ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 144-25 143-18 -1-07 -0.8% 144-30
High 145-09 144-11 -0-30 -0.6% 147-23
Low 143-07 143-04 -0-03 -0.1% 143-19
Close 143-12 144-00 0-20 0.4% 144-05
Range 2-02 1-07 -0-27 -40.9% 4-04
ATR 1-15 1-15 -0-01 -1.3% 0-00
Volume 442,761 355,147 -87,614 -19.8% 3,214,568
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 147-15 146-31 144-21
R3 146-08 145-24 144-11
R2 145-01 145-01 144-07
R1 144-17 144-17 144-04 144-25
PP 143-26 143-26 143-26 143-31
S1 143-10 143-10 143-28 143-18
S2 142-19 142-19 143-25
S3 141-12 142-03 143-21
S4 140-05 140-28 143-11
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 157-17 154-31 146-14
R3 153-13 150-27 145-09
R2 149-09 149-09 144-29
R1 146-23 146-23 144-17 145-30
PP 145-05 145-05 145-05 144-25
S1 142-19 142-19 143-25 141-26
S2 141-01 141-01 143-13
S3 136-29 138-15 143-01
S4 132-25 134-11 141-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-09 143-04 2-05 1.5% 1-15 1.0% 41% False True 419,212
10 147-23 143-04 4-19 3.2% 1-25 1.2% 19% False True 525,559
20 149-22 143-04 6-18 4.6% 1-15 1.0% 13% False True 443,675
40 153-15 143-04 10-11 7.2% 1-09 0.9% 8% False True 348,663
60 154-18 143-04 11-14 7.9% 1-07 0.9% 8% False True 320,900
80 154-18 143-04 11-14 7.9% 1-05 0.8% 8% False True 241,786
100 154-18 143-04 11-14 7.9% 1-03 0.8% 8% False True 193,438
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 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149-17
2.618 147-17
1.618 146-10
1.000 145-18
0.618 145-03
HIGH 144-11
0.618 143-28
0.500 143-24
0.382 143-19
LOW 143-04
0.618 142-12
1.000 141-29
1.618 141-05
2.618 139-30
4.250 137-30
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 143-29 144-07
PP 143-26 144-04
S1 143-24 144-02

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

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