ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 143-21 144-05 0-16 0.3% 143-09
High 144-15 145-04 0-21 0.5% 144-05
Low 143-13 144-03 0-22 0.5% 142-21
Close 144-04 144-28 0-24 0.5% 143-04
Range 1-02 1-01 -0-01 -2.9% 1-16
ATR 1-07 1-06 0-00 -1.1% 0-00
Volume 331,781 298,846 -32,935 -9.9% 1,397,379
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 147-25 147-12 145-14
R3 146-24 146-11 145-05
R2 145-23 145-23 145-02
R1 145-10 145-10 144-31 145-16
PP 144-22 144-22 144-22 144-26
S1 144-09 144-09 144-25 144-16
S2 143-21 143-21 144-22
S3 142-20 143-08 144-19
S4 141-19 142-07 144-10
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 147-26 146-31 143-30
R3 146-10 145-15 143-17
R2 144-26 144-26 143-13
R1 143-31 143-31 143-08 143-21
PP 143-10 143-10 143-10 143-05
S1 142-15 142-15 143-00 142-05
S2 141-26 141-26 142-27
S3 140-10 140-31 142-23
S4 138-26 139-15 142-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-04 142-24 2-12 1.6% 1-00 0.7% 89% True False 281,579
10 145-04 142-21 2-15 1.7% 1-04 0.8% 90% True False 307,927
20 145-04 141-14 3-22 2.5% 1-07 0.8% 93% True False 244,978
40 150-05 141-14 8-23 6.0% 1-09 0.9% 39% False False 123,393
60 153-14 141-14 12-00 8.3% 1-04 0.8% 29% False False 82,276
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149-16
2.618 147-26
1.618 146-25
1.000 146-05
0.618 145-24
HIGH 145-04
0.618 144-23
0.500 144-20
0.382 144-16
LOW 144-03
0.618 143-15
1.000 143-02
1.618 142-14
2.618 141-13
4.250 139-23
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 144-25 144-19
PP 144-22 144-09
S1 144-20 144-00

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

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