ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 148-24 148-02 -0-22 -0.5% 148-29
High 148-29 148-11 -0-18 -0.4% 149-22
Low 147-18 147-04 -0-14 -0.3% 148-07
Close 148-04 147-12 -0-24 -0.5% 148-24
Range 1-11 1-07 -0-04 -9.3% 1-15
ATR 1-03 1-03 0-00 0.8% 0-00
Volume 317,670 391,461 73,791 23.2% 1,562,971
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 151-09 150-17 148-01
R3 150-02 149-10 147-23
R2 148-27 148-27 147-19
R1 148-03 148-03 147-16 147-28
PP 147-20 147-20 147-20 147-16
S1 146-28 146-28 147-08 146-20
S2 146-13 146-13 147-05
S3 145-06 145-21 147-01
S4 143-31 144-14 146-23
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
5 149-16 147-04 2-12 1.6% 1-06 0.8% 11% False True 350,155
10 151-06 147-04 4-02 2.8% 1-03 0.7% 6% False True 331,507
20 152-29 147-04 5-25 3.9% 1-03 0.7% 4% False True 306,185
40 154-18 147-04 7-14 5.0% 1-04 0.8% 3% False True 278,408
60 154-18 147-04 7-14 5.0% 1-02 0.7% 3% False True 218,146
80 154-18 147-04 7-14 5.0% 1-01 0.7% 3% False True 163,768
100 156-14 147-04 9-10 6.3% 0-29 0.6% 3% False True 131,016
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-17
2.618 151-17
1.618 150-10
1.000 149-18
0.618 149-03
HIGH 148-11
0.618 147-28
0.500 147-24
0.382 147-19
LOW 147-04
0.618 146-12
1.000 145-29
1.618 145-05
2.618 143-30
4.250 141-30
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 147-24 148-10
PP 147-20 148-00
S1 147-16 147-22

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

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