ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	144-30	146-29	1-31	1.4%	148-24
High	147-16	147-23	0-07	0.1%	148-29
Low	144-03	145-15	1-12	1.0%	144-24
Close	145-22	146-01	0-11	0.2%	144-25
Range	3-13	2-08	-1-05	-33.9%	4-05
ATR	1-12	1-14	0-02	4.6%	0-00
Volume	734,436	678,351	-56,085	-7.6%	2,257,737

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	153-05	151-27	147-09
R3	150-29	149-19	146-21
R2	148-21	148-21	146-14
R1	147-11	147-11	146-08	146-28
PP	146-13	146-13	146-13	146-06
S1	145-03	145-03	145-26	144-20
S2	144-05	144-05	145-20
S3	141-29	142-27	145-13
S4	139-21	140-19	144-25

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	148-06	144-03	4-03	2.8%	2-02	1.4%	47%	False	False	592,278
10	149-16	144-03	5-13	3.7%	1-20	1.1%	36%	False	False	471,217
20	151-26	144-03	7-23	5.3%	1-11	0.9%	25%	False	False	400,509
40	154-15	144-03	10-12	7.1%	1-06	0.8%	19%	False	False	309,698
60	154-18	144-03	10-15	7.2%	1-06	0.8%	19%	False	False	267,315
80	154-18	144-03	10-15	7.2%	1-03	0.8%	19%	False	False	200,782
100	154-18	144-03	10-15	7.2%	1-00	0.7%	19%	False	False	160,630

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-09
2.618	153-19
1.618	151-11
1.000	149-31
0.618	149-03
HIGH	147-23
0.618	146-27
0.500	146-19
0.382	146-11
LOW	145-15
0.618	144-03
1.000	143-07
1.618	141-27
2.618	139-19
4.250	135-29

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	146-19	146-00
PP	146-13	145-30
S1	146-07	145-29

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols