ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
147-01 |
147-03 |
0-02 |
0.0% |
146-08 |
| High |
147-15 |
149-04 |
1-21 |
1.1% |
149-04 |
| Low |
146-28 |
147-02 |
0-06 |
0.1% |
145-12 |
| Close |
147-04 |
148-17 |
1-13 |
1.0% |
148-17 |
| Range |
0-19 |
2-02 |
1-15 |
247.3% |
3-24 |
| ATR |
0-28 |
0-31 |
0-03 |
9.4% |
0-00 |
| Volume |
309,070 |
540,197 |
231,127 |
74.8% |
1,628,044 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-14 |
153-17 |
149-21 |
|
| R3 |
152-12 |
151-15 |
149-03 |
|
| R2 |
150-10 |
150-10 |
148-29 |
|
| R1 |
149-13 |
149-13 |
148-23 |
149-28 |
| PP |
148-08 |
148-08 |
148-08 |
148-15 |
| S1 |
147-11 |
147-11 |
148-11 |
147-26 |
| S2 |
146-06 |
146-06 |
148-05 |
|
| S3 |
144-04 |
145-09 |
147-31 |
|
| S4 |
142-02 |
143-07 |
147-13 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-15 |
150-19 |
|
| R3 |
155-06 |
153-23 |
149-18 |
|
| R2 |
151-14 |
151-14 |
149-07 |
|
| R1 |
149-31 |
149-31 |
148-28 |
150-23 |
| PP |
147-22 |
147-22 |
147-22 |
148-01 |
| S1 |
146-07 |
146-07 |
148-06 |
146-31 |
| S2 |
143-30 |
143-30 |
147-27 |
|
| S3 |
140-06 |
142-15 |
147-16 |
|
| S4 |
136-14 |
138-23 |
146-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-04 |
145-12 |
3-24 |
2.5% |
1-03 |
0.7% |
84% |
True |
False |
325,608 |
| 10 |
149-04 |
145-03 |
4-01 |
2.7% |
1-00 |
0.7% |
85% |
True |
False |
299,794 |
| 20 |
149-04 |
143-16 |
5-20 |
3.8% |
0-31 |
0.6% |
89% |
True |
False |
333,638 |
| 40 |
149-04 |
143-16 |
5-20 |
3.8% |
0-29 |
0.6% |
89% |
True |
False |
178,666 |
| 60 |
149-04 |
143-16 |
5-20 |
3.8% |
0-30 |
0.6% |
89% |
True |
False |
119,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-28 |
|
2.618 |
154-17 |
|
1.618 |
152-15 |
|
1.000 |
151-06 |
|
0.618 |
150-13 |
|
HIGH |
149-04 |
|
0.618 |
148-11 |
|
0.500 |
148-03 |
|
0.382 |
147-27 |
|
LOW |
147-02 |
|
0.618 |
145-25 |
|
1.000 |
145-00 |
|
1.618 |
143-23 |
|
2.618 |
141-21 |
|
4.250 |
138-10 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
148-12 |
148-05 |
| PP |
148-08 |
147-25 |
| S1 |
148-03 |
147-14 |
|