ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 149-00 149-02 0-02 0.0% 150-21
High 149-16 149-16 0-00 0.0% 151-04
Low 148-17 148-17 0-00 0.0% 148-03
Close 149-12 149-14 0-02 0.0% 149-14
Range 0-31 0-31 0-00 0.0% 3-01
ATR 0-30 0-30 0-00 0.3% 0-00
Volume 151 77 -74 -49.0% 439
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 152-02 151-23 149-31
R3 151-03 150-24 149-23
R2 150-04 150-04 149-20
R1 149-25 149-25 149-17 149-30
PP 149-05 149-05 149-05 149-08
S1 148-26 148-26 149-11 149-00
S2 148-06 148-06 149-08
S3 147-07 147-27 149-05
S4 146-08 146-28 148-29
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 158-21 157-02 151-03
R3 155-20 154-01 150-09
R2 152-19 152-19 150-00
R1 151-00 151-00 149-23 150-09
PP 149-18 149-18 149-18 149-06
S1 147-31 147-31 149-05 147-08
S2 146-17 146-17 148-28
S3 143-16 144-30 148-19
S4 140-15 141-29 147-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-04 148-03 3-01 2.0% 1-02 0.7% 44% False False 87
10 151-30 148-03 3-27 2.6% 0-31 0.6% 35% False False 71
20 153-14 148-03 5-11 3.6% 0-24 0.5% 25% False False 37
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 153-20
2.618 152-01
1.618 151-02
1.000 150-15
0.618 150-03
HIGH 149-16
0.618 149-04
0.500 149-01
0.382 148-29
LOW 148-17
0.618 147-30
1.000 147-18
1.618 146-31
2.618 146-00
4.250 144-13
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 149-10 149-07
PP 149-05 149-00
S1 149-01 148-26

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

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