ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 144-13 144-12 -0-01 0.0% 143-02
High 144-24 144-14 -0-10 -0.2% 145-11
Low 143-27 143-13 -0-14 -0.3% 142-27
Close 144-17 143-27 -0-22 -0.5% 144-14
Range 0-29 1-01 0-04 13.8% 2-16
ATR 1-04 1-04 0-00 -0.1% 0-00
Volume 262,823 221,760 -41,063 -15.6% 1,319,183
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 147-00 146-14 144-13
R3 145-31 145-13 144-04
R2 144-30 144-30 144-01
R1 144-12 144-12 143-30 144-05
PP 143-29 143-29 143-29 143-25
S1 143-11 143-11 143-24 143-04
S2 142-28 142-28 143-21
S3 141-27 142-10 143-18
S4 140-26 141-09 143-09
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 151-23 150-18 145-26
R3 149-07 148-02 145-04
R2 146-23 146-23 144-29
R1 145-18 145-18 144-21 146-05
PP 144-07 144-07 144-07 144-16
S1 143-02 143-02 144-07 143-21
S2 141-23 141-23 143-31
S3 139-07 140-18 143-24
S4 136-23 138-02 143-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-11 143-13 1-30 1.3% 0-30 0.7% 23% False True 248,349
10 145-11 142-24 2-19 1.8% 0-31 0.7% 42% False False 266,036
20 145-11 141-14 3-29 2.7% 1-04 0.8% 62% False False 289,104
40 148-20 141-14 7-06 5.0% 1-09 0.9% 33% False False 146,930
60 151-30 141-14 10-16 7.3% 1-05 0.8% 23% False False 97,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-26
2.618 147-04
1.618 146-03
1.000 145-15
0.618 145-02
HIGH 144-14
0.618 144-01
0.500 143-30
0.382 143-26
LOW 143-13
0.618 142-25
1.000 142-12
1.618 141-24
2.618 140-23
4.250 139-01
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 143-30 144-12
PP 143-29 144-06
S1 143-28 144-01

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

View Archives - Comment on this page... - Back to Index of Symbols