ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 143-16 143-23 0-07 0.2% 143-02
High 144-05 145-16 1-11 0.9% 145-11
Low 142-30 143-22 0-24 0.5% 142-27
Close 143-16 144-24 1-08 0.9% 144-14
Range 1-07 1-26 0-19 48.7% 2-16
ATR 1-05 1-07 0-02 5.3% 0-00
Volume 297,560 463,701 166,141 55.8% 1,319,183
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 150-03 149-07 145-24
R3 148-09 147-13 145-08
R2 146-15 146-15 145-03
R1 145-19 145-19 144-29 146-01
PP 144-21 144-21 144-21 144-28
S1 143-25 143-25 144-19 144-07
S2 142-27 142-27 144-13
S3 141-01 141-31 144-08
S4 139-07 140-05 143-24
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
5 145-16 142-30 2-18 1.8% 1-07 0.8% 71% True False 290,604
10 145-16 142-24 2-24 1.9% 1-02 0.7% 73% True False 283,714
20 145-16 141-25 3-23 2.6% 1-04 0.8% 80% True False 311,442
40 148-13 141-14 6-31 4.8% 1-10 0.9% 48% False False 165,938
60 151-30 141-14 10-16 7.3% 1-06 0.8% 32% False False 110,679
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 0-07
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 153-06
2.618 150-08
1.618 148-14
1.000 147-10
0.618 146-20
HIGH 145-16
0.618 144-26
0.500 144-19
0.382 144-12
LOW 143-22
0.618 142-18
1.000 141-28
1.618 140-24
2.618 138-30
4.250 136-00
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 144-22 144-18
PP 144-21 144-13
S1 144-19 144-07

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

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