ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 142-09 141-25 -0-16 -0.4% 142-18
High 142-15 141-25 -0-22 -0.5% 143-00
Low 141-24 139-31 -1-25 -1.3% 141-22
Close 141-29 140-07 -1-22 -1.2% 142-09
Range 0-23 1-26 1-03 152.2% 1-10
ATR 0-27 0-30 0-02 9.2% 0-00
Volume 1,550 7,388 5,838 376.6% 10,683
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 146-03 144-31 141-07
R3 144-09 143-05 140-23
R2 142-15 142-15 140-18
R1 141-11 141-11 140-12 141-00
PP 140-21 140-21 140-21 140-16
S1 139-17 139-17 140-02 139-06
S2 138-27 138-27 139-28
S3 137-01 137-23 139-23
S4 135-07 135-29 139-07
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 146-08 145-19 143-00
R3 144-30 144-09 142-21
R2 143-20 143-20 142-17
R1 142-31 142-31 142-13 142-21
PP 142-10 142-10 142-10 142-05
S1 141-21 141-21 142-05 141-11
S2 141-00 141-00 142-01
S3 139-22 140-11 141-29
S4 138-12 139-01 141-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-26 139-31 2-27 2.0% 0-29 0.6% 9% False True 2,880
10 143-12 139-31 3-13 2.4% 0-27 0.6% 7% False True 2,306
20 144-31 139-31 5-00 3.6% 0-27 0.6% 5% False True 1,799
40 146-05 139-31 6-06 4.4% 0-28 0.6% 4% False True 1,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 149-16
2.618 146-17
1.618 144-23
1.000 143-19
0.618 142-29
HIGH 141-25
0.618 141-03
0.500 140-28
0.382 140-21
LOW 139-31
0.618 138-27
1.000 138-05
1.618 137-01
2.618 135-07
4.250 132-09
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 140-28 141-13
PP 140-21 141-00
S1 140-14 140-20

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

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