ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 146-06 144-30 -1-08 -0.9% 148-24
High 146-12 147-16 1-04 0.8% 148-29
Low 144-24 144-03 -0-21 -0.5% 144-24
Close 144-25 145-22 0-29 0.6% 144-25
Range 1-20 3-13 1-25 109.6% 4-05
ATR 1-07 1-12 0-05 13.0% 0-00
Volume 561,877 734,436 172,559 30.7% 2,257,737
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 155-31 154-08 147-18
R3 152-18 150-27 146-20
R2 149-05 149-05 146-10
R1 147-14 147-14 146-00 148-09
PP 145-24 145-24 145-24 146-06
S1 144-01 144-01 145-12 144-29
S2 142-11 142-11 145-02
S3 138-30 140-20 144-24
S4 135-17 137-07 143-26
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 158-20 155-27 147-02
R3 154-15 151-22 145-30
R2 150-10 150-10 145-17
R1 147-17 147-17 145-05 146-27
PP 146-05 146-05 146-05 145-26
S1 143-12 143-12 144-13 142-22
S2 142-00 142-00 144-01
S3 137-27 139-07 143-20
S4 133-22 135-02 142-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-11 144-03 4-08 2.9% 1-28 1.3% 37% False True 534,900
10 149-22 144-03 5-19 3.8% 1-16 1.0% 28% False True 431,952
20 152-07 144-03 8-04 5.6% 1-09 0.9% 20% False True 373,921
40 154-15 144-03 10-12 7.1% 1-06 0.8% 15% False True 299,636
60 154-18 144-03 10-15 7.2% 1-05 0.8% 15% False True 256,110
80 154-18 144-03 10-15 7.2% 1-03 0.7% 15% False True 192,303
100 154-18 144-03 10-15 7.2% 0-31 0.7% 15% False True 153,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 161-31
2.618 156-13
1.618 153-00
1.000 150-29
0.618 149-19
HIGH 147-16
0.618 146-06
0.500 145-26
0.382 145-13
LOW 144-03
0.618 142-00
1.000 140-22
1.618 138-19
2.618 135-06
4.250 129-20
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 145-26 146-03
PP 145-24 145-30
S1 145-23 145-26

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

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