ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 142-05 142-18 0-13 0.3% 142-04
High 143-01 142-24 -0-09 -0.2% 142-13
Low 142-05 142-06 0-01 0.0% 140-23
Close 143-00 142-10 -0-22 -0.5% 142-13
Range 0-28 0-18 -0-10 -35.7% 1-22
ATR 0-29 0-29 0-00 -0.8% 0-00
Volume 1,338 1,756 418 31.2% 4,879
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 144-03 143-25 142-20
R3 143-17 143-07 142-15
R2 142-31 142-31 142-13
R1 142-21 142-21 142-12 142-17
PP 142-13 142-13 142-13 142-12
S1 142-03 142-03 142-08 141-31
S2 141-27 141-27 142-07
S3 141-09 141-17 142-05
S4 140-23 140-31 142-00
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 146-29 146-11 143-11
R3 145-07 144-21 142-28
R2 143-17 143-17 142-23
R1 142-31 142-31 142-18 143-08
PP 141-27 141-27 141-27 142-00
S1 141-09 141-09 142-08 141-18
S2 140-05 140-05 142-03
S3 138-15 139-19 141-30
S4 136-25 137-29 141-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-01 140-23 2-10 1.6% 0-25 0.5% 69% False False 1,372
10 144-31 140-23 4-08 3.0% 0-28 0.6% 37% False False 1,291
20 146-00 140-23 5-09 3.7% 0-28 0.6% 30% False False 899
40 146-05 140-23 5-14 3.8% 0-21 0.5% 29% False False 452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 145-04
2.618 144-07
1.618 143-21
1.000 143-10
0.618 143-03
HIGH 142-24
0.618 142-17
0.500 142-15
0.382 142-13
LOW 142-06
0.618 141-27
1.000 141-20
1.618 141-09
2.618 140-23
4.250 139-26
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 142-15 142-13
PP 142-13 142-12
S1 142-12 142-11

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

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