ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 141-31 142-29 0-30 0.7% 140-10
High 143-04 145-21 2-17 1.8% 143-04
Low 141-24 142-14 0-22 0.5% 139-31
Close 142-27 145-13 2-18 1.8% 142-27
Range 1-12 3-07 1-27 134.1% 3-05
ATR 0-30 1-04 0-05 17.1% 0-00
Volume 295,647 601,810 306,163 103.6% 861,004
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 154-05 153-00 147-06
R3 150-30 149-25 146-09
R2 147-23 147-23 146-00
R1 146-18 146-18 145-22 147-05
PP 144-16 144-16 144-16 144-25
S1 143-11 143-11 145-04 143-30
S2 141-09 141-09 144-26
S3 138-02 140-04 144-17
S4 134-27 136-29 143-20
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 151-14 150-10 144-19
R3 148-09 147-05 143-23
R2 145-04 145-04 143-14
R1 144-00 144-00 143-04 144-18
PP 141-31 141-31 141-31 142-09
S1 140-27 140-27 142-18 141-13
S2 138-26 138-26 142-08
S3 135-21 137-22 141-31
S4 132-16 134-17 141-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-21 140-07 5-14 3.7% 1-16 1.0% 95% True False 284,670
10 145-21 139-11 6-10 4.3% 1-08 0.9% 96% True False 148,943
20 145-21 139-11 6-10 4.3% 1-00 0.7% 96% True False 75,343
40 146-00 139-11 6-21 4.6% 0-30 0.7% 91% False False 38,077
60 146-05 139-11 6-26 4.7% 0-24 0.5% 89% False False 25,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 159-11
2.618 154-03
1.618 150-28
1.000 148-28
0.618 147-21
HIGH 145-21
0.618 144-14
0.500 144-02
0.382 143-21
LOW 142-14
0.618 140-14
1.000 139-07
1.618 137-07
2.618 134-00
4.250 128-24
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 144-31 144-24
PP 144-16 144-03
S1 144-02 143-14

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

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