ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
146-04 |
147-01 |
0-29 |
0.6% |
144-12 |
| High |
147-06 |
147-03 |
-0-03 |
-0.1% |
146-28 |
| Low |
145-25 |
146-18 |
0-25 |
0.5% |
144-07 |
| Close |
147-03 |
146-26 |
-0-09 |
-0.2% |
146-21 |
| Range |
1-13 |
0-17 |
-0-28 |
-62.2% |
2-21 |
| ATR |
0-30 |
0-29 |
-0-01 |
-3.1% |
0-00 |
| Volume |
1,246 |
6,342 |
5,096 |
409.0% |
57,007 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-13 |
148-05 |
147-03 |
|
| R3 |
147-28 |
147-20 |
146-31 |
|
| R2 |
147-11 |
147-11 |
146-29 |
|
| R1 |
147-03 |
147-03 |
146-28 |
146-31 |
| PP |
146-26 |
146-26 |
146-26 |
146-24 |
| S1 |
146-18 |
146-18 |
146-24 |
146-13 |
| S2 |
146-09 |
146-09 |
146-23 |
|
| S3 |
145-24 |
146-01 |
146-21 |
|
| S4 |
145-07 |
145-16 |
146-17 |
|
|
| 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 |
147-06 |
145-15 |
1-23 |
1.2% |
0-28 |
0.6% |
78% |
False |
False |
5,111 |
| 10 |
147-06 |
144-07 |
2-31 |
2.0% |
0-28 |
0.6% |
87% |
False |
False |
17,881 |
| 20 |
147-06 |
144-07 |
2-31 |
2.0% |
0-29 |
0.6% |
87% |
False |
False |
207,260 |
| 40 |
147-06 |
144-07 |
2-31 |
2.0% |
0-29 |
0.6% |
87% |
False |
False |
239,186 |
| 60 |
148-27 |
142-11 |
6-16 |
4.4% |
1-01 |
0.7% |
69% |
False |
False |
261,742 |
| 80 |
148-27 |
137-30 |
10-29 |
7.4% |
1-00 |
0.7% |
81% |
False |
False |
262,395 |
| 100 |
148-27 |
136-05 |
12-22 |
8.6% |
0-31 |
0.7% |
84% |
False |
False |
210,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-11 |
|
2.618 |
148-16 |
|
1.618 |
147-31 |
|
1.000 |
147-20 |
|
0.618 |
147-14 |
|
HIGH |
147-03 |
|
0.618 |
146-29 |
|
0.500 |
146-27 |
|
0.382 |
146-24 |
|
LOW |
146-18 |
|
0.618 |
146-07 |
|
1.000 |
146-01 |
|
1.618 |
145-22 |
|
2.618 |
145-05 |
|
4.250 |
144-10 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-27 |
146-23 |
| PP |
146-26 |
146-19 |
| S1 |
146-26 |
146-16 |
|