ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
146-12 |
145-30 |
-0-14 |
-0.3% |
143-22 |
| High |
146-13 |
146-02 |
-0-11 |
-0.2% |
146-06 |
| Low |
145-28 |
145-10 |
-0-18 |
-0.4% |
143-16 |
| Close |
146-04 |
145-16 |
-0-20 |
-0.4% |
145-31 |
| Range |
0-17 |
0-24 |
0-07 |
41.2% |
2-22 |
| ATR |
0-29 |
0-28 |
0-00 |
-0.7% |
0-00 |
| Volume |
280,759 |
280,374 |
-385 |
-0.1% |
1,426,372 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-28 |
147-14 |
145-29 |
|
| R3 |
147-04 |
146-22 |
145-23 |
|
| R2 |
146-12 |
146-12 |
145-20 |
|
| R1 |
145-30 |
145-30 |
145-18 |
145-25 |
| PP |
145-20 |
145-20 |
145-20 |
145-18 |
| S1 |
145-06 |
145-06 |
145-14 |
145-01 |
| S2 |
144-28 |
144-28 |
145-12 |
|
| S3 |
144-04 |
144-14 |
145-09 |
|
| S4 |
143-12 |
143-22 |
145-03 |
|
|
| 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 |
146-17 |
145-03 |
1-14 |
1.0% |
0-26 |
0.6% |
28% |
False |
False |
270,495 |
| 10 |
146-17 |
143-16 |
3-01 |
2.1% |
0-27 |
0.6% |
66% |
False |
False |
281,269 |
| 20 |
146-17 |
143-16 |
3-01 |
2.1% |
0-29 |
0.6% |
66% |
False |
False |
259,839 |
| 40 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
66% |
False |
False |
130,821 |
| 60 |
148-03 |
142-19 |
5-16 |
3.8% |
0-28 |
0.6% |
53% |
False |
False |
87,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-08 |
|
2.618 |
148-01 |
|
1.618 |
147-09 |
|
1.000 |
146-26 |
|
0.618 |
146-17 |
|
HIGH |
146-02 |
|
0.618 |
145-25 |
|
0.500 |
145-22 |
|
0.382 |
145-19 |
|
LOW |
145-10 |
|
0.618 |
144-27 |
|
1.000 |
144-18 |
|
1.618 |
144-03 |
|
2.618 |
143-11 |
|
4.250 |
142-04 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
145-22 |
145-26 |
| PP |
145-20 |
145-23 |
| S1 |
145-18 |
145-19 |
|