ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 144-05 144-27 0-22 0.5% 143-09
High 145-04 145-08 0-04 0.1% 144-05
Low 144-03 144-20 0-17 0.4% 142-21
Close 144-28 144-26 -0-02 0.0% 143-04
Range 1-01 0-20 -0-13 -39.4% 1-16
ATR 1-06 1-05 -0-01 -3.4% 0-00
Volume 298,846 251,142 -47,704 -16.0% 1,397,379
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 146-25 146-13 145-05
R3 146-05 145-25 145-00
R2 145-17 145-17 144-30
R1 145-05 145-05 144-28 145-01
PP 144-29 144-29 144-29 144-26
S1 144-17 144-17 144-24 144-13
S2 144-09 144-09 144-22
S3 143-21 143-29 144-20
S4 143-01 143-09 144-15
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
5 145-08 142-24 2-16 1.7% 0-30 0.6% 83% True False 276,824
10 145-08 142-21 2-19 1.8% 1-02 0.7% 83% True False 285,014
20 145-08 141-14 3-26 2.6% 1-05 0.8% 89% True False 257,196
40 148-25 141-14 7-11 5.1% 1-09 0.9% 46% False False 129,670
60 152-07 141-14 10-25 7.4% 1-04 0.8% 31% False False 86,462
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 46 trading days
Fibonacci Retracements and Extensions
4.250 147-29
2.618 146-28
1.618 146-08
1.000 145-28
0.618 145-20
HIGH 145-08
0.618 145-00
0.500 144-30
0.382 144-28
LOW 144-20
0.618 144-08
1.000 144-00
1.618 143-20
2.618 143-00
4.250 141-31
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 144-30 144-21
PP 144-29 144-16
S1 144-27 144-11

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

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