ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 152-07 152-10 0-03 0.1% 152-27
High 152-13 152-21 0-08 0.2% 152-29
Low 151-19 151-21 0-02 0.0% 151-12
Close 152-10 151-26 -0-16 -0.3% 151-26
Range 0-26 1-00 0-06 23.1% 1-17
ATR 1-03 1-02 0-00 -0.6% 0-00
Volume 228,644 251,056 22,412 9.8% 928,307
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 155-01 154-14 152-12
R3 154-01 153-14 152-03
R2 153-01 153-01 152-00
R1 152-14 152-14 151-29 152-08
PP 152-01 152-01 152-01 151-30
S1 151-14 151-14 151-23 151-08
S2 151-01 151-01 151-20
S3 150-01 150-14 151-17
S4 149-01 149-14 151-08
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 156-20 155-24 152-21
R3 155-03 154-07 152-07
R2 153-18 153-18 152-03
R1 152-22 152-22 151-30 152-12
PP 152-01 152-01 152-01 151-28
S1 151-05 151-05 151-22 150-26
S2 150-16 150-16 151-17
S3 148-31 149-20 151-13
S4 147-14 148-03 150-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-03 151-12 1-23 1.1% 1-00 0.7% 25% False False 221,198
10 153-04 150-15 2-21 1.7% 0-30 0.6% 51% False False 188,223
20 154-15 150-14 4-01 2.7% 1-03 0.7% 34% False False 225,352
40 154-18 150-14 4-04 2.7% 1-03 0.7% 33% False False 197,205
60 154-18 149-05 5-13 3.6% 1-01 0.7% 49% False False 131,763
80 154-18 149-05 5-13 3.6% 0-29 0.6% 49% False False 98,828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156-29
2.618 155-09
1.618 154-09
1.000 153-21
0.618 153-09
HIGH 152-21
0.618 152-09
0.500 152-05
0.382 152-01
LOW 151-21
0.618 151-01
1.000 150-21
1.618 150-01
2.618 149-01
4.250 147-13
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 152-05 152-03
PP 152-01 152-00
S1 151-30 151-29

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

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