ECBOT 30 Year Treasury Bond Future March 2019
| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
146-29 |
146-15 |
-0-14 |
-0.3% |
146-19 |
| High |
146-31 |
147-00 |
0-01 |
0.0% |
147-06 |
| Low |
146-02 |
146-14 |
0-12 |
0.3% |
145-25 |
| Close |
146-15 |
146-29 |
0-14 |
0.3% |
146-28 |
| Range |
0-29 |
0-18 |
-0-11 |
-37.9% |
1-13 |
| ATR |
0-28 |
0-27 |
-0-01 |
-2.5% |
0-00 |
| Volume |
6,234 |
250 |
-5,984 |
-96.0% |
14,385 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-15 |
148-08 |
147-07 |
|
| R3 |
147-29 |
147-22 |
147-02 |
|
| R2 |
147-11 |
147-11 |
147-00 |
|
| R1 |
147-04 |
147-04 |
146-31 |
147-08 |
| PP |
146-25 |
146-25 |
146-25 |
146-27 |
| S1 |
146-18 |
146-18 |
146-27 |
146-22 |
| S2 |
146-07 |
146-07 |
146-26 |
|
| S3 |
145-21 |
146-00 |
146-24 |
|
| S4 |
145-03 |
145-14 |
146-19 |
|
|
| 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% |
83% |
False |
False |
3,104 |
| 10 |
147-06 |
145-15 |
1-23 |
1.2% |
0-25 |
0.5% |
84% |
False |
False |
4,108 |
| 20 |
147-06 |
144-07 |
2-31 |
2.0% |
0-28 |
0.6% |
91% |
False |
False |
139,654 |
| 40 |
147-06 |
144-07 |
2-31 |
2.0% |
0-28 |
0.6% |
91% |
False |
False |
201,809 |
| 60 |
148-27 |
144-07 |
4-20 |
3.1% |
0-31 |
0.7% |
58% |
False |
False |
231,318 |
| 80 |
148-27 |
138-28 |
9-31 |
6.8% |
1-00 |
0.7% |
81% |
False |
False |
260,672 |
| 100 |
148-27 |
136-05 |
12-22 |
8.6% |
0-31 |
0.7% |
85% |
False |
False |
210,323 |
| 120 |
148-27 |
135-30 |
12-29 |
8.8% |
0-30 |
0.6% |
85% |
False |
False |
175,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-12 |
|
2.618 |
148-15 |
|
1.618 |
147-29 |
|
1.000 |
147-18 |
|
0.618 |
147-11 |
|
HIGH |
147-00 |
|
0.618 |
146-25 |
|
0.500 |
146-23 |
|
0.382 |
146-21 |
|
LOW |
146-14 |
|
0.618 |
146-03 |
|
1.000 |
145-28 |
|
1.618 |
145-17 |
|
2.618 |
144-31 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-27 |
146-25 |
| PP |
146-25 |
146-21 |
| S1 |
146-23 |
146-17 |
|