ECBOT 30 Year Treasury Bond Future September 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 142-29 145-20 2-23 1.9% 140-10
High 145-21 145-28 0-07 0.2% 143-04
Low 142-14 143-22 1-08 0.9% 139-31
Close 145-13 144-19 -0-26 -0.6% 142-27
Range 3-07 2-06 -1-01 -32.0% 3-05
ATR 1-04 1-06 0-02 6.9% 0-00
Volume 601,810 386,341 -215,469 -35.8% 861,004
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 151-09 150-04 145-26
R3 149-03 147-30 145-06
R2 146-29 146-29 145-00
R1 145-24 145-24 144-25 145-08
PP 144-23 144-23 144-23 144-15
S1 143-18 143-18 144-13 143-02
S2 142-17 142-17 144-06
S3 140-11 141-12 144-00
S4 138-05 139-06 143-13
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
5 145-28 140-13 5-15 3.8% 1-27 1.3% 77% True False 350,666
10 145-28 139-11 6-17 4.5% 1-10 0.9% 80% True False 186,838
20 145-28 139-11 6-17 4.5% 1-02 0.7% 80% True False 94,572
40 146-00 139-11 6-21 4.6% 0-31 0.7% 79% False False 47,736
60 146-05 139-11 6-26 4.7% 0-25 0.5% 77% False False 31,826
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-06
2.618 151-19
1.618 149-13
1.000 148-02
0.618 147-07
HIGH 145-28
0.618 145-01
0.500 144-25
0.382 144-17
LOW 143-22
0.618 142-11
1.000 141-16
1.618 140-05
2.618 137-31
4.250 134-12
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 144-25 144-11
PP 144-23 144-02
S1 144-21 143-26

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

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