ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 140-17 140-16 -0-01 0.0% 142-09
High 140-23 141-21 0-30 0.7% 142-15
Low 140-07 140-13 0-06 0.1% 139-11
Close 140-13 141-12 0-31 0.7% 140-11
Range 0-16 1-08 0-24 150.0% 3-04
ATR 0-28 0-29 0-01 3.1% 0-00
Volume 56,364 179,953 123,589 219.3% 28,171
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 144-29 144-12 142-02
R3 143-21 143-04 141-23
R2 142-13 142-13 141-19
R1 141-28 141-28 141-16 142-05
PP 141-05 141-05 141-05 141-09
S1 140-20 140-20 141-08 140-29
S2 139-29 139-29 141-05
S3 138-21 139-12 141-01
S4 137-13 138-04 140-22
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
5 141-21 139-11 2-10 1.6% 0-28 0.6% 88% True False 57,679
10 142-26 139-11 3-15 2.5% 0-29 0.6% 59% False False 30,839
20 143-12 139-11 4-01 2.9% 0-27 0.6% 50% False False 16,223
40 146-05 139-11 6-26 4.8% 0-28 0.6% 30% False False 8,404
60 146-05 139-11 6-26 4.8% 0-21 0.5% 30% False False 5,603
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146-31
2.618 144-30
1.618 143-22
1.000 142-29
0.618 142-14
HIGH 141-21
0.618 141-06
0.500 141-01
0.382 140-28
LOW 140-13
0.618 139-20
1.000 139-05
1.618 138-12
2.618 137-04
4.250 135-03
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 141-08 141-06
PP 141-05 141-00
S1 141-01 140-26

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

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