ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 150-01 149-29 -0-04 -0.1% 152-27
High 150-06 150-20 0-14 0.3% 152-29
Low 149-03 149-17 0-14 0.3% 151-12
Close 150-02 150-14 0-12 0.2% 151-26
Range 1-03 1-03 0-00 0.0% 1-17
ATR 1-03 1-03 0-00 -0.1% 0-00
Volume 430,005 373,883 -56,122 -13.1% 928,307
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 153-15 153-02 151-01
R3 152-12 151-31 150-24
R2 151-09 151-09 150-20
R1 150-28 150-28 150-17 151-02
PP 150-06 150-06 150-06 150-10
S1 149-25 149-25 150-11 150-00
S2 149-03 149-03 150-08
S3 148-00 148-22 150-04
S4 146-29 147-19 149-27
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
5 152-21 149-03 3-18 2.4% 1-05 0.8% 38% False False 314,016
10 153-03 149-03 4-00 2.7% 1-01 0.7% 34% False False 258,366
20 154-15 149-03 5-12 3.6% 1-04 0.7% 25% False False 242,526
40 154-18 149-03 5-15 3.6% 1-04 0.7% 25% False False 229,247
60 154-18 149-03 5-15 3.6% 1-02 0.7% 25% False False 153,742
80 154-18 149-03 5-15 3.6% 0-31 0.6% 25% False False 115,315
Crabel Price Patterns
NR False
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 0-07
Fibonacci Retracements and Extensions
4.250 155-09
2.618 153-16
1.618 152-13
1.000 151-23
0.618 151-10
HIGH 150-20
0.618 150-07
0.500 150-03
0.382 149-30
LOW 149-17
0.618 148-27
1.000 148-14
1.618 147-24
2.618 146-21
4.250 144-28
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 150-10 150-15
PP 150-06 150-14
S1 150-03 150-14

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

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