ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 152-10 151-27 -0-15 -0.3% 152-27
High 152-21 152-07 -0-14 -0.3% 152-29
Low 151-21 151-15 -0-06 -0.1% 151-12
Close 151-26 151-23 -0-03 -0.1% 151-26
Range 1-00 0-24 -0-08 -25.0% 1-17
ATR 1-02 1-02 -0-01 -2.2% 0-00
Volume 251,056 146,591 -104,465 -41.6% 928,307
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 154-02 153-20 152-04
R3 153-10 152-28 151-30
R2 152-18 152-18 151-27
R1 152-04 152-04 151-25 151-31
PP 151-26 151-26 151-26 151-23
S1 151-12 151-12 151-21 151-07
S2 151-02 151-02 151-19
S3 150-10 150-20 151-16
S4 149-18 149-28 151-10
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
5 152-29 151-12 1-17 1.0% 1-00 0.7% 22% False False 214,979
10 153-04 150-24 2-12 1.6% 0-30 0.6% 41% False False 183,507
20 154-15 150-14 4-01 2.7% 1-01 0.7% 32% False False 218,887
40 154-18 150-14 4-04 2.7% 1-03 0.7% 31% False False 200,718
60 154-18 149-05 5-13 3.6% 1-01 0.7% 47% False False 134,207
80 154-18 149-05 5-13 3.6% 0-29 0.6% 47% False False 100,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 155-13
2.618 154-06
1.618 153-14
1.000 152-31
0.618 152-22
HIGH 152-07
0.618 151-30
0.500 151-27
0.382 151-24
LOW 151-15
0.618 151-00
1.000 150-23
1.618 150-08
2.618 149-16
4.250 148-09
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 151-27 152-02
PP 151-26 151-30
S1 151-24 151-27

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

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