ECBOT 30 Year Treasury Bond Future June 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 142-20 141-09 -1-11 -0.9% 143-15
High 142-23 141-19 -1-04 -0.8% 143-27
Low 140-26 140-26 0-00 0.0% 142-15
Close 141-02 140-30 -0-04 -0.1% 143-04
Range 1-29 0-25 -1-04 -59.0% 1-12
ATR 1-00 1-00 -0-01 -1.6% 0-00
Volume 430,386 315,063 -115,323 -26.8% 1,182,699
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 143-15 142-31 141-12
R3 142-22 142-06 141-05
R2 141-29 141-29 141-03
R1 141-13 141-13 141-00 141-09
PP 141-04 141-04 141-04 141-01
S1 140-20 140-20 140-28 140-15
S2 140-11 140-11 140-25
S3 139-18 139-27 140-23
S4 138-25 139-02 140-16
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 147-09 146-18 143-28
R3 145-29 145-06 143-16
R2 144-17 144-17 143-12
R1 143-26 143-26 143-08 143-16
PP 143-05 143-05 143-05 142-31
S1 142-14 142-14 143-00 142-04
S2 141-25 141-25 142-28
S3 140-13 141-02 142-24
S4 139-01 139-22 142-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-21 140-26 2-27 2.0% 1-00 0.7% 4% False True 304,733
10 144-08 140-26 3-14 2.4% 0-30 0.7% 4% False True 265,262
20 144-30 140-26 4-04 2.9% 0-30 0.7% 3% False True 266,485
40 147-03 140-26 6-09 4.5% 1-01 0.7% 2% False True 274,359
60 147-03 140-26 6-09 4.5% 1-02 0.7% 2% False True 279,274
80 148-20 140-26 7-26 5.5% 1-05 0.8% 2% False True 210,645
100 151-30 140-26 11-04 7.9% 1-03 0.8% 1% False True 168,538
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 144-29
2.618 143-20
1.618 142-27
1.000 142-12
0.618 142-02
HIGH 141-19
0.618 141-09
0.500 141-07
0.382 141-04
LOW 140-26
0.618 140-11
1.000 140-01
1.618 139-18
2.618 138-25
4.250 137-16
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 141-07 142-03
PP 141-04 141-22
S1 141-01 141-10

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

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