ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 141-25 142-18 0-25 0.6% 142-31
High 142-20 143-09 0-21 0.5% 143-09
Low 141-19 142-16 0-29 0.6% 141-17
Close 142-12 143-08 0-28 0.6% 143-08
Range 1-01 0-25 -0-08 -24.2% 1-24
ATR 1-03 1-02 0-00 -1.2% 0-00
Volume 222,753 219,619 -3,134 -1.4% 1,229,248
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 145-11 145-03 143-22
R3 144-18 144-10 143-15
R2 143-25 143-25 143-13
R1 143-17 143-17 143-10 143-21
PP 143-00 143-00 143-00 143-03
S1 142-24 142-24 143-06 142-28
S2 142-07 142-07 143-03
S3 141-14 141-31 143-01
S4 140-21 141-06 142-26
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 147-30 147-11 144-07
R3 146-06 145-19 143-23
R2 144-14 144-14 143-18
R1 143-27 143-27 143-13 144-05
PP 142-22 142-22 142-22 142-27
S1 142-03 142-03 143-03 142-13
S2 140-30 140-30 142-30
S3 139-06 140-11 142-25
S4 137-14 138-19 142-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-09 141-17 1-24 1.2% 0-29 0.6% 98% True False 245,849
10 146-02 141-17 4-17 3.2% 1-00 0.7% 38% False False 260,889
20 147-03 141-17 5-18 3.9% 1-01 0.7% 31% False False 260,807
40 147-03 141-17 5-18 3.9% 1-02 0.7% 31% False False 275,776
60 147-03 141-14 5-21 3.9% 1-07 0.9% 32% False False 222,705
80 151-18 141-14 10-04 7.1% 1-05 0.8% 18% False False 167,107
100 153-14 141-14 12-00 8.4% 1-01 0.7% 15% False False 133,687
Crabel Price Patterns
NR True
NR4 True
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146-19
2.618 145-10
1.618 144-17
1.000 144-02
0.618 143-24
HIGH 143-09
0.618 142-31
0.500 142-29
0.382 142-26
LOW 142-16
0.618 142-01
1.000 141-23
1.618 141-08
2.618 140-15
4.250 139-06
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 143-04 142-31
PP 143-00 142-22
S1 142-29 142-13

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

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