ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 142-15 142-10 -0-05 -0.1% 142-04
High 142-23 143-03 0-12 0.3% 142-13
Low 141-29 142-03 0-06 0.1% 140-23
Close 142-13 142-23 0-10 0.2% 142-13
Range 0-26 1-00 0-06 23.1% 1-22
ATR 0-29 0-29 0-00 0.8% 0-00
Volume 535 708 173 32.3% 4,879
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 145-20 145-06 143-09
R3 144-20 144-06 143-00
R2 143-20 143-20 142-29
R1 143-06 143-06 142-26 143-13
PP 142-20 142-20 142-20 142-24
S1 142-06 142-06 142-20 142-13
S2 141-20 141-20 142-17
S3 140-20 141-06 142-14
S4 139-20 140-06 142-05
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
5 143-03 141-25 1-10 0.9% 0-25 0.5% 71% True False 1,299
10 143-03 140-23 2-12 1.7% 0-27 0.6% 84% True False 980
20 146-00 140-23 5-09 3.7% 0-28 0.6% 38% False False 957
40 146-05 140-23 5-14 3.8% 0-22 0.5% 37% False False 484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 147-11
2.618 145-23
1.618 144-23
1.000 144-03
0.618 143-23
HIGH 143-03
0.618 142-23
0.500 142-19
0.382 142-15
LOW 142-03
0.618 141-15
1.000 141-03
1.618 140-15
2.618 139-15
4.250 137-27
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 142-22 142-21
PP 142-20 142-18
S1 142-19 142-16

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

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