ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 140-10 140-17 0-07 0.2% 142-09
High 140-22 140-23 0-01 0.0% 142-15
Low 139-31 140-07 0-08 0.2% 139-11
Close 140-14 140-13 -0-01 0.0% 140-11
Range 0-23 0-16 -0-07 -30.4% 3-04
ATR 0-29 0-28 -0-01 -3.2% 0-00
Volume 39,461 56,364 16,903 42.8% 28,171
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 141-30 141-22 140-22
R3 141-14 141-06 140-17
R2 140-30 140-30 140-16
R1 140-22 140-22 140-14 140-18
PP 140-14 140-14 140-14 140-13
S1 140-06 140-06 140-12 140-02
S2 139-30 139-30 140-10
S3 139-14 139-22 140-09
S4 138-30 139-06 140-04
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
5 140-24 139-11 1-13 1.0% 0-24 0.5% 76% False False 23,011
10 142-26 139-11 3-15 2.5% 0-27 0.6% 31% False False 12,946
20 143-12 139-11 4-01 2.9% 0-26 0.6% 26% False False 7,249
40 146-05 139-11 6-26 4.9% 0-28 0.6% 16% False False 3,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 142-27
2.618 142-01
1.618 141-17
1.000 141-07
0.618 141-01
HIGH 140-23
0.618 140-17
0.500 140-15
0.382 140-13
LOW 140-07
0.618 139-29
1.000 139-23
1.618 139-13
2.618 138-29
4.250 138-03
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 140-15 140-09
PP 140-14 140-05
S1 140-14 140-01

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

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