ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 139-17 140-10 0-25 0.6% 142-09
High 140-16 140-22 0-06 0.1% 142-15
Low 139-11 139-31 0-20 0.4% 139-11
Close 140-11 140-14 0-03 0.1% 140-11
Range 1-05 0-23 -0-14 -37.8% 3-04
ATR 0-29 0-29 0-00 -1.5% 0-00
Volume 5,777 39,461 33,684 583.1% 28,171
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 142-17 142-06 140-27
R3 141-26 141-15 140-20
R2 141-03 141-03 140-18
R1 140-24 140-24 140-16 140-29
PP 140-12 140-12 140-12 140-14
S1 140-01 140-01 140-12 140-07
S2 139-21 139-21 140-10
S3 138-30 139-10 140-08
S4 138-07 138-19 140-01
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 150-03 148-11 142-02
R3 146-31 145-07 141-07
R2 143-27 143-27 140-29
R1 142-03 142-03 140-20 141-13
PP 140-23 140-23 140-23 140-12
S1 138-31 138-31 140-02 138-09
S2 137-19 137-19 139-25
S3 134-15 135-27 139-16
S4 131-11 132-23 138-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-25 139-11 2-14 1.7% 1-01 0.7% 45% False False 13,216
10 142-27 139-11 3-16 2.5% 0-27 0.6% 31% False False 7,376
20 143-12 139-11 4-01 2.9% 0-27 0.6% 27% False False 4,465
40 146-05 139-11 6-26 4.9% 0-28 0.6% 16% False False 2,496
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-24
2.618 142-18
1.618 141-27
1.000 141-13
0.618 141-04
HIGH 140-22
0.618 140-13
0.500 140-11
0.382 140-08
LOW 139-31
0.618 139-17
1.000 139-08
1.618 138-26
2.618 138-03
4.250 136-29
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 140-13 140-10
PP 140-12 140-05
S1 140-11 140-01

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

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