ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 140-16 141-19 1-03 0.8% 142-09
High 141-21 142-11 0-22 0.5% 142-15
Low 140-13 141-06 0-25 0.6% 139-11
Close 141-12 141-30 0-18 0.4% 140-11
Range 1-08 1-05 -0-03 -7.5% 3-04
ATR 0-29 0-29 0-01 2.1% 0-00
Volume 179,953 289,579 109,626 60.9% 28,171
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 145-09 144-25 142-18
R3 144-04 143-20 142-08
R2 142-31 142-31 142-05
R1 142-15 142-15 142-01 142-23
PP 141-26 141-26 141-26 141-31
S1 141-10 141-10 141-27 141-18
S2 140-21 140-21 141-23
S3 139-16 140-05 141-20
S4 138-11 139-00 141-10
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
5 142-11 139-11 3-00 2.1% 0-31 0.7% 86% True False 114,226
10 142-26 139-11 3-15 2.4% 0-30 0.7% 75% False False 59,654
20 143-12 139-11 4-01 2.8% 0-27 0.6% 64% False False 30,645
40 146-05 139-11 6-26 4.8% 0-28 0.6% 38% False False 15,643
60 146-05 139-11 6-26 4.8% 0-22 0.5% 38% False False 10,429
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-08
2.618 145-12
1.618 144-07
1.000 143-16
0.618 143-02
HIGH 142-11
0.618 141-29
0.500 141-25
0.382 141-20
LOW 141-06
0.618 140-15
1.000 140-01
1.618 139-10
2.618 138-05
4.250 136-09
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 141-28 141-23
PP 141-26 141-16
S1 141-25 141-09

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

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