ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 148-08 147-21 -0-19 -0.4% 147-18
High 148-13 147-27 -0-18 -0.4% 148-20
Low 147-15 146-18 -0-29 -0.6% 147-07
Close 147-23 147-03 -0-20 -0.4% 147-23
Range 0-30 1-09 0-11 36.7% 1-13
ATR 0-31 0-31 0-01 2.4% 0-00
Volume 279 686 407 145.9% 1,805
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 151-00 150-11 147-26
R3 149-23 149-02 147-14
R2 148-14 148-14 147-11
R1 147-25 147-25 147-07 147-15
PP 147-05 147-05 147-05 147-01
S1 146-16 146-16 146-31 146-06
S2 145-28 145-28 146-27
S3 144-19 145-07 146-24
S4 143-10 143-30 146-12
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 152-02 151-10 148-16
R3 150-21 149-29 148-03
R2 149-08 149-08 147-31
R1 148-16 148-16 147-27 148-28
PP 147-27 147-27 147-27 148-02
S1 147-03 147-03 147-19 147-15
S2 146-14 146-14 147-15
S3 145-01 145-22 147-11
S4 143-20 144-09 146-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-20 146-18 2-02 1.4% 1-01 0.7% 26% False True 392
10 150-05 146-18 3-19 2.4% 0-30 0.6% 15% False True 350
20 151-30 146-18 5-12 3.7% 0-30 0.6% 10% False True 211
40 153-14 146-18 6-28 4.7% 0-24 0.5% 8% False True 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 153-09
2.618 151-06
1.618 149-29
1.000 149-04
0.618 148-20
HIGH 147-27
0.618 147-11
0.500 147-07
0.382 147-02
LOW 146-18
0.618 145-25
1.000 145-09
1.618 144-16
2.618 143-07
4.250 141-04
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 147-07 147-16
PP 147-05 147-11
S1 147-04 147-07

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

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