ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
148-30 |
150-04 |
1-06 |
0.8% |
146-08 |
| High |
150-05 |
150-21 |
0-16 |
0.3% |
149-04 |
| Low |
148-25 |
149-23 |
0-30 |
0.6% |
145-12 |
| Close |
150-02 |
150-01 |
-0-01 |
0.0% |
148-17 |
| Range |
1-12 |
0-30 |
-0-14 |
-31.8% |
3-24 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.7% |
0-00 |
| Volume |
471,301 |
329,074 |
-142,227 |
-30.2% |
1,628,044 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-30 |
152-14 |
150-18 |
|
| R3 |
152-00 |
151-16 |
150-09 |
|
| R2 |
151-02 |
151-02 |
150-07 |
|
| R1 |
150-18 |
150-18 |
150-04 |
150-11 |
| PP |
150-04 |
150-04 |
150-04 |
150-01 |
| S1 |
149-20 |
149-20 |
149-30 |
149-13 |
| S2 |
149-06 |
149-06 |
149-28 |
|
| S3 |
148-08 |
148-22 |
149-25 |
|
| S4 |
147-10 |
147-24 |
149-17 |
|
|
| 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 |
150-21 |
147-02 |
3-19 |
2.4% |
1-12 |
0.9% |
83% |
True |
False |
420,986 |
| 10 |
150-21 |
145-12 |
5-09 |
3.5% |
1-04 |
0.7% |
88% |
True |
False |
348,751 |
| 20 |
150-21 |
143-16 |
7-05 |
4.8% |
1-00 |
0.7% |
91% |
True |
False |
315,010 |
| 40 |
150-21 |
143-16 |
7-05 |
4.8% |
0-30 |
0.6% |
91% |
True |
False |
217,737 |
| 60 |
150-21 |
143-16 |
7-05 |
4.8% |
0-30 |
0.6% |
91% |
True |
False |
145,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-21 |
|
2.618 |
153-04 |
|
1.618 |
152-06 |
|
1.000 |
151-19 |
|
0.618 |
151-08 |
|
HIGH |
150-21 |
|
0.618 |
150-10 |
|
0.500 |
150-06 |
|
0.382 |
150-02 |
|
LOW |
149-23 |
|
0.618 |
149-04 |
|
1.000 |
148-25 |
|
1.618 |
148-06 |
|
2.618 |
147-08 |
|
4.250 |
145-24 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
150-06 |
149-28 |
| PP |
150-04 |
149-22 |
| S1 |
150-03 |
149-17 |
|