000 |
144-13 |
|
1.618 |
143-24 |
|
2.618 |
142-22 |
|
4.250 |
140-31 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-10 |
146-05 |
| PP |
146-05 |
145-28 |
| S1 |
146-00 |
145-18 |
|