ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-30 |
145-17 |
-0-13 |
-0.3% |
145-29 |
| High |
146-02 |
146-14 |
0-12 |
0.3% |
146-17 |
| Low |
145-10 |
145-14 |
0-04 |
0.1% |
145-03 |
| Close |
145-16 |
146-06 |
0-22 |
0.5% |
146-06 |
| Range |
0-24 |
1-00 |
0-08 |
33.3% |
1-14 |
| ATR |
0-28 |
0-29 |
0-00 |
0.9% |
0-00 |
| Volume |
280,374 |
294,736 |
14,362 |
5.1% |
1,369,904 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-01 |
148-19 |
146-24 |
|
| R3 |
148-01 |
147-19 |
146-15 |
|
| R2 |
147-01 |
147-01 |
146-12 |
|
| R1 |
146-19 |
146-19 |
146-09 |
146-26 |
| PP |
146-01 |
146-01 |
146-01 |
146-04 |
| S1 |
145-19 |
145-19 |
146-03 |
145-26 |
| S2 |
145-01 |
145-01 |
146-00 |
|
| S3 |
144-01 |
144-19 |
145-29 |
|
| S4 |
143-01 |
143-19 |
145-20 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-08 |
149-21 |
146-31 |
|
| R3 |
148-26 |
148-07 |
146-19 |
|
| R2 |
147-12 |
147-12 |
146-14 |
|
| R1 |
146-25 |
146-25 |
146-10 |
147-03 |
| PP |
145-30 |
145-30 |
145-30 |
146-03 |
| S1 |
145-11 |
145-11 |
146-02 |
145-21 |
| S2 |
144-16 |
144-16 |
145-30 |
|
| S3 |
143-02 |
143-29 |
145-25 |
|
| S4 |
141-20 |
142-15 |
145-13 |
|
|
| 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% |
0-28 |
0.6% |
76% |
False |
False |
273,980 |
| 10 |
146-17 |
143-16 |
3-01 |
2.1% |
0-27 |
0.6% |
89% |
False |
False |
279,627 |
| 20 |
146-17 |
143-16 |
3-01 |
2.1% |
0-29 |
0.6% |
89% |
False |
False |
274,409 |
| 40 |
146-17 |
143-16 |
3-01 |
2.1% |
0-28 |
0.6% |
89% |
False |
False |
138,072 |
| 60 |
148-03 |
142-29 |
5-06 |
3.5% |
0-29 |
0.6% |
63% |
False |
False |
92,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-22 |
|
2.618 |
149-02 |
|
1.618 |
148-02 |
|
1.000 |
147-14 |
|
0.618 |
147-02 |
|
HIGH |
146-14 |
|
0.618 |
146-02 |
|
0.500 |
145-30 |
|
0.382 |
145-26 |
|
LOW |
145-14 |
|
0.618 |
144-26 |
|
1.000 |
144-14 |
|
1.618 |
143-26 |
|
2.618 |
142-26 |
|
4.250 |
141-06 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
146-03 |
146-03 |
| PP |
146-01 |
145-31 |
| S1 |
145-30 |
145-28 |
|