ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
145-25 |
147-01 |
1-08 |
0.9% |
145-29 |
| High |
147-05 |
147-15 |
0-10 |
0.2% |
146-17 |
| Low |
145-23 |
146-28 |
1-05 |
0.8% |
145-03 |
| Close |
146-31 |
147-04 |
0-05 |
0.1% |
146-06 |
| Range |
1-14 |
0-19 |
-0-27 |
-58.7% |
1-14 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.5% |
0-00 |
| Volume |
322,123 |
309,070 |
-13,053 |
-4.1% |
1,369,904 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-30 |
148-20 |
147-14 |
|
| R3 |
148-11 |
148-01 |
147-09 |
|
| R2 |
147-24 |
147-24 |
147-07 |
|
| R1 |
147-14 |
147-14 |
147-06 |
147-19 |
| PP |
147-05 |
147-05 |
147-05 |
147-08 |
| S1 |
146-27 |
146-27 |
147-02 |
147-00 |
| S2 |
146-18 |
146-18 |
147-01 |
|
| S3 |
145-31 |
146-08 |
146-31 |
|
| S4 |
145-12 |
145-21 |
146-26 |
|
|
| 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 |
147-15 |
145-12 |
2-03 |
1.4% |
0-28 |
0.6% |
84% |
True |
False |
276,516 |
| 10 |
147-15 |
145-03 |
2-12 |
1.6% |
0-27 |
0.6% |
86% |
True |
False |
273,505 |
| 20 |
147-15 |
143-16 |
3-31 |
2.7% |
0-29 |
0.6% |
91% |
True |
False |
318,757 |
| 40 |
147-15 |
143-16 |
3-31 |
2.7% |
0-28 |
0.6% |
91% |
True |
False |
165,196 |
| 60 |
148-03 |
143-16 |
4-19 |
3.1% |
0-29 |
0.6% |
79% |
False |
False |
110,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-00 |
|
2.618 |
149-01 |
|
1.618 |
148-14 |
|
1.000 |
148-02 |
|
0.618 |
147-27 |
|
HIGH |
147-15 |
|
0.618 |
147-08 |
|
0.500 |
147-06 |
|
0.382 |
147-03 |
|
LOW |
146-28 |
|
0.618 |
146-16 |
|
1.000 |
146-09 |
|
1.618 |
145-29 |
|
2.618 |
145-10 |
|
4.250 |
144-11 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
147-06 |
146-29 |
| PP |
147-05 |
146-21 |
| S1 |
147-05 |
146-14 |
|