ECBOT 30 Year Treasury Bond Future March 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 139-02 139-19 0-17 0.4% 139-17
High 140-04 140-11 0-07 0.2% 140-11
Low 138-31 139-17 0-18 0.4% 138-28
Close 139-16 139-29 0-13 0.3% 139-29
Range 1-05 0-26 -0-11 -29.7% 1-15
ATR 0-27 0-27 0-00 0.0% 0-00
Volume 368,651 352,209 -16,442 -4.5% 2,026,946
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 142-12 141-30 140-11
R3 141-18 141-04 140-04
R2 140-24 140-24 140-02
R1 140-10 140-10 139-31 140-17
PP 139-30 139-30 139-30 140-01
S1 139-16 139-16 139-27 139-23
S2 139-04 139-04 139-24
S3 138-10 138-22 139-22
S4 137-16 137-28 139-15
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 144-04 143-15 140-23
R3 142-21 142-00 140-10
R2 141-06 141-06 140-06
R1 140-17 140-17 140-01 140-28
PP 139-23 139-23 139-23 139-28
S1 139-02 139-02 139-25 139-13
S2 138-08 138-08 139-20
S3 136-25 137-19 139-16
S4 135-10 136-04 139-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-11 138-28 1-15 1.0% 0-23 0.5% 70% True False 405,389
10 140-11 138-03 2-08 1.6% 0-24 0.5% 81% True False 220,793
20 140-11 136-05 4-06 3.0% 0-27 0.6% 90% True False 111,668
40 140-11 135-30 4-13 3.1% 0-27 0.6% 90% True False 56,026
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-26
2.618 142-15
1.618 141-21
1.000 141-05
0.618 140-27
HIGH 140-11
0.618 140-01
0.500 139-30
0.382 139-27
LOW 139-17
0.618 139-01
1.000 138-23
1.618 138-07
2.618 137-13
4.250 136-03
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 139-30 139-26
PP 139-30 139-23
S1 139-29 139-20

These figures are updated between 7pm and 10pm EST after a trading day.

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