ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
144-26 |
145-25 |
0-31 |
0.7% |
143-22 |
| High |
145-27 |
146-06 |
0-11 |
0.2% |
146-06 |
| Low |
144-25 |
145-14 |
0-21 |
0.5% |
143-16 |
| Close |
145-25 |
145-31 |
0-06 |
0.1% |
145-31 |
| Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
2-22 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.3% |
0-00 |
| Volume |
300,336 |
277,307 |
-23,029 |
-7.7% |
1,426,372 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-04 |
147-25 |
146-12 |
|
| R3 |
147-12 |
147-01 |
146-06 |
|
| R2 |
146-20 |
146-20 |
146-03 |
|
| R1 |
146-09 |
146-09 |
146-01 |
146-15 |
| PP |
145-28 |
145-28 |
145-28 |
145-30 |
| S1 |
145-17 |
145-17 |
145-29 |
145-23 |
| S2 |
145-04 |
145-04 |
145-27 |
|
| S3 |
144-12 |
144-25 |
145-24 |
|
| S4 |
143-20 |
144-01 |
145-18 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-10 |
147-14 |
|
| R3 |
150-19 |
149-20 |
146-23 |
|
| R2 |
147-29 |
147-29 |
146-15 |
|
| R1 |
146-30 |
146-30 |
146-07 |
147-14 |
| PP |
145-07 |
145-07 |
145-07 |
145-15 |
| S1 |
144-08 |
144-08 |
145-23 |
144-24 |
| S2 |
142-17 |
142-17 |
145-15 |
|
| S3 |
139-27 |
141-18 |
145-07 |
|
| S4 |
137-05 |
138-28 |
144-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-06 |
143-16 |
2-22 |
1.8% |
0-27 |
0.6% |
92% |
True |
False |
285,274 |
| 10 |
146-09 |
143-16 |
2-25 |
1.9% |
0-29 |
0.6% |
89% |
False |
False |
367,482 |
| 20 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
81% |
False |
False |
206,641 |
| 40 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
81% |
False |
False |
103,945 |
| 60 |
148-03 |
141-27 |
6-08 |
4.3% |
0-27 |
0.6% |
66% |
False |
False |
69,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-12 |
|
2.618 |
148-05 |
|
1.618 |
147-13 |
|
1.000 |
146-30 |
|
0.618 |
146-21 |
|
HIGH |
146-06 |
|
0.618 |
145-29 |
|
0.500 |
145-26 |
|
0.382 |
145-23 |
|
LOW |
145-14 |
|
0.618 |
144-31 |
|
1.000 |
144-22 |
|
1.618 |
144-07 |
|
2.618 |
143-15 |
|
4.250 |
142-08 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-29 |
145-24 |
| PP |
145-28 |
145-17 |
| S1 |
145-26 |
145-10 |
|