ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 144-25 144-28 0-03 0.1% 144-13
High 145-13 145-04 -0-09 -0.2% 145-16
Low 144-06 144-07 0-01 0.0% 142-30
Close 144-23 144-23 0-00 0.0% 144-23
Range 1-07 0-29 -0-10 -25.6% 2-18
ATR 1-07 1-06 -0-01 -1.8% 0-00
Volume 298,395 241,759 -56,636 -19.0% 1,544,239
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 147-13 146-31 145-07
R3 146-16 146-02 144-31
R2 145-19 145-19 144-28
R1 145-05 145-05 144-26 144-30
PP 144-22 144-22 144-22 144-18
S1 144-08 144-08 144-20 144-01
S2 143-25 143-25 144-18
S3 142-28 143-11 144-15
S4 141-31 142-14 144-07
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 152-02 150-31 146-04
R3 149-16 148-13 145-14
R2 146-30 146-30 145-06
R1 145-27 145-27 144-31 146-13
PP 144-12 144-12 144-12 144-21
S1 143-09 143-09 144-15 143-27
S2 141-26 141-26 144-08
S3 139-08 140-23 144-00
S4 136-22 138-05 143-10
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% 1-08 0.9% 70% False False 304,635
10 145-16 142-30 2-18 1.8% 1-03 0.8% 70% False False 287,494
20 145-16 142-04 3-12 2.3% 1-04 0.8% 77% False False 300,185
40 147-27 141-14 6-13 4.4% 1-10 0.9% 51% False False 179,433
60 151-30 141-14 10-16 7.3% 1-06 0.8% 31% False False 119,681
80 153-14 141-14 12-00 8.3% 1-01 0.7% 27% False False 89,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148-31
2.618 147-16
1.618 146-19
1.000 146-01
0.618 145-22
HIGH 145-04
0.618 144-25
0.500 144-22
0.382 144-18
LOW 144-07
0.618 143-21
1.000 143-10
1.618 142-24
2.618 141-27
4.250 140-12
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 144-23 144-22
PP 144-22 144-20
S1 144-22 144-19

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

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