ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
144-11 |
144-15 |
0-04 |
0.1% |
145-23 |
| High |
144-17 |
145-04 |
0-19 |
0.4% |
146-09 |
| Low |
143-28 |
144-13 |
0-17 |
0.4% |
143-18 |
| Close |
144-13 |
144-28 |
0-15 |
0.3% |
143-26 |
| Range |
0-21 |
0-23 |
0-02 |
9.5% |
2-23 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.5% |
0-00 |
| Volume |
244,953 |
314,355 |
69,402 |
28.3% |
2,248,450 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-20 |
145-09 |
|
| R3 |
146-08 |
145-29 |
145-02 |
|
| R2 |
145-17 |
145-17 |
145-00 |
|
| R1 |
145-06 |
145-06 |
144-30 |
145-11 |
| PP |
144-26 |
144-26 |
144-26 |
144-28 |
| S1 |
144-15 |
144-15 |
144-26 |
144-21 |
| S2 |
144-03 |
144-03 |
144-24 |
|
| S3 |
143-12 |
143-24 |
144-22 |
|
| S4 |
142-21 |
143-01 |
144-15 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-23 |
150-31 |
145-10 |
|
| R3 |
150-00 |
148-08 |
144-18 |
|
| R2 |
147-09 |
147-09 |
144-10 |
|
| R1 |
145-17 |
145-17 |
144-02 |
145-02 |
| PP |
144-18 |
144-18 |
144-18 |
144-10 |
| S1 |
142-26 |
142-26 |
143-18 |
142-10 |
| S2 |
141-27 |
141-27 |
143-10 |
|
| S3 |
139-04 |
140-03 |
143-02 |
|
| S4 |
136-13 |
137-12 |
142-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-12 |
143-16 |
1-28 |
1.3% |
0-29 |
0.6% |
73% |
False |
False |
335,402 |
| 10 |
146-09 |
143-16 |
2-25 |
1.9% |
0-31 |
0.7% |
49% |
False |
False |
347,344 |
| 20 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
45% |
False |
False |
178,025 |
| 40 |
146-17 |
143-16 |
3-01 |
2.1% |
0-27 |
0.6% |
45% |
False |
False |
89,505 |
| 60 |
148-03 |
141-27 |
6-08 |
4.3% |
0-26 |
0.6% |
48% |
False |
False |
59,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-06 |
|
2.618 |
147-00 |
|
1.618 |
146-09 |
|
1.000 |
145-27 |
|
0.618 |
145-18 |
|
HIGH |
145-04 |
|
0.618 |
144-27 |
|
0.500 |
144-25 |
|
0.382 |
144-22 |
|
LOW |
144-13 |
|
0.618 |
143-31 |
|
1.000 |
143-22 |
|
1.618 |
143-08 |
|
2.618 |
142-17 |
|
4.250 |
141-11 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
144-27 |
144-22 |
| PP |
144-26 |
144-16 |
| S1 |
144-25 |
144-10 |
|