ECBOT 30 Year Treasury Bond Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
150-04 |
149-26 |
-0-10 |
-0.2% |
148-21 |
| High |
150-21 |
150-01 |
-0-20 |
-0.4% |
150-21 |
| Low |
149-23 |
149-09 |
-0-14 |
-0.3% |
148-06 |
| Close |
150-01 |
149-21 |
-0-12 |
-0.2% |
149-21 |
| Range |
0-30 |
0-24 |
-0-06 |
-20.0% |
2-15 |
| ATR |
1-01 |
1-00 |
-0-01 |
-1.9% |
0-00 |
| Volume |
329,074 |
359,608 |
30,534 |
9.3% |
1,924,345 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-29 |
151-17 |
150-02 |
|
| R3 |
151-05 |
150-25 |
149-28 |
|
| R2 |
150-13 |
150-13 |
149-25 |
|
| R1 |
150-01 |
150-01 |
149-23 |
149-27 |
| PP |
149-21 |
149-21 |
149-21 |
149-18 |
| S1 |
149-09 |
149-09 |
149-19 |
149-03 |
| S2 |
148-29 |
148-29 |
149-17 |
|
| S3 |
148-05 |
148-17 |
149-14 |
|
| S4 |
147-13 |
147-25 |
149-08 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-29 |
155-24 |
151-00 |
|
| R3 |
154-14 |
153-09 |
150-11 |
|
| R2 |
151-31 |
151-31 |
150-03 |
|
| R1 |
150-26 |
150-26 |
149-28 |
151-13 |
| PP |
149-16 |
149-16 |
149-16 |
149-25 |
| S1 |
148-11 |
148-11 |
149-14 |
148-30 |
| S2 |
147-01 |
147-01 |
149-07 |
|
| S3 |
144-18 |
145-28 |
148-31 |
|
| S4 |
142-03 |
143-13 |
148-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-21 |
148-06 |
2-15 |
1.6% |
1-03 |
0.7% |
59% |
False |
False |
384,869 |
| 10 |
150-21 |
145-12 |
5-09 |
3.5% |
1-03 |
0.7% |
81% |
False |
False |
355,238 |
| 20 |
150-21 |
143-16 |
7-05 |
4.8% |
0-31 |
0.7% |
86% |
False |
False |
317,433 |
| 40 |
150-21 |
143-16 |
7-05 |
4.8% |
0-30 |
0.6% |
86% |
False |
False |
226,641 |
| 60 |
150-21 |
143-16 |
7-05 |
4.8% |
0-30 |
0.6% |
86% |
False |
False |
151,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-07 |
|
2.618 |
152-00 |
|
1.618 |
151-08 |
|
1.000 |
150-25 |
|
0.618 |
150-16 |
|
HIGH |
150-01 |
|
0.618 |
149-24 |
|
0.500 |
149-21 |
|
0.382 |
149-18 |
|
LOW |
149-09 |
|
0.618 |
148-26 |
|
1.000 |
148-17 |
|
1.618 |
148-02 |
|
2.618 |
147-10 |
|
4.250 |
146-03 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
149-21 |
149-23 |
| PP |
149-21 |
149-22 |
| S1 |
149-21 |
149-22 |
|