ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 144-10 144-01 -0-09 -0.2% 144-04
High 145-06 144-24 -0-14 -0.3% 145-20
Low 143-22 143-22 0-00 0.0% 143-06
Close 144-04 144-13 0-09 0.2% 144-14
Range 1-16 1-02 -0-14 -29.2% 2-14
ATR 1-12 1-11 -0-01 -1.6% 0-00
Volume 7,524 5,331 -2,193 -29.1% 1,051,995
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 147-15 147-00 145-00
R3 146-13 145-30 144-22
R2 145-11 145-11 144-19
R1 144-28 144-28 144-16 145-04
PP 144-09 144-09 144-09 144-13
S1 143-26 143-26 144-10 144-02
S2 143-07 143-07 144-07
S3 142-05 142-24 144-04
S4 141-03 141-22 143-26
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 151-23 150-17 145-25
R3 149-09 148-03 145-03
R2 146-27 146-27 144-28
R1 145-21 145-21 144-21 146-08
PP 144-13 144-13 144-13 144-23
S1 143-07 143-07 144-07 143-26
S2 141-31 141-31 144-00
S3 139-17 140-25 143-25
S4 137-03 138-11 143-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-20 143-18 2-02 1.4% 1-09 0.9% 41% False False 24,279
10 145-20 142-14 3-06 2.2% 1-09 0.9% 62% False False 243,002
20 147-23 142-14 5-09 3.7% 1-13 1.0% 37% False False 350,999
40 152-07 142-14 9-25 6.8% 1-11 0.9% 20% False False 362,460
60 154-15 142-14 12-01 8.3% 1-08 0.9% 16% False False 316,757
80 154-18 142-14 12-04 8.4% 1-07 0.8% 16% False False 279,832
100 154-18 142-14 12-04 8.4% 1-05 0.8% 16% False False 224,042
120 154-18 142-14 12-04 8.4% 1-01 0.7% 16% False False 186,705
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 149-08
2.618 147-17
1.618 146-15
1.000 145-26
0.618 145-13
HIGH 144-24
0.618 144-11
0.500 144-07
0.382 144-03
LOW 143-22
0.618 143-01
1.000 142-20
1.618 141-31
2.618 140-29
4.250 139-06
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 144-11 144-21
PP 144-09 144-18
S1 144-07 144-16

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

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