ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
144-15 |
144-26 |
0-11 |
0.2% |
145-23 |
| High |
145-04 |
145-27 |
0-23 |
0.5% |
146-09 |
| Low |
144-13 |
144-25 |
0-12 |
0.3% |
143-18 |
| Close |
144-28 |
145-25 |
0-29 |
0.6% |
143-26 |
| Range |
0-23 |
1-02 |
0-11 |
47.8% |
2-23 |
| ATR |
0-29 |
0-29 |
0-00 |
1.3% |
0-00 |
| Volume |
314,355 |
300,336 |
-14,019 |
-4.5% |
2,248,450 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-09 |
146-12 |
|
| R3 |
147-19 |
147-07 |
146-02 |
|
| R2 |
146-17 |
146-17 |
145-31 |
|
| R1 |
146-05 |
146-05 |
145-28 |
146-11 |
| PP |
145-15 |
145-15 |
145-15 |
145-18 |
| S1 |
145-03 |
145-03 |
145-22 |
145-09 |
| S2 |
144-13 |
144-13 |
145-19 |
|
| S3 |
143-11 |
144-01 |
145-16 |
|
| S4 |
142-09 |
142-31 |
145-06 |
|
|
| 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 |
145-27 |
143-16 |
2-11 |
1.6% |
0-28 |
0.6% |
97% |
True |
False |
292,044 |
| 10 |
146-09 |
143-16 |
2-25 |
1.9% |
0-31 |
0.7% |
82% |
False |
False |
364,009 |
| 20 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
75% |
False |
False |
192,914 |
| 40 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
75% |
False |
False |
97,013 |
| 60 |
148-03 |
141-27 |
6-08 |
4.3% |
0-26 |
0.6% |
63% |
False |
False |
64,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
148-20 |
|
1.618 |
147-18 |
|
1.000 |
146-29 |
|
0.618 |
146-16 |
|
HIGH |
145-27 |
|
0.618 |
145-14 |
|
0.500 |
145-10 |
|
0.382 |
145-06 |
|
LOW |
144-25 |
|
0.618 |
144-04 |
|
1.000 |
143-23 |
|
1.618 |
143-02 |
|
2.618 |
142-00 |
|
4.250 |
140-09 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-20 |
145-15 |
| PP |
145-15 |
145-05 |
| S1 |
145-10 |
144-28 |
|