ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-16 |
146-14 |
0-30 |
0.6% |
144-12 |
| High |
146-17 |
146-28 |
0-11 |
0.2% |
146-28 |
| Low |
145-15 |
146-04 |
0-21 |
0.5% |
144-07 |
| Close |
146-15 |
146-21 |
0-06 |
0.1% |
146-21 |
| Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
2-21 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.4% |
0-00 |
| Volume |
9,526 |
5,156 |
-4,370 |
-45.9% |
57,007 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-26 |
148-15 |
147-02 |
|
| R3 |
148-02 |
147-23 |
146-28 |
|
| R2 |
147-10 |
147-10 |
146-25 |
|
| R1 |
146-31 |
146-31 |
146-23 |
147-05 |
| PP |
146-18 |
146-18 |
146-18 |
146-20 |
| S1 |
146-07 |
146-07 |
146-19 |
146-13 |
| S2 |
145-26 |
145-26 |
146-17 |
|
| S3 |
145-02 |
145-15 |
146-14 |
|
| S4 |
144-10 |
144-23 |
146-08 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-28 |
152-30 |
148-04 |
|
| R3 |
151-07 |
150-09 |
147-12 |
|
| R2 |
148-18 |
148-18 |
147-05 |
|
| R1 |
147-20 |
147-20 |
146-29 |
148-03 |
| PP |
145-29 |
145-29 |
145-29 |
146-05 |
| S1 |
144-31 |
144-31 |
146-13 |
145-14 |
| S2 |
143-08 |
143-08 |
146-05 |
|
| S3 |
140-19 |
142-10 |
145-30 |
|
| S4 |
137-30 |
139-21 |
145-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-28 |
144-07 |
2-21 |
1.8% |
0-26 |
0.5% |
92% |
True |
False |
11,401 |
| 10 |
146-29 |
144-07 |
2-22 |
1.8% |
0-29 |
0.6% |
91% |
False |
False |
179,230 |
| 20 |
147-05 |
144-07 |
2-30 |
2.0% |
0-28 |
0.6% |
83% |
False |
False |
239,028 |
| 40 |
147-05 |
144-07 |
2-30 |
2.0% |
0-29 |
0.6% |
83% |
False |
False |
260,021 |
| 60 |
148-27 |
142-10 |
6-17 |
4.5% |
1-01 |
0.7% |
67% |
False |
False |
279,604 |
| 80 |
148-27 |
137-06 |
11-21 |
7.9% |
1-00 |
0.7% |
81% |
False |
False |
262,362 |
| 100 |
148-27 |
136-05 |
12-22 |
8.7% |
0-31 |
0.7% |
83% |
False |
False |
210,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-02 |
|
2.618 |
148-27 |
|
1.618 |
148-03 |
|
1.000 |
147-20 |
|
0.618 |
147-11 |
|
HIGH |
146-28 |
|
0.618 |
146-19 |
|
0.500 |
146-16 |
|
0.382 |
146-13 |
|
LOW |
146-04 |
|
0.618 |
145-21 |
|
1.000 |
145-12 |
|
1.618 |
144-29 |
|
2.618 |
144-05 |
|
4.250 |
142-30 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-19 |
146-14 |
| PP |
146-18 |
146-07 |
| S1 |
146-16 |
146-00 |
|