ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	145-04	143-29	-1-07	-0.8%	147-21
High	145-11	146-14	1-03	0.8%	147-27
Low	143-24	143-01	-0-23	-0.5%	143-24
Close	143-24	144-21	0-29	0.6%	143-24
Range	1-19	3-13	1-26	113.7%	4-03
ATR	1-04	1-09	0-05	14.8%	0-00
Volume	4,010	5,696	1,686	42.0%	7,805

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	154-30	153-06	146-17
R3	151-17	149-25	145-19
R2	148-04	148-04	145-09
R1	146-12	146-12	144-31	147-08
PP	144-23	144-23	144-23	145-05
S1	142-31	142-31	144-11	143-27
S2	141-10	141-10	144-01
S3	137-29	139-18	143-23
S4	134-16	136-05	142-25

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	157-13	154-21	146-00
R3	153-10	150-18	144-28
R2	149-07	149-07	144-16
R1	146-15	146-15	144-04	145-26
PP	145-04	145-04	145-04	144-25
S1	142-12	142-12	143-12	141-22
S2	141-01	141-01	143-00
S3	136-30	138-09	142-20
S4	132-27	134-06	141-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147-10	143-01	4-09	3.0%	1-26	1.3%	38%	False	True	2,563
10	148-20	143-01	5-19	3.9%	1-14	1.0%	29%	False	True	1,477
20	151-04	143-01	8-03	5.6%	1-06	0.8%	20%	False	True	838
40	153-14	143-01	10-13	7.2%	0-30	0.6%	16%	False	True	427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	160-29
2.618	155-11
1.618	151-30
1.000	149-27
0.618	148-17
HIGH	146-14
0.618	145-04
0.500	144-24
0.382	144-11
LOW	143-01
0.618	140-30
1.000	139-20
1.618	137-17
2.618	134-04
4.250	128-18

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	144-24	145-00
PP	144-23	144-28
S1	144-22	144-25

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