ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
146-29 |
146-29 |
0-00 |
0.0% |
146-19 |
| High |
146-31 |
146-31 |
0-00 |
0.0% |
147-06 |
| Low |
146-17 |
146-02 |
-0-15 |
-0.3% |
145-25 |
| Close |
146-25 |
146-15 |
-0-10 |
-0.2% |
146-28 |
| Range |
0-14 |
0-29 |
0-15 |
107.2% |
1-13 |
| ATR |
0-28 |
0-28 |
0-00 |
0.3% |
0-00 |
| Volume |
5,529 |
6,234 |
705 |
12.8% |
14,385 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-07 |
148-24 |
146-31 |
|
| R3 |
148-10 |
147-27 |
146-23 |
|
| R2 |
147-13 |
147-13 |
146-20 |
|
| R1 |
146-30 |
146-30 |
146-18 |
146-23 |
| PP |
146-16 |
146-16 |
146-16 |
146-13 |
| S1 |
146-01 |
146-01 |
146-12 |
145-26 |
| S2 |
145-19 |
145-19 |
146-10 |
|
| S3 |
144-22 |
145-04 |
146-07 |
|
| S4 |
143-25 |
144-07 |
145-31 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-27 |
150-08 |
147-21 |
|
| R3 |
149-14 |
148-27 |
147-08 |
|
| R2 |
148-01 |
148-01 |
147-04 |
|
| R1 |
147-14 |
147-14 |
147-00 |
147-23 |
| PP |
146-20 |
146-20 |
146-20 |
146-24 |
| S1 |
146-01 |
146-01 |
146-24 |
146-11 |
| S2 |
145-07 |
145-07 |
146-20 |
|
| S3 |
143-26 |
144-20 |
146-16 |
|
| S4 |
142-13 |
143-07 |
146-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-03 |
146-00 |
1-03 |
0.7% |
0-23 |
0.5% |
43% |
False |
False |
4,323 |
| 10 |
147-06 |
145-03 |
2-03 |
1.4% |
0-26 |
0.6% |
66% |
False |
False |
4,889 |
| 20 |
147-06 |
144-07 |
2-31 |
2.0% |
0-28 |
0.6% |
76% |
False |
False |
153,885 |
| 40 |
147-06 |
144-07 |
2-31 |
2.0% |
0-28 |
0.6% |
76% |
False |
False |
210,114 |
| 60 |
148-27 |
144-07 |
4-20 |
3.2% |
1-00 |
0.7% |
49% |
False |
False |
240,643 |
| 80 |
148-27 |
138-26 |
10-01 |
6.8% |
1-00 |
0.7% |
76% |
False |
False |
261,567 |
| 100 |
148-27 |
136-05 |
12-22 |
8.7% |
0-31 |
0.7% |
81% |
False |
False |
210,324 |
| 120 |
148-27 |
135-30 |
12-29 |
8.8% |
0-30 |
0.6% |
82% |
False |
False |
175,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
149-11 |
|
1.618 |
148-14 |
|
1.000 |
147-28 |
|
0.618 |
147-17 |
|
HIGH |
146-31 |
|
0.618 |
146-20 |
|
0.500 |
146-17 |
|
0.382 |
146-13 |
|
LOW |
146-02 |
|
0.618 |
145-16 |
|
1.000 |
145-05 |
|
1.618 |
144-19 |
|
2.618 |
143-22 |
|
4.250 |
142-07 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-17 |
146-19 |
| PP |
146-16 |
146-17 |
| S1 |
146-16 |
146-16 |
|