ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
147-01 |
146-20 |
-0-13 |
-0.3% |
144-12 |
| High |
147-03 |
146-23 |
-0-12 |
-0.3% |
146-28 |
| Low |
146-18 |
146-00 |
-0-18 |
-0.4% |
144-07 |
| Close |
146-26 |
146-06 |
-0-20 |
-0.4% |
146-21 |
| Range |
0-17 |
0-23 |
0-06 |
35.3% |
2-21 |
| ATR |
0-29 |
0-29 |
0-00 |
-0.8% |
0-00 |
| Volume |
6,342 |
1,905 |
-4,437 |
-70.0% |
57,007 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
148-01 |
146-19 |
|
| R3 |
147-24 |
147-10 |
146-12 |
|
| R2 |
147-01 |
147-01 |
146-10 |
|
| R1 |
146-19 |
146-19 |
146-08 |
146-15 |
| PP |
146-10 |
146-10 |
146-10 |
146-07 |
| S1 |
145-28 |
145-28 |
146-04 |
145-23 |
| S2 |
145-19 |
145-19 |
146-02 |
|
| S3 |
144-28 |
145-05 |
146-00 |
|
| S4 |
144-05 |
144-14 |
145-25 |
|
|
| 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 |
145-25 |
1-13 |
1.0% |
0-26 |
0.5% |
29% |
False |
False |
3,587 |
| 10 |
147-06 |
144-07 |
2-31 |
2.0% |
0-26 |
0.6% |
66% |
False |
False |
8,515 |
| 20 |
147-06 |
144-07 |
2-31 |
2.0% |
0-29 |
0.6% |
66% |
False |
False |
196,479 |
| 40 |
147-06 |
144-07 |
2-31 |
2.0% |
0-29 |
0.6% |
66% |
False |
False |
231,210 |
| 60 |
148-27 |
142-20 |
6-07 |
4.3% |
1-01 |
0.7% |
57% |
False |
False |
257,158 |
| 80 |
148-27 |
138-03 |
10-24 |
7.4% |
1-00 |
0.7% |
75% |
False |
False |
262,334 |
| 100 |
148-27 |
136-05 |
12-22 |
8.7% |
0-31 |
0.7% |
79% |
False |
False |
210,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-25 |
|
2.618 |
148-19 |
|
1.618 |
147-28 |
|
1.000 |
147-14 |
|
0.618 |
147-05 |
|
HIGH |
146-23 |
|
0.618 |
146-14 |
|
0.500 |
146-12 |
|
0.382 |
146-09 |
|
LOW |
146-00 |
|
0.618 |
145-18 |
|
1.000 |
145-09 |
|
1.618 |
144-27 |
|
2.618 |
144-04 |
|
4.250 |
142-30 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-12 |
146-16 |
| PP |
146-10 |
146-12 |
| S1 |
146-08 |
146-09 |
|