ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 140-16 140-04 -0-12 -0.3% 142-18
High 140-24 140-05 -0-19 -0.4% 143-00
Low 140-00 139-15 -0-17 -0.4% 141-22
Close 140-03 139-19 -0-16 -0.4% 142-09
Range 0-24 0-22 -0-02 -8.3% 1-10
ATR 0-29 0-29 -0-01 -1.8% 0-00
Volume 6,616 6,840 224 3.4% 10,683
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 141-26 141-12 139-31
R3 141-04 140-22 139-25
R2 140-14 140-14 139-23
R1 140-00 140-00 139-21 139-28
PP 139-24 139-24 139-24 139-22
S1 139-10 139-10 139-17 139-06
S2 139-02 139-02 139-15
S3 138-12 138-20 139-13
S4 137-22 137-30 139-07
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
5 142-26 139-15 3-11 2.4% 0-30 0.7% 4% False True 5,082
10 143-12 139-15 3-29 2.8% 0-26 0.6% 3% False True 3,528
20 143-12 139-15 3-29 2.8% 0-26 0.6% 3% False True 2,254
40 146-05 139-15 6-22 4.8% 0-28 0.6% 2% False True 1,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-04
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143-03
2.618 141-31
1.618 141-09
1.000 140-27
0.618 140-19
HIGH 140-05
0.618 139-29
0.500 139-26
0.382 139-23
LOW 139-15
0.618 139-01
1.000 138-25
1.618 138-11
2.618 137-21
4.250 136-18
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 139-26 140-20
PP 139-24 140-09
S1 139-21 139-30

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

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