ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 150-28 150-04 -0-24 -0.5% 151-27
High 151-06 150-08 -0-30 -0.6% 152-07
Low 150-03 149-03 -1-00 -0.7% 149-03
Close 150-10 149-14 -0-28 -0.6% 150-16
Range 1-03 1-05 0-02 5.7% 3-04
ATR 1-02 1-03 0-00 0.9% 0-00
Volume 306,023 377,868 71,845 23.5% 1,609,418
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 153-02 152-13 150-02
R3 151-29 151-08 149-24
R2 150-24 150-24 149-21
R1 150-03 150-03 149-17 149-27
PP 149-19 149-19 149-19 149-15
S1 148-30 148-30 149-11 148-22
S2 148-14 148-14 149-07
S3 147-09 147-25 149-04
S4 146-04 146-20 148-26
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 159-31 158-12 152-07
R3 156-27 155-08 151-12
R2 153-23 153-23 151-02
R1 152-04 152-04 150-25 151-12
PP 150-19 150-19 150-19 150-07
S1 149-00 149-00 150-07 148-08
S2 147-15 147-15 149-30
S3 144-11 145-28 149-20
S4 141-07 142-24 148-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-06 149-03 2-03 1.4% 1-01 0.7% 16% False True 323,814
10 152-21 149-03 3-18 2.4% 1-02 0.7% 10% False True 304,391
20 153-15 149-03 4-12 2.9% 1-03 0.7% 8% False True 253,652
40 154-18 149-03 5-15 3.7% 1-03 0.7% 6% False True 259,512
60 154-18 149-03 5-15 3.7% 1-02 0.7% 6% False True 174,489
80 154-18 149-03 5-15 3.7% 0-31 0.7% 6% False True 130,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 155-05
2.618 153-09
1.618 152-04
1.000 151-13
0.618 150-31
HIGH 150-08
0.618 149-26
0.500 149-22
0.382 149-17
LOW 149-03
0.618 148-12
1.000 147-30
1.618 147-07
2.618 146-02
4.250 144-06
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 149-22 150-05
PP 149-19 149-29
S1 149-17 149-22

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

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