ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 149-12 148-24 -0-20 -0.4% 148-29
High 149-15 148-29 -0-18 -0.4% 149-22
Low 148-15 147-18 -0-29 -0.6% 148-07
Close 148-24 148-04 -0-20 -0.4% 148-24
Range 1-00 1-11 0-11 34.4% 1-15
ATR 1-02 1-03 0-01 1.8% 0-00
Volume 286,107 317,670 31,563 11.0% 1,562,971
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 152-07 151-17 148-28
R3 150-28 150-06 148-16
R2 149-17 149-17 148-12
R1 148-27 148-27 148-08 148-17
PP 148-06 148-06 148-06 148-01
S1 147-16 147-16 148-00 147-05
S2 146-27 146-27 147-28
S3 145-16 146-05 147-24
S4 144-05 144-26 147-12
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
5 149-22 147-18 2-04 1.4% 1-04 0.8% 26% False True 329,004
10 151-06 147-18 3-20 2.4% 1-01 0.7% 16% False True 319,451
20 153-03 147-18 5-17 3.7% 1-02 0.7% 10% False True 295,496
40 154-18 147-18 7-00 4.7% 1-04 0.8% 8% False True 279,346
60 154-18 147-18 7-00 4.7% 1-02 0.7% 8% False True 211,662
80 154-18 147-18 7-00 4.7% 1-01 0.7% 8% False True 158,875
100 156-14 147-18 8-28 6.0% 0-28 0.6% 6% False True 127,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 154-20
2.618 152-14
1.618 151-03
1.000 150-08
0.618 149-24
HIGH 148-29
0.618 148-13
0.500 148-08
0.382 148-02
LOW 147-18
0.618 146-23
1.000 146-07
1.618 145-12
2.618 144-01
4.250 141-27
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 148-08 148-17
PP 148-06 148-13
S1 148-05 148-08

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

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