ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 148-21 149-12 0-23 0.5% 148-29
High 149-16 149-15 -0-01 0.0% 149-22
Low 148-11 148-15 0-04 0.1% 148-07
Close 149-13 148-24 -0-21 -0.4% 148-24
Range 1-05 1-00 -0-05 -13.5% 1-15
ATR 1-03 1-02 0-00 -0.5% 0-00
Volume 391,865 286,107 -105,758 -27.0% 1,562,971
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 151-29 151-10 149-10
R3 150-29 150-10 149-01
R2 149-29 149-29 148-30
R1 149-10 149-10 148-27 149-04
PP 148-29 148-29 148-29 148-25
S1 148-10 148-10 148-21 148-04
S2 147-29 147-29 148-18
S3 146-29 147-10 148-15
S4 145-29 146-10 148-06
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 153-09 152-16 149-18
R3 151-26 151-01 149-05
R2 150-11 150-11 149-01
R1 149-18 149-18 148-28 149-07
PP 148-28 148-28 148-28 148-23
S1 148-03 148-03 148-20 147-24
S2 147-13 147-13 148-15
S3 145-30 146-20 148-11
S4 144-15 145-05 147-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-22 148-07 1-15 1.0% 1-02 0.7% 36% False False 312,594
10 151-06 148-07 2-31 2.0% 1-00 0.7% 18% False False 316,723
20 153-03 148-07 4-28 3.3% 1-01 0.7% 11% False False 287,545
40 154-18 148-07 6-11 4.3% 1-04 0.8% 8% False False 280,270
60 154-18 148-07 6-11 4.3% 1-02 0.7% 8% False False 206,404
80 154-18 148-07 6-11 4.3% 1-01 0.7% 8% False False 154,904
100 156-14 148-07 8-07 5.5% 0-28 0.6% 6% False False 123,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153-23
2.618 152-03
1.618 151-03
1.000 150-15
0.618 150-03
HIGH 149-15
0.618 149-03
0.500 148-31
0.382 148-27
LOW 148-15
0.618 147-27
1.000 147-15
1.618 146-27
2.618 145-27
4.250 144-07
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 148-31 148-28
PP 148-29 148-26
S1 148-26 148-25

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

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